The essential multiobjectivity of linear programming

  • T J Stewart
Keywords: Multiobjective linear programming, goal programming, multiattribute value functions

Abstract



It is argued that any non-trivial real world problems involve multiple objectives. The simplistic approach of combining objectives in linear form can generate highly misleading and biased results, and is poor operational research practice. Such biases are illustrated by means of a simple example, and it is demonstrated that two simple approaches based on goal programming and piecewise linear value functions can largely resolve these problems. These methods require careful attention to problem structuring but are easily implemented by use of standard linear programming (LP) packages.

Keywords: Multiobjective linear programming, goal programming, multiattribute value functions

ORiON Vol. 23 (1) 2007: pp. 1-15
Published
2008-01-14
Section
Articles

Journal Identifiers


eISSN: 0529-191-X