Extremist vs. centrist decision behavior: quasi-convex utility functions for interactive multi-objective linear programming prob

This paper presents the fundamental theory and algorithms for identifying the most preferred alternative for a decision maker (DM) having a non-centrist (or extremist) preferential behavior. The DM is requested to respond to a set of questions in the form of paired comparison of alternatives. The approach is di erent than other methods that consider the centrist preferential behavior. In this paper, an interactive approach is presented to solve the multiple objective linear programming (MOLP) problem. The DM's underlying preferential function is represented by a quasi-convex value (utility) function, which is to be maximized. The method presented in this paper solves MOLP problems with quasi-convex value (utility) functions by using paired comparison of alternatives in the objective space. From the mathematical point of view, maximizing a quasi-convex (or a convex) function over a convex set is considered a di cult problem to solve, while solutions for quasi-concave (or concave) ...

• Type: Journal
• Year: 2002
• Where: COR
• Authors: Behnam Malakooti, Jumah E. Al-alwani
• Keywords: COR 2002, Decision Maker, Molp Problem, Preferred Alternatives