REFERENCE DIRECTION APPROACH FOR SOLVING MULTIPLE-OBJECTIVE NONLINEAR-PROGRAMMING PROBLEMS

We propose an interactive algorithm based on the reference direction a pproach to solve multiple objective nonlinear programming problems. Th e decision maker gives his/her aspiration levels in terms of the refer ence point in the objective function space. A number of efficient solu tions are generated along the projection of the reference direction on to the efficient frontier. Each solution is an (weak) efficient soluti on. No special software is required to implement the proposed algorith m. The algorithm is illustrated with an example.