A Hybrid Approach to Multi-Objective Linear Optimization

Author(s): K. L. Poh and M. A. Quaddus

Source: The Journal of the Operational Research Society , Nov., 1990, Vol. 41, No. 11
(Nov., 1990), pp. 1037-1048
Published by: Palgrave Macmillan Journals on behalf of the Operational Research
Society

Stable URL: http://www.jstor.com/stable/2582899

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J. Opl Res. Soc. Vol. 41, No. 11, pp. 1037-1048, 1990 0160-5682/90 $3.50 + 0.00
Printed in Great Britain. All rights reserved Copyright ? 1990 Operational Research Society Ltd

A Hybrid Approach to Multi-objective Linear

Optimization
K. L. POH1 and M. A. QUADDUS2
'Department of Industrial and Systems Engineering, National University of Singapore and 2School of Information
Systems, Curtin University of Technology, Australia

The purpose of this paper is to develop a hybrid and practical man-machine interactive approach to
solving linear programmes involving more than one objective function. The approach incorporates all the
strengths and avoids the weaknesses of some existing methods. It uses the solution of a two-person
zero-sum game with mixed strategies to generate efficient solutions, and then proceeds to modify the
feasible region using responses from the decision-maker. The cycle is repeated until a satisfactory solution
is found. An example from the literature is solved using the proposed method in order to demonstrate its
applicability. A microcomputer implementation of the method is described, with illustrations from actual
screen displays. A comparison of the proposed method with 14 other existing methods is also presented.

Key words: efficient solution, multiple-criteria decision-making, optimization

INTRODUCTION

Over the past two decades, multi-objective optimization has emerged as one of the most widely
researched areas of management science. It has attracted many researchers, mainly because of the
theoretical challenge imposed by the area and the practical usefulness or applications of the
results. Mathematically, multi-objective optimization can be represented as

f2 (5X) = 2l 5]
max (or min){t2( =

)= P I(1)
subject to

x E X,

where x = (x1, x2, ..., x.)T denotes the n-dimensional vector of decision variables; the feasible set
X is a subset of n-dimensional real-vector space R' characterized by a set of constraint inequal-
ities; and ft.) represents p 'conflicting' objectives to be optimized simultaneously. By conflicting, it
is meant that for an increase in any given objectives, there must be a corresponding decrease i
at least one other objectives. It is noted that when all the functions (objectives and constraints)
problem (1) are linear, we have a 'multi-objective linear optimization' problem.
Literature on theories and proposed algorithms of multi-objective optimization problems is
plentiful. For a comprehensive survey and classification of multi-objective decision-making algo-
rithms, see Hwang and Masud.1 Most of these algorithms find efficient (pareto-optimal, non-
dominated) solutions. A point x* E X is an efficient solution (for a maximizing problem) if and
only if there does not exist another feasible solution x E X such that Vi = 1, ..., p, fj(5) > ft.*),
andfi(5) >fi(5*) for at least one i.
Since efficient solution is at least as good as any other solution, it is obvious that one of the
efficient solutions should be a satisfactory (optimal) solution for the decision-maker (if one exists).
The algorithms mentioned above suffer from a number of deficiencies with respect to criteria
such as 'flexibility', 'ease of implementation', 'ease of use', etc. In a recent survey and comparison
of 14 methods by one of the authors,2 it has been revealed that there does not exist a single
method which outperforms all other methods with respect to a number of criteria; every method
has its pros and cons. We therefore took the approach of 'mixing' several methods, and thus
develop a 'hybrid' algorithm, which will carry desirable features and yet avoid the weaknesses of
the currently available methods as revealed in our comparative study.

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 Journal of the Operational Research Society Vol. 41, No. 11

This paper is organized as follows. First, the development of the proposed hybrid method is
presented, together with a brief description of the methods of which ours is a hybrid; the strength
and weakness of these methods are mentioned. Next, the hybrid method is proposed, and the
detailed analytical aspects are presented. Then, as an illustration of the proposed method, a
numerical example from the literature is solved. We then describe a user-friendly implementation
of the method on microcomputers, and show some of the actual screen displays from the package.
Finally, a preliminary comparison of the method with 14 other existing methods is presented.

DEVELOPMENT OF THE PROPOSED METHOD

The proposed method is a hybrid of Belenson and Kapur,3 the STEM algorithm of Benayoun
et al.4 and the ESGP algorithm. ESGP was developed by Poh and Ang5 based on an original
proposal by Ignizio.6'7 All these methods may be briefly summarized as follows.
In Belenson's method, the problem is reformulated as a two-person zero-sum game with mixed
strategies. By applying linear programming technique for the solution of the game, it is possible to
obtain a solution set satisfying all the requirements for an efficient solution of the problem. The
solution is then subsequently 'refined' to take into account the disparities between the magnitude
of the value generated by each of the objective functions and the solution preference as determined
by the decision-maker. For a detailed description of the method, see Belenson and Kapur.3
In the STEM algorithm, the solution process is divided into a calculation phase and a decision-
making phase. In the calculation phase, the algorithm seeks the feasible solution which is the
'nearest', in the MINIMAX sense, to the ideal solution. The ideal solution is that point, not
necessarily feasible, at which all the objectives are at their optimal values. In the decision-making
phase, if the solution offered is not a satisfactory one, then the decision-maker is asked to indicate
an objective which can be relaxed so as to allow improvements on other objective functions. The
algorithm then proceeds to modify the feasible region to reflect the decison-maker's preferences
and reiterates back to the calculation phase. Note that in this method, only one objective is
chosen to be relaxed, although the decision-maker may be prepared to relax more than one objec-
tive function. For a detailed description of the STEM algorithm, see Benayoun et al.4
In the ESGP algorithm, an arbitrary efficient solution (extreme point) is found from the feasible
solution space using goal programming, and is presented to the decision-maker. If this is not a
satisfactory solution from the decision-maker's point of view, which is most likely to be the case,
since the solution was found arbitrarily, the decision-maker is asked to give the amounts for each
of the objective functions that he or she is prepared to relax in order to gain in at least one other
objective function. The algorithm then proceeds to construct an additional set of constraints based
on the level of relaxation given, and then performs an uninformed graph-search for other feasible
efficient solutions. For each new efficient solution generated, the decision-maker is asked to indi-
cate whether it is satisfactory or unsatisfactory. Detailed description of the ESGP algorithm is
given in Poh and Ang.5
All of the above methods have numerous drawbacks. Belenson's method, for example, does not
consider the non-extreme efficient point, and during the decision-making phase, the decision-
maker does not have control of the direction and amount of relaxation and gain he or she is
assured of in the next iteration. However, the STEM algorithm allows the decision-maker to
indicate an objective function to be relaxed and to specify an amount he or she is prepared to
accept. But this is restricted to only one objective function, while the decision-maker may be
prepared to relax more than one objective function. In ESGP, the decision-maker has no control
on the direction and amount of movement, and the method is merely exploratory and does not
necessarily converge. It also generally requires more computer CPU time to arrive at the satisfac-
tory solution; see Poh2 for details.

Brief description of the hybrid method

The new approach will be an attempt to overcome the limitations of the algorithms mentioned
earlier. A brief description of the new method is presented here in order to illustrate its robustness
and the various features incorporated into the new algorithm.

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 K. L. Poh and M. A. Quaddus-Multi-objective Linear Optimization

The new algorithm can be divided into a computational phase and a decision phase. In the
computational phase, it takes the multiple-objective decision problem and begins by solving for
the optimal solution of each of the objectives taken alone. From this set of solutions, a two-person
zero-sum game with mixed strategies is formulated. By using a linear programming approach, a
set of weights for each objective function can be obtained and a composite or equivalent objective
function is formulated. A compromised solution is then generated by optimizing the composite
objective function subject to the original constraints. This part of the algorithm is adopted from
Belenson's method.
In the decision phase of the algorithm, the decision-maker is presented with the compromise
solution found in the previous phase, and he or she is asked to indicate whether this is a satisfac-
tory solution. If the response is 'yes', the problem is solved. If not, then he or she is asked to
indicate at least one objective function of which he or she is prepared to accept a relaxation so as
to achieve improvements in other objective functions. The decision-maker is also asked to indicate
the associated maximum amount of relaxation of the respective objective functions that he or she
has chosen to relax. The feasible set is now modified to ensure that the decision-maker's prefer-
ences and responses are ensured in the next iteration. A new two-person zero-sum game is then
formulated and a new solution obtained. The cycle is repeated until a satisfactory solution is
found or the process converges to a single solution.
Note that the modification of the set of feasible solutions by additional constraints would
enable the proposed algorithm to explore solutions which are non-extreme points of the original
feasible region. Also, the decision-maker is allowed to indicate one or more objective functions to
be relaxed, and this will allow for quicker convergence to the satisfactory solution. The algorithm
will converge to a unique solution after a finite number of iterations as the solution space is
modified and reduced at each iteration.

The two-person zero-sum game approach

A two-person zero-sum game consists of a p x p pay-off matrix with entriesfj, i = 1, ..., p and
j= 1, ..., p. Note that f;, represents the expected gain for player I when he uses strategy i and
player II uses strategy j. Let Ai be the probability or the relative frequency that player I will use
strategy i, and yj be the probability or relative frequency that player II will use strategy j, where
i 1, .. ., p, andj= 1, .. .,p; then

SAi 1, Ai 0 Vi
i= 1 (2)
p

zCuj=1, ,ij>o vj.

j=1

The expected pay-off for the game is given by

P P

= E E fiiAiaPi (3)
i=l j=l

Let 1`1 be the minimum value of Hl, and 1lO the maximum value of n. The solution of the game
can be obtained by solving either of the following primal-dual pairs of linear programmes:

(i) min (l/H` ) = ri

i=s1

subject to (4)

Up

i= 1

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 Journal of the Operational Research Society Vol. 41, No. 11

(ii) max(1/10) = Z si,

j=1

subject to (5)
p

E fij sj I Vi = 19 .. ., p
j=1

sj > Vj = l, ... , p.

At optimality, fII = flO* = Wl*, and

ii* = rrflI*, ,4u* = Sj*Isj*, (6)

where fI* is the optimal (min-max) pay-off of the game.
For MOLP problems, the pay-off matrix is obtained by solving
objective function taken individually and then evaluating each objective at all optimal points
obtained; i.e. a game matrix is formed with entries

fj =f~x_*i) = Zi5*i, Vi = 1, ..., p, and Vj = 1, ..., p, (7)

where x*i is the optimal solution of the linear programme with only the jth objective function.
Thus the expected pay-off of the game at optimality is

P P

rI*= E E tii2*Hi* ~~~~~~~~~~(8)

i=l j=l

The weights A,~ where 4:* > 0, and i = 1, ..., p, can be

function whereby an efficient solution can be obtained usi

Normalization of the pay-off matrix

In almost all practical MOLP problems, disparities will exist between the magnitude of the
values generated by various objective functions since the units of measure of the objectives are not
necessarily the same. If the units were all the same, then it would be easy to solve the problem by
simply forming a composite objective function and solving as a single-objective linear programme.
Hence the pay-off matrix (i) has to be normalized.
Let Mi be the maximum value that f]jX() can achieve. Then the normalized pay-off matrix (ft)
can be constructed with

f~. = -i= Vi = 1, ..., p and Vj =1, ...,p. (9)

The new pay-off values now represent the relative expectancy o

maximum value, and the resulting game corresponds to the following normalized objective func-
tions:

m.a x ftlx =, Mc fi (X) Vi =1,9 .. p

s.t. x c X. (10)

The optimal weighting vector A' obtained by solving the normalized game represents the
optimal weights for the normalized objective set rather than for the original objective set. Hence it
is necessary to transform A' to an equivalent weighting vector A* for the unnormalized objective
functions. It has been shown by Belenson3 that the unnormalized objective functions are essen-

tially 'weighted' by the factors )i'/Mi, Vi = 1, ..., p, and since E )ti/Mi # 1, renormalization is
i=l1

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 K. L. Poh and M. A. Quaddus-Multi-objective Linear Optimization

essential to construct the equivalent optimal weighting vector for the unnormalized objective func-
tions. Hence, if we let ni = )j/Mi, Vi = 1, ..., p, then

AR~i = npi Vi = 19 .......... , P. (1

EZn
j=1

The decision phase

In the decision phase, the compromise solution is presented to the decision-maker, who com-
pares it with the ideal solutions. If the solution is not satisfactory from the decision-maker's point
of view, then the solution can be refined by the following procedure.
At iteration step k, let 5k be the current solution and Xk be the current set of constraints.
Suppose Sk is the set of objective functions that the decision-maker is willing to relax such that for
each j in Sk the corresponding amount of relaxation is Aft; then for the next cycle, the feasible
region is modified to be

xk
Xk+1 fVjESk (12)

fX() >fi( k) Vi 0 Sk.

NUMERICAL EXAMPLE

An example from the literature will be solved to illustrate the working of the algorithm. The
following problem from Ignizio6 has two objective functions, four constraints and two decision
variables.

Maximize

fi(X)= 2x1 + X2.

Maximize

f2(x)= -xl + 2x2,

subject to (13)

-x1 + 3x2 < 21

x1 + 3x2 < 27

4x1 + 3x2 < 45

3x1 + x2?< 30

X1, X2 >O .
The feasible region X1 of the problem is illustrated in Figure 1. The ideal solutions are

= (9, 3); f*l = (21, -3) and x*2 = (0, 7); f*2 -(7, 14).
Hence the pay-off table is as follows:

x*1 x*2

f1G() 21 7
f2(5) - 3 14
With M1 = 21 and M2 = 14, the normalized pay-off matrix is as follows:

f'1(x) 1 1/3
f'2(x) - 3/14 1
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 Journal of the Operational Research Society Vol. 41, No. 11

12

11 -o- Efficient extreme point

10._

~~~~~~~f =(1 9,8)\

/f2 (x)
9

8 f (4,13)\

X26f-(7,1 4) 2\ \(x)

3 ~ ~~~~~~xX
xl
f -(21,-3)

\=(20, -1 0)

0 2 4 6 8 10 12
X1

FIG. 1. Feasible regionfor example problem.

Solving for A' using linear programming and then calculating ii, we have

Al = 17/15, A' = 28/45, n1 = 17/315, and n2 = 2/45.

Hence

4* = 17/31 and ,A*= 14/31.

For the next solution, we form a composite objective function and solve

maximize

31[4x1+ 9x2],

subject to

x E xl,

to obtain

x1 = (6, 7),f1(51) =19 and f2(V1) = 8.

Suppose the decision-maker indicates that S1 = {1}, and Af I = 9 units; then

X2 2x1+ X2>19-9,.=10

-x1 + 2x2 > 8.

The modified feasible region is illustrated in Figure 2. We now have

-*1 = (6, 7), f*l = (19, 8),

-*2= (9/7, 52/7), f*2 = (10, 95/7).

The new pay-off table is as follows:

- x~1 x*2
f1Gx) 19 10
f2(x) 8 95/7
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 K. L. Poh and M. A. Quaddus-Multi-objective Linear Optimization

12

1 1 - Efficient extreme point

10 _ of original constraints

9 _ X*2

8 f=7(14,13

X2 60

f= (20,-3 )
0 2 4 6 8 10 12 14
X1

FIG. 2. Modifiedfe

With M1 = 19 and M2 = 95/7, the normalized matrix is as follows:

x* x*2

f l(i) 1 10/19
f'2(x) 56/95 1
Solving for A' using linear programming and then calculating ii, we have

A' = 13/28, A' = 15/28, n1 = 13/532 and n2 = 3/76.

Hence

*= 13/34 and A* = 21/34.

For the next solution, we form a composite objective function and solve

maximize

354[X1 + 11X2],
subject to

i E x2
to obtain

= (3, 8),f1(q2) = 14 and f2(x2) = 13.

x2was found to be satisfactory by the decision-maker.

IMPLEMENTATION ON MICROCOMPUTER

The proposed method was implemented on a microcomputer using Turbo-Pascal as the prog-
ramming language. The program is capable of solving MOLPs of up to 10 objective functions, 20
constraints and 35 decision variables. The main feature of the program is the use of a customized
and proprietary spreadsheet for data entry and management, which results in a great enhancement
in the user-friendliness of the program. For a detailed description of the design of the spreadsheet
user-interface, see Poh and Quaddus.8
The following are some of the actual screen displays for the solution of the previous example.

Screen 1. This screen shows the logo of the program. This is the first screen display when the
program is run.

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 Journal of the Operational Research Society Vol. 41, No. 11

Screen 2. After pressing the space bar in screen 1, screen 2 is obtained. This screen shows the
spreadsheet (the first 15 rows and first eight columns only). The position of the current entry cell is
given in the upper right corner of the screen. At this point the user may enter the objectives or
press / on the keyboard for more spreadsheet commands. To enter the objective functions, each row
represents a particular objective and each column represents a decision variable. The usual arrow-
keys on the keyboard may be used to move around the spreadsheet.

Screen 3. This screen shows the objectives for the example problem. Note that the type of the
objectives (min/max) is entered after the last decision variable column. This screen also shows the
root commands of the spreadsheet. The 'Constraints (or C)' command is used to display the
constraints of the model; the 'Worksheet (or W)' command is used to manipulate the worksheet
via a submenu; the 'Solve (or S)' command invokes the hybrid method routine; the 'Directory (or
D)' commands list the files in the current directory; and the 'Quit (or Q)' command is used to
leave and return to the operating system.

Screen 4. This screen is obtained using the 'C' command of screen 3. Constraints are entered in
this screen. At this point the 'Save (or S)' sub-command was used to save the model into a file.
Other sub-commands of screen 4 are self-explanatory.

Screen 5. This is the ideal solution with respect to the first objective function. Notice that the
decision-maker has indicated that this is not a satisfactory solution.

Screen 6. This is the ideal solution with respect to the second objective function. Again, the
decision-maker is not satisfied with this solution.

Screen 7. This is the first compromised solution found using the composite objective function.
Again, the decision-maker is not satisfied with this solution.

Screen 8. This screen shows that the decision-maker is prepared to relax one of the two objectives.
In particular, he/she is willing to relax the first objective by up to nine units.

Screen 9. This screen shows the new solution found by taking into account preference information
given by the decision-maker in the previous screen. This is a satisfactory solution for the decision-
maker.

Screen 10. This screen appears after a satisfactory solution has been found. Here the decision-
maker has the options of redisplaying the solution he/she has accepted (S), making a hard copy of
the result (P), saving the solution on to a disk file (F), or returning to the spreadsheet (Q) (i.e.
screen 2).

Hybrid Method for MultiObjective Linear Program. Ver 1.02

Enter the model or press / for commands

OBJECTIVES 1 29/6/1987 Row: 1 Col: 1

HYBRID/PC version 1.02

Hybrid Method for - l 2 l 3 l 4 l S - l 6 l 7 l 8

Multiple Objective Linear Programming 1 2
2
Jun 87 (C) All Rights Reserved 3
National University of Singapore 4
Dept of Industrial & Systems Engineering 5
6
7
---- Press Space Bar to Continue---- 8
9
10
11 = = = = EndObjective====
12

Screen 1 Screen 2

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 K. L. Poh and M. A. Quaddus-Multi-objective Linear Optimization

Hybrid Method for MultiObjective Linear Program. Ver 1.02 Hybrid Method for MultiObjective Linear Program. Ver 1.02
/ Constraints, Worksheet, Solve, Directory, Quit / Load, Save, Clear, Insert, Delete

OBJECTIVES 1 29/6/1987 Row: 1 Col: 1 [ CONSTRAINTS ] 29/6/1987 Row: 1 Col: 1

I1 2 1 3 1 4 1 5 1 6 1 7 1 8 l 1 2 1 3 1 4 1 5 1 6 1 7 1 8

1 21 1 Maximise 1 -11 3 < 21

2 -I 2 Maximise 2 1 3 < 27
3 3S4 3 < 45
4 4s3 1 < 30
5 5
6 6
7 7
8 8
9 9
10 10
I1I == = =End Objective--I- 1
1 2 1 2
1 3 13
14 14
1 5 1 5

Screen 3 Screen 4

Ideal solution #I Ideal solution #2

b- --I -? ?--- ? ?--- I -- - -I- - - -1--? ?---4 - - +

LNo : Type i Ideal value Z-value 'No i Type : Ideal value i Z-value,
1 Max 21.000 21.000 1 Max 21.000 7.000:
2' Max 14.000-3.000 2 Max 14.000 14.0O0
The values of the decision variables are: The values of the decision variables are:
X( 1)= 9.000 X( 2)= 3.000 X( 1)= 0.000 X( 2)= 7.000

Are you satisfied with the above values? (Y/N)n| Are you sat

Screen 5 Screen 6

Solution # 1 How many of the objective function(s) may be relaxed ?1

'No Type ' Ideal value ' Z-value For each of the objectives that can be relaxed, please
_ _ -0 - - - - - 1- - - - - - - - - :- - - - - - W indicate the objective # and the corresponding amount.
1 | Max ' 21.000 19.000:
2 ' Max l 14.000 ' 8.000 1> Obj # 1 Maxamount ?91
F

The values of the decision variables are:

X( 1)= 6.000 X( 2)= 7.000

Are you satisfied with the above values? (Y/N)nl

Screen 7 Screen 8

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 Journal of the Operational Research Society Vol. 41, No. 11

Solution #2 Final Satisfactory solution

INo Type I Ideal value Z-value

1 _ Specify your output
I 1 Max I 19.000 14.000 [S] = Screen
2 I Max 13.571 13.000 [P] = Printer
+?- - - q - - _ - _ I_ - - - - - - - - r - - - - - r [F] = File Name
The values of the decision variables are: [Q] = Quit
X( 1)= 3.000 X( 2)= 8.000
Enter your choice >I
Are you satisfied with the above values? (Y/N)yl

Screen 9 Screen 10

COMPARISON WITH OTHER METHODS

A comparison of the proposed method was made with some selected algorithms from the liter-
ature. Figure 3 shows the comparison using eight selected criteria. The criteria are defined as
follows:
(a) Interactivity. This refers to whether the algorithm is of the interactive type or non-interactive
type.
(b) Convergence/Exploratory. This indicates whether the algorithm converges to a final solution or
is just exploratory in the feasible region.
(c) Flexibility. This represents the flexibility of the method. This criterion distinguishes the algo-
rithms where the decision-maker is too constrained by the method (i.e. he or she has to
provide many specified responses) from those where the decision-maker has the option to
explore and direct the solution process as he or she wishes.
(d) Class of Problems Solvable. This ranks whether the algorithm is general enough to be able to
solve both linear and nonlinear programmes, or is strictly restricted to linear programmes
only.
(e) Efficient Solution. This represents whether the solution generated by the algorithm is guar-
anteed to be efficient or non-dominated.
(f) Information Provided to DM. This is the information provided to aid the decision-maker in
making his or her responses. Information provided should be understood easily by decision-
makers or managers with minimal mathematical background, and should guide the decision-
maker in his or her solution process.
(g) Ease of Implementation. This refers to the ease with which the algorithms may be coded into
computer codes using a common high-level language such as Pascal or Fortran.
(h) Ease of Use. This refers to whether the algorithm is easy to use or requires very complicated
input and responses on the part of the decision-maker.
Note that in the comparison, only qualitative and yes/no type of comparisons are made. The
result in Figure 3 shows that the proposed method fares generally well in most of the criteria
except for 'Information to DM', and under 'Class of problems solvable', it is restricted to solving
linear programmes only. For a detailed and comprehensive comparative study of 14 multi-
objective decision-making methods using the analytic hierarchy process,28 see Poh.2 The study
also included some experimental runs of the algorithms in a laboratory environment.

CONCLUSION

A hybrid interactive method for solving multiple-objective linear programmes has been pro-
posed. The method has been implemented on a microcomputer using Turbo-Pascal, and works in

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 K. L. Poh and M. A. Quaddus-Multi-objective Linear Optimization

Ease of
Inter- Convergence/ Classes Efficient Info. to implemen- Ease of
No. Algorithm active exploratory Flexible of prob. solutions DM tation use

0 Proposed Y C Y L Y Average Easy Easy

1 Belenson3 Y C N L Y Average Easy Easy
2 ESGP5'7 Y E Y L Y Average Easy Easy
3 Geoffrion9 Y C N NL N Average Easy Easy
4 GPSTEM'0 Y C N L Y Good Average Easy
5 IMOLP"-'5 Y E Y L Y Good Easy Easy
6 ISGP16 Y E N L Y Good Average Easy
7 LGP17 N C N L N Poor V. easy Easy
8 MODI18-20 Y C N L Y Poor Easy Easy
9 MOSG21 Y C Y L Y Good Easy Easy
10 SEMOpS22,23 Y C Y NL N Poor Average Easy
11 STEM4 Y E N L N Good Easy Easy
12 Steuer24 Y E Y L Y Average Easy Easy
13 SWT25,26 Y C N NL Y Good Difficult Difficult
14 Zionts27 Y C Y L Y Average Easy Easy

FIG. 3. Comparison of the hybrid method with others.

a customized spreadsheet environment to enhance its user-friendliness in data management. The

primary aspect of this hybrid method is that it is easily applicable and is mathematically concise.
Also, an efficient solution, if one exists, is guaranteed. Multiple-objective linear programmes can
therefore be readily solved without resorting to heuristic or completely intuitive approaches. We
have also presented a preliminary comparison of the hybrid method with 14 other methods from
the literature.

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