Unified Interactive Multiple Objective Programming: An Open Architecture for

Accommodating New Procedures

Author(s): Lorraine R. Gardiner and Ralph E. Steuer
Source: The Journal of the Operational Research Society, Vol. 45, No. 12 (Dec., 1994), pp. 1456-
1466
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J. Opl Res. Soc. Vol. 45, No. 12, pp. 1456-1466 0160-5682/94$9.00+0.00
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Unified Interactive Multiple Objective

Programming:An Open Architecture For
Accommodating New Procedures
LORRAINE R. GARDINER' and RALPH E. STEUER2
1Auburn University, USA and 2University of Georgia, USA

It has previously been shown that nine of the most prominent procedures of interactive multiple
objective programming can be considered as special cases of a common procedure called the unified
algorithm. In this paper, we show how four additional procedures can be similarly included in the
unified approach. Also, the paper presents a procedure-switching matrix that depicts the possibilities
for switching from one procedure to another, one iteration to the next, in the unified algorithm if so
directed by a user.

Key words: multiple criteria decision making, multiple criteria optimization, interactive multiple
objective programming

INTRODUCTION

In this paper we continue the discussions begun by Gardiner and Steuerl about the
'unification' of procedures in interactive multiple objective programming. In addition to the
interactive procedures referenced there for solving the multiple objective programming
problem

max{fi(x) = zi}

max{fk(x) = Zk}

subject to x ES

there are those described in References 2-14. While the number of interactive procedures
offered may now be bordering on the excessive, there is certainly a need for a range of
interactive procedures. This is because the procedure to use is often dependent upon the
application, the level of operational research expertise possessed by the user, and the human
information processing/decision-making style of the user.
While a spectrum of approaches is necessary, undesirable aspects of the variety of
procedures include fragmented software offerings and frustrating knowledge requirements
being imposed upon potential users. In order to create a better organized framework for
presenting the field of interactive multiple objective programming, the concept of a common
procedure called the 'unified algorithm' was developed. In Gardiner and Steuerl it was shown
how the following nine procedures of interactive multiple objective programming:

1. ECON: e-constraint Method (see, for example, Reference 15, Section 6.4 and
Reference 16, Section 3.5);
2. STEM: Benayoun et al.17;
3. GDF: Geoffrion-Dyer-Feinberg Procedure18;
4. IGP: Interactive Goal Programming (see for example, Dyer19; Franz and Lee20;
Spronk21);

Correspondence: L. R. Gardiner, Department of Management, College of Business, Auburn University, Auburn,

Alabama 36849, USA

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 L. R. Gardiner and R. E. Steuer- Unified Interactive Multiple Objective Programming

5. WIERZ: Aspiration Criterion Vector Method (see Wierzbicki2"-24, Lewandowski

and Grauer25, Lewandowski and Wierzbicki26);
6. TCH: Tchebycheff Procedure: Augmented and Lexicographic Versions (Steuer
and Choo27; updated description in Steuer28);
7. SATIS: Satisficing Trade-off Method (Nakayama and Sawaragi29, updated descrip-
tion in Nakayama30);
8. VIA: Visual Interactive Approach (Korhonen and Laakso31'32);
9. RACE: Pareto Race (Korhonen and Wallenius33);

can each be considered as a special case of the unified algorithm.

In this paper, our purposes are twofold. The first is to show how the following four
additional procedures.

10. GAB: Interactive Weighted-Sums Heuristic of Gabbani and Magazine34;

11. BULG: Interactive Tchebycheff Heuristic of Karaivanova et al.35;
12. BI-REF: Bi-Reference Procedure of Michalowski and Szapiro36;
13. WINK: Efficiency Projection Method of Winkels and Meika37;

can also be incorporated into the unified algorithm. GAB and WINK are in the above list
because they are known procedures that would have been included in Gardiner and Steuer1
had space permitted. BULG and BI-REF, two recently published interactive procedures, are
included to emphasize the openness of the architecture of the unified algorithm for
accommodating new procedures. GAB and BULG are also of interest because they are
directed at ameliorating the computational burden in multiple objective integer programming
problems.
The second purpose is to present a 13 x 13 matrix depicting the procedure-switching
possibilities among the 13 procedures in the unified algorithm. By procedure-switching, we
mean the ability of the unified algorithm to switch from one procedure to another, one
iteration to the next.

BACKGROUND CONCEPTS

We now mention the following background concepts discussed by Gardiner and Steuer' that
are involved in the specification of GAB, BULG, BI-REF and WINK.
(a) Feasible region Z C Rk in criterion space.
(b) Non-dominated criterion vectors.
(c) k x k pay-off table in which the ith row is the criterion vector resulting from maximizing
the ith objective.
(d) z** E RK reference criterion vectors whose components are
zi= max{ff(x)lx E S} + E
where the Ei are small positive scalars.
(e) Aspiration criterion vectors q < z** that are to reflect the realistic goals and aspirations
of the decision maker (DM).
(f) A-vectorspace A = {AE RkAIE (0, 1), Ei,KAi = 1} where K = {1, ... ., k}.
(g) T-vertex A-vectors defined by z and y E Rk, y < **, where the components of the
A-vector are given by

I ' y) IA yj)]
(Z" j[K(Zj
(h) Interval defined subsets of A for iteration h
A\(h) = {Ai AA|i e (l(hi1Xh))}

whr (~h) -/(h) -

h- /(h) for all i / ] and (4h), 8'h) ) (0 1)fo) l iK
(i) Let 4,(h) E [0, 1] and' A E A be fixed. Then, the routine of Liou38 can compute the
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 Journal of the Operational Research Society Vol. 45, No. 12

half-widthr that defines the intervals

[(0, 2r) ifAi - r e0

I(Xi- r, Xi+ r) otherwise

such that A(h) 'iscentred about Aand is of size 1(h) of A.
()A group of well-spacedA-vectorsfrom A(h) can be obtained by using the LAMBDA and
FILTER codes of ADBASE39 as describedby Steuer40(Chapter11).

UNIFIED ALGORITHMAND SUBROUTINE BUILDING BLOCKS

are as
The steps of the unified algorithmfor interactive multiple objective programmning1
follows.

Step0. DM specifies interactiveprocedurefor the first iteration.

Step]. -h =0.
Step2. Initializecurrentinteractiveprocedure.
Step3. h =h + 1. DM answersquestionsposed by the currentinteract'iveprocedure.Perform
controllingparametercomputations.
Step4. Configureand solve unified samplingprogram(s).
Step5. Present resultingcriterionvector(s) and related information(if any) to the DM.
Step6. DM selects z.
Step 7. If the DM wishes to switch to a different interactive procedure, go to Step 9.
Otherwise, DM answers any further questions posed by the current interactive
procedure.
Step8. If the unified algorilthmis to be terminatedat this point, go to Step 10. Otherw'ise,go
to Step 3.
Step 9. The DM specifies the new 'interactiveprocedure.Go to Step 2.
Step10. Stop with z (h) as the final solution.

At execution time, each step of the unified algorithm(but not Steps 0, 1, 9 and 10 which
neves change) is made up of a subroutineor a sequence of subroutinesthat depends upon the
interactive procedure currentlyin effect. The subroutinescome from the five categories of
Tables 1 to 5. The subroutinesthat are li'stedin Tables I to 5 of this paper are obtained from
two sources: (1) those from Tables 1 to 5 in Gardinerand Steuerl that are also used in GAB,
BULG, BI-REF or WINK; and (2) new subroutinesthat are needed for the new procedures.
For ease of reference, the new subroutinesare indicated by an '~.In this way, we can see
how easy it is to include additional procedures under the unified approachwithout greatly
adding to the inventory of subroutines that support Steps 2 through 8 of the unified
algorithm.

TABLELI Initializationroutines

Label Routine

1-I Constructa pay-offtable and form the z* referencecriterionvector.

1-2 H=0
1-4 DM (or analyst)specifiesp.
1-5 Form a z* referencecriterionvector.
1-6 DM (or analyst)specifiesoversamplingfactor v.
 L. R. Gardiner and R. E. Steuer- Unified Interactive Multiple Objective Programming

TABLE 2. Calculation routines

Label Routine

C-2 DM specifies a weighting vector A E A, or one is calculated from his or her responses (Dyer41,
p. 207), which is reflective of the local marginal trade-offs at Z(h-1).
C-4 Compute T-vertex A-vector.
C-5 Compute the ((h), 8(h)) associated with the T-vertex A-vector and ij(h) for all i E K.
C-6 Form A(h) = {i E Rk| iE(l (), E = 1}.
icK
C-7 Randomly generate uniformly distributed A-vectors over A(').
C-8 Filter a group of vectors down to a reduced number of well-spaced representatives.
*C-12 Calculate 2k + 1 A-vectors from A according to the rules in Reference 34, pp. 288-289.
*C-13 Let worst outcome criterion value z( = z l) for each i E IIUIA and z(')i = z for each i E IR.
*C-14 Let d('t)= y(ht) - Z(h-1).
*C-15 H = IIUIA and ei = Z(h-l) for each i E H.

TABLE 3. Elicitation routines

Label Routine

E-5 DM specifies P, the number of new criterion vectors to be presented.

E-6 DM selects the most preferred of the presented criterion vectors and designates it z(h).
E-9 DM specifies A size factor 41(h).
E-10 DM specifies (a) index set I, of components of z(I-l) to be improved, (b) index set IR of
components to be relaxed, and (c) index set IA of components to be held at their current values.
E-13 DM selects the most preferred criterion vector described by the trajectories and designates it Z(h).

TABLE 4. Presentation routines

Label Routine

P-1 Present criterion vector(s) to the DM.

P-2 Present the criterion value trajectory for each objective to the DM.

TABLE 5. Transfer of control routines

Label Routine

T-1 Continue.
T-2 If the DM wishes to cease iterating,
*T-7 If Iz(h) - z(h-1)1 6i for each i E K.

UNIFIED SAMPLING PROGRAM AND ITS CUSTOMIZATIONS

The primary feature that enables the unified algorithm to subsume so many procedures is
its unified sampling program formulation
lex min {s (z, x,
x cv), S2(Z, x, Cv), ., SL(Z, x,
cx)}
subject to cv? Ai(qi + Odi - zi) i e G
ziD ei iE H
zi + d- ti i E- I
zi - d sui i c-J
f(X)= Z iEK
xe S
OS cv E R and z E Rk unrestricted
d-, d+ ? 0
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 Journal of the Operational Research Society Vol. 45, No. 12

where
Sm(Z, x, a) = scalar-valued function of the mth lexicographic level
L = numberof lexicographiclevels
A = A-vector
q = aspirationcriterionvector
d = direction vector
0 = RHS step size or parametricparameter
e = vector of criterionvalue lower bounds
t = vector of satisficing target values
u = vector of saturationtarget values
and G, H, I, J C K. The scalar-valuedfunction of the mth lexicographiclevel is given by

Sm(Z, X, a) = -() P(m)EM(m i + (m)[ (m)i + W(m)idi

iEK ieI iEJ

where (m), P(m) and r(m) are procedure-dependent constants which serve as 'switches' to
include or exclude portions of the scalar-valuedfunctions; t(m)is a vector of weighting
coefficients; and the w7m) and Wtm) are vectors of penalty weights for deviations from target
values. The controlling parameters, which may be manipulated in the unified sampling
program, are A, q, d, 06 e, t, u and (In),w), W for m = 1, . .. L.
In Reference 1, Section 4, it is shown how the unified samplingprogramcan be customized
to form the augmented Tchebycheff program as needed in BULG, and to form the
weighted-sumsprogram as needed in GAB and WINK. To show how the unified sampling
program can be customized to form the lexicographicminimax e-constraintprogram that is
needed in BI-REF, we let

(1) L = 2.
(2) or(,)= 1 and p(l) = 1) = 0.
(3) =
0U(2) 0? P(2) = 1, Y(2)i = 1 for each i c K, and r(2) = 0-
(4) G = K, q = z**(h) and 0 = 0.
(5) H = I, U IA with zi ? et for each i E I, and z =ei for each i E IA
(6) I = J =4

from which we have

lex min {a, - z}
iEK

subject to cv Ai(z**(h) - zi) i e K

zi 3ei i E IA
z- ei z E IA
f(x) zi iE K

x~S
0 ac E R and z E Rk unrestricted

UNIFIED ALGORITHMFOR GAB

In the Interactive Weighted-Sums Heuristic of Gabbani and Magazine34 we begin by

specifying criterion value terminationtolerances bi and calculatinga set of 2k + 1 A-vectors
from A according to the rules in Reference 34, pp. 288-289. Then, the weighted-sums
programis solved for each of the A-vectorsusing the Magazineand Oguz42heuristic.From the
2k + 1 resultingcriterionvectors the DM selects his or her most preferred,designatingit z()
At this point, a second set of 2k + 1 A-vectorsis calculatedaccordingto the rules so that they
are dispersed over a subset of AVthat contains the A-vectorthat produced zf) Then, the
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 L. R. Gardiner and R. E. Steuer- Unified Interactive Multiple Objective Programming

weighted-sums program is solved for each of the A-vectors using the Magazine and Oguz
heuristic. From the 2k + 1 resulting criterion vectors the DM selects his or her most
preferred, designating it z (2). At this point, a third set of 2k + 1 A-vectors is calculated
according to the rules so that they are dispersed over an even smaller subset of A, but one
that contains the A-vector that produced z (2). Then, the weighted-sums program is solved for
each of the A-vectors using the Magazine and Oguz heuristic, and so forth, until the criterion
value differences between iterations satisfy the specified termination tolerances. When GAB
is the current interactive procedure, the steps of the unified algorithm would be the following.

Step 2. (Routine 1-13) DM (or analyst) specifies criterion value termination tolerances 6i for
each i e K.
Step 3. h = h + 1.
(Routine C-12) Calculate 2k + 1 A-vectors from A according to the rules in Reference
34, pp. 288-289.
Step 4. Solve 2k + 1 weighted-sums customizations of the unified sampling program using the
Magazine and Oguz42heuristic, one for each of the 2k + 1 A-vectors.
Step 5. (Routine P-1) Present the resulting criterion vectors to the DM.
Step 6. (Routine E-6) DM selects the most preferred of the presented criterion vectors and
designates it Z(h)
Step 7. If the DM wishes to switch to a different interactive procedure, go to Step 9.
Otherwise, (Routine T-1) Continue.
Step 8. (Routine T-7) If 6Zh) Z(hl) % 6ii for each i e K, go to Step 10. Otherwise go to
-

Step 3.

UNIFIED ALGORITHM FOR BULG

In BULG, the authors in Reference 35 have proposed an adaptation of the TCH

Augmented Tchebycheff Method of Steuer and Choo27 to multiple objective integer program-
ming. BULG is characterized by the use of the heuristic of Ibaraki et al.43 to solve the mixed
integer sampling programs. Letting P be the number of solutions to be presented to the DM
at each iteration, BULG begins by generating 2P, where 2 is an oversampling factor,
well-spaced A-vectors from A(1) = A. Then the augmented Tchebycheff program is solved for
each of the A-vectors using the Ibaraki et al. heuristic. From the P most different of the
resulting criterion vectors, the DM selects his or her most preferred, designating it z(1). At
this point, the DM (or analyst) specifies a A size factor q(2). About the T-vertex A-vector
defined by z(l) and z**, an interval defined subset Ai(2) is formed whose size is q(2) times the
size of A. Then 2P well-spaced A-vectors are generated from Ai(2) and the augmented
Tchebycheff program is solved for each of the A-vectors again using the Ibaraki et al.
heuristic. From the P most different of the resulting criterion vectors, a z (2) is selected. A
I(3) < ?(2) size factor is specified. About the T-vertex A-vector defined by z (2) and z**, a
smaller interval defined subset A(3) is formed whose size is I(3) times the size of I , and so
forth. Although BULG could be calibrated to terminate in a fixed number of iterations (as
TCH), BULG is modelled in free-form allowing the DM to terminate whenever he or she
wishes to cease iterating. When BULG is the current interactive procedure, the steps of the
unified algorithm would be the following.

Step 2. If Routines I-1 and 1-5 have not already been performed,
(Routine I-1) Construct a pay-off table and form the z* reference criterion
vector.
(Routine T-5) Form a z** reference criterion vector.
(Routine E-5) DM specifies P, the number of new criterion vectors to be presented.
(Routine 1-4) DM (or analyst) specifies p.
(Routine I-6) DM (or analyst) specifies oversampling factor v. If h = 0, (Routine 1-7)
Let (4(1), y41)) = (0, 1) for all i E K.
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 Journal of the Operational Research Society Vol. 45, No. 12

Step 3. h = h + 1.
If h > 1, (Routine E-9) DM specifies A size factor I(h),
(Routine C-4) Compute T-vertex A-vector defined by z(h-1) and z**.
(Routine C-5) Compute the ( Yih), Mih)) associated with the T-vertex A-vector
and 4I(h) for all i c K.
(Routine C-6) Form A(h) A E RkiAi(jC()
{A E i(h)) eKAi = 1}

(Routine C-7) Randomly generate 50k uniformly distributed A-vectors over A(h).
(Routine C-8) Filter the 50k A-vectors to obtain vP well-spaced representatives.
Step 4. Solve vP augmented Tchebycheff customizations of the unified sampling program
using the Ibaraki et al.43 heuristic, one for each of the vP A-vectors.
Step 5. (Routine C-8) Filter the vP resulting criterion vectors to obtain the P most different.
(Routine P-1) Present the P criterion vectors and, if h > 1, z(h-1) to the DM.
Step 6. (Routine E-6) DM selects the most preferred of the presented criterion vectors and
designatesit z(h),
Step 7. If the DM wishes to switch to a different interactive procedure, go to Step 9.
Otherwise, (Routine T-1) Continue.
Step 8. (Routine T-2) If the DM wishes to cease iterating, go to Step 10. Otherwise, go to
Step 3.

UNIFIED ALGORITHM FOR BI-REF

The BI-REF Procedure of Michalowski and Szapiro36 begins by asking the DM to specify
an initial worst outcome vector z** < z** and criterion value termination tolerances 6i for
each i e K. The T-vertex A-vector defined by z ** and z ** is calculated, and the lexicographic
minimax e-constraint program (without e-constraints) is solved for z(1). With reference to z(1),
the DM specifies which components are to be increased, which components may be relaxed,
and which components are to be held at their current values. Based on these responses,
e-constraints are created, the worst outcome vector z(2) is calculated, and a new reference
criterion vector z**(2) is computed. Then, using the T-vertex A-vector defined by Z(2) and
z **(2), the lexicographic minimax e-constraint program is solved for z (2) With reference to
z (2), the DM specifies which components are to be increased, which components may be
relaxed, and which components are to be held at their current values. Based on these
responses, the e-constraints are updated, the worst outcome vector z3) is calculated, and a
third reference criterion vector z**(3) is computed. Then, using the T-vertex A-vector defined
by z ) and z**(3), the lexicographic minimax e-constraint program is solved for z (3). The
procedure continues in this way until the criterion value differences between iterations satisfy
termination tolerances. When BI-REF is the current interactive procedure, the steps of the
unified algorithm would be the following.

Step 2. (Routine 1-2) H = ?.

If Routines I-1 and 1-5 have not already been performed,
(Routine I-1) Construct a pay-off table and form the z* reference criterion
vector,
(Routine 1-5) Form a z* reference criterion vector.
(Routine 1-13) DM (or analyst) specifies criterion value termination tolerances 6i for
each i e K.
(Routine 1-14) DM specifies an initial worst outcome criterion vector z ** < z**. If
h = 0, z Z** and z**(l) = z**
Step3. h = h + 1.
If h > 1, (Routine E-10) DM specifies (a) index set I, of components of Z(h-1) to be
improved, (b) index set IR of components to be relaxed, and (c) index set
IA of components to be held at their current values.
(Routine C-13) Let worst outcome criterion value z**i = z (h 1) for each

i E1I U 'A and Z(*2*) = z** for each i E R

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 L. R. Gardiner and R. E. Steuer- Unified Interactive Multiple Objective Programming

(Routine C-15) H = II U IA and ei = z(hl) for each i E H.

(Routine I-1) Construct a pay-off table and form the z*(h) reference criterion
vector.
(Routine 1-5) Form a z**(h) reference criterion vector.
(Routine C-4) Compute T-vertex A-vector defined by z(*h) and z**(h)
Step4. Solve one lexicographic minimax e-constraint customization of the unified sampling
program for z(h)
Step 5. (Routine P-1) Present z(h) to the DM.
Step 6. (Routine T-1) Continue.
Step 7. If the DM wishes to switch to a different interactive procedure, go to Step 9.
Otherwise, (Routine T-1) Continue.
Step8. (Routine T-7) If Iz(h) _ z(h l)j < 6i for each i E K, go to Step 10. Otherwise, go to
Step 3.

UNIFIED ALGORITHM FOR WINK

WINK proposes a modification to the GDF Geoffrion-Dyer-Feinberg procedure18. The

modification consists of projecting the line segment that is characterized by the equally spaced
criterion vectors in the GDF procedure onto the non-dominated set. WINK begins by solving
a weighted-sums program where the weights may either all be equal or specified by the DM
in order to obtain an initial non-dominated criterion vector z(O). In view of z(0), the DM
specifies a A e A that is to be reflective of the local marginal trade-offs at z (0). Using this A,
the weighted-sums program is solved for criterion vector y (1). To project the line segment
beginning at z (0) and ending at y (1) onto the non-dominated set, we solve, when h = 1, the
weighted-sums parametric program

min {- izi}

Z
subject to Zi (h-l) + Od(h) i E K

xe S

z E Rk unrestricted
as 0 goes from 0 to 1 where the direction vector d(h) = y(h) _ (-) The weighted-sums
parametric program for iteration h is formed from the unified sampling program by letting

(1) L = 1.
(2) (X(1)=0?, P(i) = 1, r(l) = 0, and vector /y(1)E Rk is replaced by a vector of local marginal
trade-off weights A E A.
(3) G=K, c=0,= 01andvd
=1foralliK,q=
z(h-=), 0: by (h) z(hl).
-

(4) H= I = J=h .

Using computer graphics, the trajectories of criterion values describing the projection of the
line segment onto the non-dominated set are displayed. After viewing the trajectories, the
DM specifies his or her most preferred criterion vector along the projected line segment to
yield z() In view of z() the DM specifies a new AE A that is to be reflective of the local
marginal trade-offs at z(1)- Using this i, the weighted-sums program is solved for criterion
vectorys(2)h Then, to project onto the non-dominated set the line segment beginning at z(1)
and ending at y (2), we solve the weighted-sums parametric program for h = 2. After reviewing
the resulting trajectories, the DM selects a z (2) along the projected line segment. In view of
z (2) the DM specifies another A E A that is to be reflective of the local marginal trade-offs at
zm(2). Using this A,the weighted-sums program is solved for criterion vector y(3). Then, to
project onto the non-dominated set the line segment beginning at z(2) and ending at y (3), we
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 Journal of the Operational Research Society Vol. 45, No. 12

solve the weighted-sumsparametricprogram for h = 3, and so forth. When WINK is the

currentinteractiveprocedure,the steps of the unified algorithmwould be the following:

Step2. If h = 0, (Process 1-12) Solve a weighted-sumscustomizationof the unified sampling

programto find a startingnon-dominatedcriterionvector z(?).
Otherwise, (Routine T-1) Continue.
Step 3. h = h + 1.
(Process C-2) DM specifies a AE A, or one is calculated from his or her responses
(Dyer41,p. 207), which is reflectiveof the local marginaltrade-offsat z(h-i).
Step4. Solve one weighted-sumscustomizationof the unified samplingprogramfor y(h)*
(ProcessC-14) Let d(h) = y(h) - z(h-l).
Solve one weighted-sumsparametriccustomizationof the unified sampling program
for 0: 0 -* 1 in order to project the line segment beginningat z (h-1) and ending at y(h)
onto the non-dominatedset.
Step5. (ProcessP-2) Present the criterionvalue trajectoryfor each objective to the DM.
Step6. (Process E-13) The DM selects the most preferred criterion vector described by the
trajectoriesand designatesit z(h).
Step7. If the DM wishes to switch to a different interactive procedure, go to Step 9.
Otherwise, (Routine T-1) Continue.
Step8. (Routine T-2) If the DM wishes to cease iterating, go to Step 10. Otherwise, go to
Step 3.

PROCEDURE-SWITCHINGMATRIX

With the full inventory of subroutines and the 13 procedures, we have the procedure-
switchingmatrix of Table 6 which shows the possibilitiesof switchingfrom one procedureto
another, one iteration to the next, in the unified algorithm. In Table 6 we can see the

TABLE 6. Procedure-switching matrix

To BI-REF BULG ECON GAB RACE SATIS STEM TCH VIA WIERZ WINK
GDF IGP

BI-REF 1 1 1 1 1 1
. . ..... ....
BULG ss

ECON 1 1 1 1 1 1

GAB

GDF v 2 1 1 1

IGP 1 g lS 1 1 1 1 1

STEM 1 X Wgx2 1 1 1 1 1

TCH 1 S 1 1 1 1 1

VIA = = . = = = =

WIERZ 1 t- 1 1

WINK = = = = == = ==

m Switching permitted

I I My notbe able to switch because of

LI 1 cnlicing feasibleregionassumptions
LI Cannotswitch
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 L. R. Gardiner and R. E. Steuer- Unified Interactive Multiple Objective Programming

generality of the procedures BI-REF, ECON, IGP, STEM, TCH and WIERZ. Any
procedure can switch into them at any time. On the other hand, we have procedures such as
BULG and GAB which are quite restrictive as to switching because of both operational and
feasible region incompatibilities with most of the other procedures. For instance, GAB cannot
switch into GDF, RACE, SATIS, VIA and WINK because GAB is integer and these
procedures require continuous feasible regions. Then there are procedures such as TCH and
WIERZ. They could switch into BULG if the feasible region is integer but, for instance,
could only switch into VIA and WINK if the feasible region is polyhedral.
In conclusion, we hope that users will find the unified algorithm helpful as a new,
streamlined way to think about interactive multiple objective programming. The approach
integrates a wide variety of existing procedures with a modest amount of effort. Further, its
procedure-switching capabilities offer rich eclectic possibilities. Finally, its open architecture
eases the incorporation of new interactive procedures as they emerge.

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