The essential multiobjectivity of linear programming

Stewart, T J

The essential multiobjectivity of linear programming

Journal Article

2007

Journal Title

Orion: Journal of the Operations Research of South Africa

Link to Journal

http://orion.journals.ac.za/pub

Publisher

University of Cape Town

Department

Department of Statistical Sciences

Faculty

Faculty of Science

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.

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