The Interval Programming Model for Multi-objective Decision Making

Unknown author (2004-09-27)

The interval programming model (IvP) is a mathematical programmingmodel for representing and solving multi-objective optimizationproblems. The central characteristic of the model is the use ofpiecewise linearly defined objective functions and a solution methodthat searches through the combination space of pieces rather thanthrough the actual decision space. The piecewise functions typicallyrepresent an approximation of some underlying function, but thisconcession is balanced on the positive side by relative freedom fromfunction form assumptions as well as the assurance of global optimality.In this paper the model and solution algorithms are described, and theapplicability of IvP to certain applications arediscussed.