Multiobjective Linear Programming

This book introduces the reader to the field of multiobjective optimization through problems with simple structures, namely those in which the objective function and constraints are linear.

This book opens the door to multiobjective optimization for students in fields such as engineering, management, economics and applied mathematics.

Although several books or monographs on multiobjective optimization under uncertainty have been published, there seems to be no book which starts with an introductory chapter of linear programming and is designed to incorporate both fuzziness and randomness into multiobjective programming in a unified way. In this book, five major topics, linear programming, multiobjective programming, fuzzy programming, stochastic programming, and fuzzy stochastic programming, are presented in a comprehensive manner. Especially, the last four topics together comprise the main characteristics of this book, and special stress is placed on interactive decision making aspects of multiobjective programming for human-centered systems in most realistic situations under fuzziness and/or randomness.