Abstract. We give an overview of interactive methods developed for solving nonlinear multiobjective optimization problems. In interactive methods, a decision maker plays an important part and the idea is to support her/him in the search for the most preferred solution. In interactive methods, steps of an iterative solution algorithm are repeated and the decision maker progressively provides preference information so that the most preferred solution can be found. We identify three types of specifying preference information in interactive methods and give some examples of methods representing each type. The types are methods based on trade-off information, reference points and classification of objective functions.
IntroductionSolving multiobjective optimization problems typically means helping a human decision maker (DM) in finding the most preferred solution as the final one. By the most preferred solution we refer to a Pareto optimal solution which the DM is convinced to be her/his best option. Naturally, finding the most preferred solution necessitates the participation of the DM who is supposed to have insight into the problem and be able to specify preference information related to the objectives considered and different solution alternatives, as discussed in Chapter 1. There we presented four classes for multiobjective optimization methods according to the role of the DM in the solution process.