Compounding problem in an interactive multiple objective optimization method

This note finds and resolves a compounding problem in the interactive multi-objective optimization method developed by Park and Shin (2012). The compounding problem means that the algorithm generates a solution unexpected by the decision maker. A concrete example of the compounding problem is demonstrated and, to remove the problem, an improved algorithm is then developed. We also show that the improved algorithm converges to the known optimal solutions faster than the earlier algorithm. (C) 2015 Elsevier B.V. and Association of European Operational Research Societies (EURO) within the International Federation of Operational Research Societies (IFORS). All rights reserved.