Zionts-Wallenius method

Zionts-Wallenius method

The Zionts-Wallenius method is used to find a best solution to a multi-criteria optimization problem. Specifically it can help a user solve a linear programming problem having more than one (linear) objective. A user is asked to respond to comparisons between feasible solutions or to choose directions of change desired. Providing certain mathematical assumptions hold, the method finds an optimal solution.

References

* Zionts, S. and J. Wallenius, “An Interactive Programming Method for Solving the Multiple Criteria Problem,” Management Science. Vol. 22, No. 6, pp. 652-663, 1976.


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