Multiobjective Decision Making

Recommended Prerequisites

Not applicable.

Teaching Methods

The concepts and relevant models will be presented under an expositive methodology. By using small illustrative examples, the students will have the opportunity for participating, consolidating their knowledge and developing their critical sense in order to be able to deal with more complex situations resorting to software.

Learning Outcomes

The curricular unit has the objective of preparing the students to deal with decision problems where the decision opportunities can be implicitly defined and more than one objective is explicitly used. These problems will be analyzed with computers and so the students will learn how to use a computer in order to deal with these problems. To understand that a decision process is more than mathematical computations, existing qualitative aspects that are not avoidable, is also an important part of the expected results.

Work Placement(s)

No

Syllabus

Linear programming: basic concepts and methodologies briefing.

Multiobjective linear programming: why to explicitly use more than one objectiveand basic notions.

Methods for computing efficient solutions: weighted sum of the objective functions; reference points and constraints.

Indiference regions on several parametric spaces.

Multiobjective integer linear programming: Basic notions and computation methods.

Decision interactive methods based in multiobjective models.

Introduction to non-linear multiobjective programming.

Head Lecturer(s)

Maria João Teixeira Gomes Alves

Assessment Methods

Assessment
The evaluation will be made through a report on the analysis and interpretation of a decision making problem (50%) and a test (50%).: 100.0%

Bibliography

CLÍMACO, João Namorado ; ANTUNES, Carlos Henggeler ; ALVES, Maria João Gomes - Programação linear multiobjectivo : do modelo de programação linear clássico à consideração explícita de várias funções objectivo. Coimbra : Imprensa da Universidade, 2003.

COSTA, João Paulo ; ALVES, Maria João ; CLÍMACO, João Namorado - Exercícios para as aulas de Investigação Operacional. Versão rev.. Coimbra : FEUC, 1996.

COSTA, João Paulo ; MELO, Manuel Paulo de Albuquerque - Investigação Operacional : passo a passo em Excel. Coimbra : FEUC, 2006.

HILLIER, Frederick S. ; LIEBERMAN, Gerald J. - Introduction to operations research. 8th ed.. Boston : McGraw-Hill, 2005.

HILLIER, Frederick S. ; LIEBERMAN, Gerald J. - Introdução à pesquisa operacional. 8ª ed.. São Paulo : McGraw-Hill Interamericana do Brasil, 2006.

STEUER, Ralph E. - Multiple criteria optimization : theory, computation, and application. New York : John Wiley & Sons, 1986.