An Interactive Procedure to Solve Multi-Objective Decision-Making Problem: An Improvment to STEM Method

Decisions in the real-world contexts are often made in the presence of multiple, conflicting, and incommensurate criteria. Multiobjective programming methods such as multiple objective linear programming MOLP are techniques used to solve such multiple-criteria decision-making MCDM problems. One of the first interactive procedures to solve MOLP is STEMmethod. In this paper we try to improve STEM method in a way that we search a point in reduced feasible region whose criterion vector is closest to positive ideal criterion vector and furthest to negative ideal criterion vector. Therefore the presented method tries to increase the rate of satisfactoriness of the obtained solution. Finally, a numerical example for illustration of the newmethod is given to clarify the main results developed in this paper.