Solving multiple objective programming problems using feed-forward artificial neural networks: The interactive FFANN approach

Sun M, Stam A, & Steuer RE (1996). Solving multiple objective programming problems using feed-forward artificial neural networks: The interactive FFANN approach. Management Science 42 (6): 835-849.

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Abstract

In this paper, we propose a new interactive procedure for solving multiple objective programming problems. Based upon feed-forward artificial neural networks (FFANNs), the method is called the Interactive FFANN Procedure. In the procedure. In the procedure, the decision maker articulates preference information over representative samples from the nondominated set either by assigning preference "values" to the sample solutions or by making pairwise comparisons in a fashion similar to that in the Analytic Hierarchy Process. With this information, a FFANN is trained to represent the decision maker's preference structure. Then, using the FFANN, an optimization problem is solved to search for improved solutions. An example is given to illustrate the Interactive FFANN Procedure. Also, the procedure is compared computationally with the Tchebycheff Method (Steuer and Choo 1983). The computational results indicate that the Interactive FFANN Procedure procedures good solutions and is robust with regard to the neural network architecture.

Item Type: Article
Research Programs: Methodology of Decision Analysis (MDA)
Bibliographic Reference: Management Science; 42(6):835-849 (June 1996)
Depositing User: IIASA Import
Date Deposited: 15 Jan 2016 02:06
Last Modified: 24 Feb 2016 15:20
URI: http://pure.iiasa.ac.at/4635

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