Extended interval goal programming

Abstract

This paper focuses on possible problems associated with the use of penalty functions in Goal Programming (GP). In this sense we illustrate, with the help of numerical examples, how an assumption of separability amongst decision maker\'s preferences wich underlies these approaches, can be produced in the corresponding GP models extremely biased results towards certain goals. A new GP variant is proposed to overcome this type of problem.This paper focuses on possible problems associated with the use of penalty functions in Goal Programming (GP). In this sense we illustrate, with the help of numerical examples, how an assumption of separability amongst decision maker\'s preferences wich underlies these approaches, can be produced in the corresponding GP models extremely biased results towards certain goals. A new GP variant is proposed to overcome this type of problem.