Abstract
Goal programming provides the decision maker (DM) with one decision vector, but does not help the DM learn his preferences, since it does not explore the nondominated set. Proponents of goal programming claim that the DM has a multiattribute utility function which is assumed to be separable, additive and stable over decision iterations. These are extremely restrictive assumptions. In addition, the way the priority weights drive a linear equation system is very hard to characterize.
This paper initiates discussion of naive weights. Naive weights are obtained when the DM associates the highest weights with the most important goals. The unsatisfactory nature of this weighting procedure is demonstrated by evaluating eigenvalues of criterion matrices. The paper concludes with pessimistic remarks about the applicability of goal programming. Instead, multiobjective linear programming is suggested.
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Morse, J.N. (1978). A Theory of Naive Weights. In: Zionts, S. (eds) Multiple Criteria Problem Solving. Lecture Notes in Economics and Mathematical Systems, vol 155. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-46368-6_19
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DOI: https://doi.org/10.1007/978-3-642-46368-6_19
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