Reference Direction Approach to Multiple Objective Linear Programming: Historical Overview

The purpose of this paper is to provide a historical overview and state-of-art review of the development of the reference direction approach to multiple objective linear programming, originally proposed by Korhonen and Laakso [1986a], We will discuss the original approach and several development phases. First, the basic idea was extended by allowing a dynamic specification of the reference direction. This extension, which enables a decision-maker to freely search nondominated solutions, is called Pareto Race by Korhonen and Wallenius [1988], Pareto Race is an essential part of the decision support system VIG, developed by Korhonen [1987a], to support the solving of multiple objective linear programming problems. Furthermore, several other development phases are reviewed.