Solving the Multiobjective Decision Making Problem Using a Distance Function

In this paper we develop an interactive approach for solving the continuous solution space multiobjective decision making problem. We assume that the decision maker’s preferences can be approximately represented by an L_q distance function from an ideal point. In each iteration the decision maker compares a pair of alternatives. Based on the decision maker’s responses a distance function is estimated. We try to converge to a good solution by improving the estimate of the distance function in each iteration. We also discuss some variations of the approach.