Michael R. Benjamin.
"The Interval Programming Model for Multi-objective Decision Making",
AI Lab Technical Memo AIM-2004-021, Massachusetts Institute of Technology, Cambridge MA, Septempber 2004.

"The Interval Programming Model for Multi-objective Decision Making"

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Abstract
The interval programming model (IvP) is a mathematical programming model for representing and solving multi-objective optimization problems. The central characteristic of the model is the use of piecewise linearly defined objective functions and a solution method that searches through the combination space of pieces rather than through the actual decision space. The piecewise functions typically represent an approximation of some underlying function, but this concession is balanced on the positive side by relative freedom from function form assumptions as well as the assurance of global optimality. In this paper the model and solution algorithms are described, and the applicability of IvP to certain applications are discussed.


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