A thesis submitted in partial fulfillment of the requirements for the degree of Master of Engineering of the Asian Institute of Technology, Bangkok, Thailand

Thesis (M.Eng.) - Asian Institute of Technology, 1975

This research aims at developing an algorithm for multiple objective optimization through sequential approach. The whole research is divided into two parts. In the first part, a complete analytical and graphical analysis of Goal Programming methodology is presented. General method for formulating a problem applicable to all cases is given. There may be many solutions to a Goal Programming problem, therefore a method for getting a solution closest to the goal according to priority structure is developed. How to reduce unnecessary calculations in solving a Goal Programming problem is also described. At each step the methodology is explained with appropriate examples. In the second part, a new approach for solving multicriterion problems called "Sequential Programming" is developed. The method works on similar assumptions as in Goal Programming, except that here the criterion functions are optimized directly and the criterion functions and constraints may be nonlinear also. The method divides the whole multiple objective problem to a set of single objective problems which when solved in sequence according to given priority order will yield optimal solution. The method is also applied to solve stochastic multiple objective problems. A good number of example problems are solved.