Comparative studies in interactive multiple objective mathematical programming

In the past two decades, there has been a significant increase in the number of interactive algorithms proposed for solving multiple objective mathematical programming (MOMP) problems. Most of these procedures have neither been tested in real decision making situations, nor compared to each other. In this study, we emphasize the importance of comparative studies of interactive MOMP procedures and present a state of the art review. Our scope is limited to the comparisons of interactive procedures for solving deterministic, linear, integer or nonlinear constrained multiple objective optimization problems involving a single decision maker.