Abstract
In this paper, an interactive fuzzy decision meking method for large-scale multiobjective nonlinear programming problems with block angular structure is proposed, which is based on the dual decomposition method. After eliciting the membership function for each of the objective functions, the minimax problem is formulated to obtain the Pareto optimal solution which is in a sense close to the reference menbership values specified by the decision maker. In order to solve the slightly modified version of the minimax problem, two-level optimization algorithm(called Algorithm 1) is constructed on the basis of the dual decomposition method. By using Algorithm 1 repeatedly to obtain the corresponding Pareto optimal solution, the interactive algorithm(called Algorithm 2) is also constructed to obtain the satisficing solution of the decision maker from among Pareto optimal solution set.
