Abstract
The goal programming method is very useful for the resource allocation problems or the project selection problems with multiple objectives. Algorithms have been proposed by, e.g. Lee, Ignizio, Garrod-Moores, and Musa-Saxena. However, the algorithms by Ignizio and Lee are not effective enough to solve large scale problems, whereas the efficient algorithms proposed by Garrod-Moores and Musa-Saxena don't take account of the priority among objectives explicitly. In this paper, an algorithm is developed to solve effectively general problems which take into consideration not only weight but also priority among objectives. The proposed algorithm is based on the idea presented in the Musa-Saxena algorithm. The effectiveness of the algorithm is verified by numerical experiments.
