A lexicographic ordering approach in multiple criteria decision support

A method for solving nonlinear Multiple Criteria Decision Support Problems (MCDSP) is presented. The dialog with the Decision Maker (DM) is in terms of aspiration levels in the objective space. In the phase of computation, a lexicographic problem is used to generate a number of efficient points. The proposed method gives the possibility to the DM to investigate the whole efficient set, including the improperly efficient points.