IP-MRSO: An iterative posterior preference articulation method to multiple response surface optimization

One of the most important issues in multiple response surface optimization (MRSO) is obtaining a satisfactory “compromise” solution considering a decision maker (DM)'s preference information on the tradeoffs among multiple responses. A promising alternative to incorporate the DM's preference information into the problem is the posterior preference articulation approach, which first generates all (or most) of the nondominated solutions and then makes the DM select the best one from the set of nondominated solutions a posteriori. However, it has an inefficiency problem in that it generates an excessive number of nondominated solutions in which almost all are not used for the DM's selection. This paper proposes a new posterior method called “IP-MRSO” to overcome the limitation of the existing posterior method. The proposed IP-MRSO is illustrated through a well-known MRSO case problem.