Extended interval goal programming

@article{Vitoriano1999ExtendedIG,
  title={Extended interval goal programming},
  author={Bego{\~n}a Vitoriano and C. Romero},
  journal={Journal of the Operational Research Society},
  year={1999},
  volume={50},
  pages={1280-1283}
}
This paper focuses on possible problems associated with the use of penalty functions in Goal Programming (GP). In this sense we illustrate, with the help of numerical examples, how an assumption of separability amongst decision maker's preferences which underlies these approaches, can produce in the corresponding GP models extremely biased results towards certain goals. A new GP variant is proposed to overcome this type of problem. 

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