Abstract: This paper studies the structure and convergence of method of centers for solving multiobjective decision making problems. A general algorithm model is presented, in which three curvilinear search rules can be used. Under mild conditions the global convergence of the model is proved. On the basis the selection of search directions and other parameters in the model is discussed and two complementable algorithms are given. The results in the paper unify and extend the existing those on method of centers for single/multiobjective decision making. Numerical test indicates the effectiveness of the algorithm presented.

Key words: Multiobjective decision making, Method of Centers, Unified approach, Global convergence, Numerical test