We generalize the applicability of interactive methods for solving computationally demanding, that
is, time-consuming, multiobjective optimization problems. For this purpose we propose a new agent
assisted interactive algorithm. It employs a computationally inexpensive surrogate problem and four
different agents that intelligently update the surrogate based on the preferences specified by a decision
maker. In this way, we decrease the waiting times imposed on the decision maker during the interactive
solution process and at the same time decrease the amount of preference information expected from
the decision maker. The agent assisted algorithm...