A mathematical programming method in which a common decision space is
defined by identifying decision variables, and a set of objective
functions is developed as piecewise defined functions. Each objective
function is dependent on at least one of the decision variables and
corresponds to a goal. The objective function has a plurality of pieces,
such that the objective function has only one piece for each combination
of decision variables. A value function is developed in additive
preference form based on weights and the objective functions. The value
function is optimized by searching through the decision variable values
to find the values of the decision variables that maximize the developed
value function. An action dictated by the decision variable values can
then be executed.