The VIKOR method was introduced as a Multi-Attribute Decision Making (MADM) method to solve discrete decision-making problems
with incommensurable and conflicting criteria. This method focuses on ranking and selecting from a set of alternatives based on
the particular measure of “closeness” to the “ideal” solution. The multi-criteria measure for compromise ranking is developed
from the l–p metric used as an aggregating function in a compromise programming method. In this paper, the VIKOR method is
extended to solve Multi-Objective Large-Scale Non-Linear Programming (MOLSNLP) problems with block angular structure. In the proposed
approach, the Y-dimensional objective space is reduced into a one-dimensional space by applying the Dantzig-Wolfe decomposition algorithm
as well as extending the concepts of VIKOR method for decision-making in continues environment. Finally, a numerical example is given to
illustrate and clarify the main results developed in this paper.