一种基于案例的多准则排序方法

针对带有间接偏好信息的多准则决策问题, 首先利用加性效用函数理论提出一种排序方法, 该方法通过构建一个简单的优化模型, 得到与间接偏好信息相容的各评价值的效用; 然后, 利用线性插值方法计算出剩下方案各评价值的效用, 进而得到所有方案的综合效用及排序; 最后, 通过实例验证了该方法的有效性和可行性.

     

An interactive sorting method for additive utility functions

In this paper, we consider the problem of placing alternatives that are defined by multiple criteria into preference-ordered categories. We consider a method that estimates an additive utility function and demonstrate that it may misclassify many alternatives even when substantial preference information is obtained from the decision maker (DM) to estimate the function. To resolve this difficulty, we develop an interactive approach. Our approach occasionally requires the DM to place some reference alternatives into categories during the solution process and uses this information to categorize other alternatives. The approach guarantees to place all alternatives correctly for a DM whose preferences are consistent with any additive utility function. We demonstrate that the approach works well using data derived from ranking global MBA programs as well as on several randomly generated problems.     

A DES-based group decision model for group decision making with large-scale alternatives

To solve group decision making problems with large-scale alternatives, this paper proposes a dynamic ensemble selection (DES) based group decision model by using historical decision data. The historical decision data of a group of experts are collected from the same multi-criteria decision framework and are mixed to train a set of base classifiers (BCs) to learn group preferences. For each new alternative, the predictions derived from BCs are used to determine its similar historical alternatives from historical data, and the BC with the highest accuracy in predicting the similar historical alternatives is identified as the best individual BC for the new alternative. By iteratively comparing the accuracy of an ensemble of randomly selected BCs and the best individual BC in predicting the similar historical alternatives of the new alternative, a novel DES method is developed to select a competent subset of BCs for the new alternative. The developed DES method effectively avoids the error-independence assumption to a certain extent. Based on the similar historical alternatives determined by the ensemble of selected BCs, a group decision optimization model is developed to learn criterion weights from their assessments on criteria and ensemble predictions derived from the selected BCs. With the learned criterion weights, the understandable group decision result is generated for the new alternative. Case study validates the superiority of the proposed model in diagnosing thyroid nodules using group capabilities. Empirical comparisons on thirty real datasets examine the competence of the proposed DES method against five representative DES methods.

     

Fuzzy LINMAP method for multiattribute decision making under fuzzy environments

The Linear Programming Technique for Multidimensional Analysis of Preference (LINMAP) developed by Srinivasan and Shocker [V. Srinivasan, A.D. Shocker, Linear programming techniques for multidimensional analysis of preference, Psychometrika 38 (1973) 337–342] is one of the existing well-known methods for multiattribute decision making (MADM) problems. However, the LINMAP only can deal with MADM problems in crisp environments. Fuzziness is inherent in decision data and decision making processes, and linguistic variables are well suited to assessing an alternative on qualitative attributes using fuzzy ratings. The aim of this paper is further extending the LINMAP method to develop a new methodology for solving MADM problems under fuzzy environments. In this methodology, linguistic variables are used to capture fuzziness in decision information and decision making processes by means of a fuzzy decision matrix. A new vertex method is proposed to calculate the distance between trapezium fuzzy number scores. Consistency and inconsistency indices are defined on the basis of preferences between alternatives given by the decision maker. Each alternative is assessed on the basis of its distance to a fuzzy positive ideal solution (FPIS) which is unknown. The FPIS and the weights of attributes are then estimated using a new linear programming model based upon the consistency and inconsistency indices defined. Finally, the distance of each alternative to the FPIS can be calculated to determine the ranking order of all alternatives. A numerical example is examined to demonstrate the implementation process of this methodology. Also it has been proved that the methodology proposed in this paper can deal with MADM problems under not only fuzzy environments but also crisp environments.     

Possibilistic programming approach for fuzzy multidimensional analysis of preference in group decision making

Multiple attribute decision making (MADM) problems are the most encountered problems in decision making. Fuzziness is inherent in decision making process and linguistic variables are well suited to assessing an alternative on qualitative attributes using fuzzy rating. A few techniques in MADM assess the weights of attributes based on preference information on alternatives. But they are not practical any more when the set of all paired comparison judgments from decision makers (DMs) on attributes are not crisp and also we have to deal with fuzzy decision matrix. This paper investigates the generation of a possibilistic model for multidimensional analysis of preference (LINMAP). The model assesses the fuzzy weights as well as locating the ideal solution with fuzzy decision making preference on attributes and fuzzy decision matrix. All of the information is assumed as triangular fuzzy numbers (TFNs). This method is developed in group decision making environments and formulates the problem as a possibilistic programming with multiple objectives.     

A generic multi-attribute analysis system

This paper describes a generic decision support system based on an additive multiattribute utility model that is intended to allay many of the operational difficulties involved in the multicriteria decision-making process. The system accounts for uncertainty about the alternative consequences and admits incomplete information about the decision-makers’ preferences, which leads to classes of utility functions and weight intervals. The additive model is used to assess, on the one hand, average overall utilities, on which the ranking of alternatives is based and, on the other, minimum and maximum overall utilities, which give further insight into the robustness of this ranking. When the information obtained is not meaningful enough so as to definitively recommend an alternative, an iteration process can be carried out by tightening the imprecise parameters and assessing the non-dominated and potentially optimal alternatives or using Monte Carlo simulation techniques to determine useful information about dominance among the alternatives.     

A stochastic multicriteria acceptability analysis–evidential reasoning method for uncertain multiattribute decision‐making problems

Evidential reasoning (ER) is an effective approach for assessing alternatives with uncertain attribute values in the context of decision making. For the ER approach to be able to handle variations in the weights of uncertain attributes in an appropriate manner, this paper proposes a method to solve problems of uncertain multiattribute decision making that involve both uncertain attribute values and uncertain attribute weights, which this method does by combining the ER approach and stochastic multicriteria acceptability analysis‐2 (SMAA‐2). First, the uncertainty in attribute values is described by using a belief decision matrix as in the ER approach. The analytical ER algorithm is then used to create the utility function in the SMAA‐2 model, and that function is used to calculate the probability of different sorting positions of the decision units under weight‐related restrictions. Finally, the results of ranking are obtained by combining the sorting weights. An example is provided to verify the effectiveness of the proposed method.     

Group decision making model and approach based on interval preference orderings

In group decision making under uncertainty, interval preference orderings as a type of simple uncertain preference structure, can be easily and conveniently used to express the experts’ evaluations over the considered alternatives. In this paper, we investigate group decision making problems with interval preference orderings on alternatives. We start by fusing all individual interval preference orderings given by the experts into the collective interval preference orderings through the uncertain additive weighted averaging operator. Then we establish a nonlinear programming model by minimizing the divergences between the individual uncertain preferences and the group’s opinions, from which we derive an exact formula to determine the experts’ relative importance weights. After that, we calculate the distances of the collective interval preference orderings to the positive and negative ideal solutions, respectively, based on which we use a TOPSIS based approach to rank and select the alternatives. All these results are also reduced to solve group decision making problems where the experts’ evaluations over the alternatives are expressed in exact preference orderings. A numerical analysis of our model and approach is finally carried out using two illustrative examples.     

Fuzzy heterogeneous multiattribute decision making method for outsourcing provider selection

One of the critical activities for outsourcing success is outsourcing provider selection, which may be regarded as a type of fuzzy heterogeneous multiattribute decision making (MADM) problems with fuzzy truth degrees and incomplete weight information. The aim of this paper is to develop a new fuzzy linear programming method for solving such MADM problems. In this method, the decision maker’s preferences are given through pair-wise alternatives’ comparisons with fuzzy truth degrees, which are expressed with trapezoidal fuzzy numbers (TrFNs). Real numbers, intervals, and TrFNs are used to express heterogeneous decision information. Giving the fuzzy positive and negative ideal solutions, we define TrFN-type fuzzy consistency and inconsistency indices based on the concept of the relative closeness degrees. The attribute weights are estimated through constructing a new fuzzy linear programming model, which is solved by using the developed fuzzy linear programming method with TrFNs. The relative closeness degrees of alternatives can be calculated to generate their ranking order. An example of the IT outsourcing provider selection problem is analyzed to demonstrate the implementation process and applicability of the method proposed in this paper.     

Decision making with multiple objectives using GAI networks

This paper deals with preference representation on combinatorial domains and preference-based recommendation in the context of multicriteria or multiagent decision making. The alternatives of the decision problem are seen as elements of a product set of attributes and preferences over solutions are represented by generalized additive decomposable (GAI) utility functions modeling individual preferences or criteria. Thanks to decomposability, utility vectors attached to solutions can be compiled into a graphical structure closely related to junction trees, the so-called GAI network. Using this structure, we present preference-based search algorithms for multicriteria or multiagent decision making. Although such models are often non-decomposable over attributes, we actually show that GAI networks are still useful to determine the most preferred alternatives provided preferences are compatible with Pareto dominance. We first present two algorithms for the determination of Pareto-optimal elements. Then the second of these algorithms is adapted so as to directly focus on the preferred solutions. We also provide results of numerical tests showing the practical efficiency of our procedures in various contexts such as compromise search and fair optimization in multicriteria or multiagent problems.     

主客观权重集成及扩展VIKOR的多属性群决策方法

针对评价信息、属性权重均为不同粒度语言短语的多属性群决策问题,提出一种基于主客观权重集成及扩展多准则协调优化解（VIKOR）的多属性群决策方法。由基本语言评价集实现对多粒度语言评价矩阵的一致化,基于同一粒度的语言决策矩阵计算群体对属性的评价偏差,基于群体评价意见的一致性原则得到属性客观权重,通过二元语义加权算术平均（T-WAA）算子得到属性主观权重,从而集成主、客观权重求得属性综合权重。集结转化后的单个评价矩阵得到群体评价矩阵及其导出矩阵,由扩展VIKOR方法,根据群效用值、个体遗憾值及综合评价值分别对方案进行排序,获得折衷方案。算例分析表明该方法的有效性与可行性。     

Constructing,evaluating and visualizing value and utility functions for decision support

Formal methods of decision analysis can help to structure a decision making process and to communicate reasons for decisions transparently. Objectives hierarchies and associated value and utility functions are useful instruments for supporting such decision making processes by structuring and quantifying the preferences of decision makers or stakeholders. Common multi-attribute decision analysis software products support such decision making processes but they can often not represent complex preference structures and visualize uncertainty induced by uncertain predictions of the consequences of decision alternatives. To stimulate strengthening these aspects in decision support processes, we propose a set of visualization tools and provide a software package for constructing, evaluating and visualizing value and utility functions. In these tools we emphasize flexibility in value aggregation schemes and consideration and communication of prediction uncertainty. The use of these tools is demonstrated with an illustrative example of river management decision support.     

An interval-valued intuitionistic fuzzy multiattribute group decision making framework with incomplete preference over alternatives

This article proposes a framework to handle multiattribute group decision making problems with incomplete pairwise comparison preference over decision alternatives where qualitative and quantitative attribute values are furnished as linguistic variables and crisp numbers, respectively. Attribute assessments are then converted to interval-valued intuitionistic fuzzy numbers (IVIFNs) to characterize fuzziness and uncertainty in the evaluation process. Group consistency and inconsistency indices are introduced for incomplete pairwise comparison preference relations on alternatives provided by the decision-makers (DMs). By minimizing the group inconsistency index under certain constraints, an auxiliary linear programming model is developed to obtain unified attribute weights and an interval-valued intuitionistic fuzzy positive ideal solution (IVIFPIS). Attribute weights are subsequently employed to calculate distances between alternatives and the IVIFPIS for ranking alternatives. An illustrative example is provided to demonstrate the applicability and effectiveness of this method.     

Group decision making based on multiple types of linguistic preference relations

In this paper, we investigate group decision making problems with multiple types of linguistic preference relations. The paper has two parts with similar structures. In the first part, we transform the uncertain additive linguistic preference relations into the expected additive linguistic preference relations, and present a procedure for group decision making based on multiple types of additive linguistic preference relations. By using the deviation measures between additive linguistic preference relations, we give some straightforward formulas to determine the weights of decision makers, and propose a method to reach consensus among the individual preferences and the group’s opinion. In the second part, we extend the above results to group decision making based on multiple types of multiplicative linguistic preference relations, and finally, a practical example is given to illustrate the application of the results.     

基于后悔理论的具有期望水平的直觉语言多准则决策方法

针对准则具有期望水平的直觉语言多准则决策问题, 考虑决策者后悔规避的心理行为特征, 提出一种基于后悔理论的决策方法. 该方法利用期望效用函数构建各准则值的效用值矩阵; 利用后悔-欣喜函数构建各准则值相对于准则期望水平的后悔-欣喜值矩阵; 在此基础上, 依据后悔理论构建各准则值相对于准则期望水平的感知价值矩阵; 进一步, 利用线性加权法计算各方案的综合感知价值, 并确定方案排序. 最后通过实例分析表明了所提出方法的可行性和有效性.

     

A data envelopment analysis approach to multicriteria decision problems with incomplete information

As a decision aid for discrete multicriteria decision problems, this paper proposes a multilevel graph of alternatives to represent the ranking, to the extent that this is possible when incomplete information on weights is available under the assumption of the additive value function. To construct it, the nested decomposition of the set of alternatives is established along the lines of data envelopment analysis (DEA). A numerical example is given to illustrate a multilevel graph based on the nested decomposition and compare it with the hierarchical dominance graph based on dominance relations proposed by Park and Kim.     

Extremist vs. centrist decision behavior: quasi-convex utility functions for interactive multi-objective linear programming problems

This paper presents the fundamental theory and algorithms for identifying the most preferred alternative for a decision maker (DM) having a non-centrist (or extremist) preferential behavior. The DM is requested to respond to a set of questions in the form of paired comparison of alternatives. The approach is different than other methods that consider the centrist preferential behavior.In this paper, an interactive approach is presented to solve the multiple objective linear programming (MOLP) problem. The DM's underlying preferential function is represented by a quasi-convex value (utility) function, which is to be maximized. The method presented in this paper solves MOLP problems with quasi-convex value (utility) functions by using paired comparison of alternatives in the objective space. From the mathematical point of view, maximizing a quasi-convex (or a convex) function over a convex set is considered a difficult problem to solve, while solutions for quasi-concave (or concave) functions are currently available. We prove that our proposed approach converges to the most preferred alternative.We demonstrate that the most preferred alternative is an extreme point of the MOLP problem, and we develop an interactive method that guarantees obtaining the global most preferred alternative for the MOLP problem. This method requires only a finite number of pivoting operations using a simplex-based method, and it asks only a limited number of paired comparison questions of alternatives in the objective space. We develop a branch and bound algorithm that extends a tree of solutions at each iteration until the MOLP problem is solved. At each iteration, the decision maker has to identify the most preferred alternatives from a given subset of efficient alternatives that are adjacent extreme points to the current basis. Through the branch and bound algorithm, without asking many questions from the decision maker, all branches of the tree are implicitly enumerated until the most preferred alternative is obtained. An example is provided to show the details of the algorithm. Some computational experiments are also presented.Scope and purposeThis paper presents the fundamental theory, algorithm, and examples for identifying the most preferred alternative (solution) for a decision maker (DM) having a non-centrist (or extremist) preferential behavior for Multiple Objective Linear Programming (MOLP) problems. The DM is requested to respond to a set of questions in the form of paired comparison of alternatives.Although widely applied, Linear Programming is limited to a single objective function. In many real world situations, DMs are faced with multiple objective problems in that several competing and conflicting objectives have to be considered. For these problems, there exist many alternatives that are feasible and acceptable. However, the DM is interested in finding “the most preferred alternative”. In the past three decades, many methods have been developed for solving MOLP problems.One class of these methods is called “interactive”, in which the DM responds to a set of questions interactively so that his/her most preferred alternative can be obtained. In most of these methods, the value (utility) function (that presents the DM's preference) is assumed to be linear or additive, concave, pseudo-concave, or quasi-concave. However, for MOLP problems, there has not been any effort to recognize and solve the quasi-convex utility functions, which are among the most difficult class of problems to solve. The quasi-convex class of utility functions represents an extremist preferential behavior, while the other aforementioned methods (such as quasi-concave) represent a conservative behavioral preference. It is shown that the method converges to the optimal (the most preferred) alternative. The approach is computationally feasible for moderately sized problems.     

An application of soft computing technique in group decision making under interval-valued intuitionistic fuzzy environment

In this paper, we investigate the group decision making problem, in which the each decision maker (DM) provides his/her preferences over alternatives with respect to attributes in interval-valued intuitionistic fuzzy number. To determine the weights of DMs, inspired by the idea of TOPSIS technique, combining an optimistic coefficient, we first define a positive ideal decision as the average of all individual decisions and three negative ideal decisions, which have the maximum separations from the positive ideal decision. This method is suitable for cautious (avoiding risk) decision, since each negative ideal decision can effectively avoid a risk.By employing the derived weights of DMs, we aggregate all the individual decisions into a collective decision. After that, we aggregate all attribute values of each alternative of the collective decision into an overall evaluation of the alternative. Then rank all alternatives according to their score and accuracy degree and select the most desirable one.We compare this model with other methods and illustrate this method by a numerical example and a sensitivity analysis about the optimistic coefficient.     

Learning a decision maker's utility function from (possibly) inconsistent behavior

When modeling a decision problem using the influence diagram framework, the quantitative part rests on two principal components: probabilities for representing the decision maker's uncertainty about the domain and utilities for representing preferences. Over the last decade, several methods have been developed for learning the probabilities from a database. However, methods for learning the utilities have only received limited attention in the computer science community.

A promising approach for learning a decision maker's utility function is to take outset in the decision maker's observed behavioral patterns, and then find a utility function which (together with a domain model) can explain this behavior. That is, it is assumed that decision maker's preferences are reflected in the behavior. Standard learning algorithms also assume that the decision maker is behavioral consistent, i.e., given a model of the decision problem, there exists a utility function which can account for all the observed behavior. Unfortunately, this assumption is rarely valid in real-world decision problems, and in these situations existing learning methods may only identify a trivial utility function. In this paper we relax this consistency assumption, and propose two algorithms for learning a decision maker's utility function from possibly inconsistent behavior; inconsistent behavior is interpreted as random deviations from an underlying (true) utility function. The main difference between the two algorithms is that the first facilitates a form of batch learning whereas the second focuses on adaptation and is particularly well-suited for scenarios where the DM's preferences change over time. Empirical results demonstrate the tractability of the algorithms, and they also show that the algorithms converge toward the true utility function for even very small sets of observations.     

基于方案偏好和部分权重信息的模糊多属性决策方法

研究了只有部分权重信息且决策者对方案的偏好信息以三角模糊数互反判断矩阵形式给出的模糊多属性决策问题.首先为得到属性权重,给出一种结合主观模糊偏好信息和客观决策信息的极小化极大偏差模型;然后,运用加性加权法求出各方案的模糊综合属性值,并利用已有的三角模糊数排序公式求得决策方案的排序;最后,通过算例说明了该方法的可行性和有效性.