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Evolutionary multi-objective optimization for inferring outranking model’s parameters under scarce reference information and effects of reinforced preference

Identyfikatory
Warianty tytułu
Języki publikacji
EN
Abstrakty
EN
Methods based on fuzzy outranking relations constitute one of the main approaches to multiple criteria decision problems. The use of ELECTRE methods require the elicitation of a large number of parameters (weights and different thresholds) but direct eliciting is often a demanding task for the decision-maker (DM). For handling intensity-of-preference effects on concordance levels, a generalized concordance model was proposed by Roy and Slowinski which is more complex than previous outranking models. In this paper, an evolutionary multi-objective-based indirect elicitation of the complete ELECTRE III model-parameter set is proposed. The evolutionary multi-objective inference method is successfully extended to inferring reinforced-preference model parameters. Wide experimental evidence is provided to support the proposal, which performs well even working on small size reference sets.
Rocznik
Strony
163--184
Opis fizyczny
Bibliogr. 28 poz.
Twórcy
autor
  • Corresponding author, Autonomous University of Sinaloa
autor
  • Autonomous University of Sinaloa
autor
  • National Technical Institute, UPIICSA
Bibliografia
  • [1] Butler, J., Jia, J., Dyer, J., Simulation techniques for the sensitivity analysis of multi-criteria decision models, European Journal of Operational Research 103, 1997, 531-546.
  • [2] Coello, C.A., Lamont, G.B., Van Veldhuizen, D.A., Evolutionary Algorithms for SolvingMultiObjective Problems, Second Edition. Springer, New York, 2007.
  • [3] Deb, K., Multi-Objective Optimization using Evolutionary Algorithms, John Wiley & Sons, Chichester-New York-Weinheim-Brisbane-Singapore-Toronto, 2001.
  • [4] Dias, L.,Mousseau, V., Figueira, J., Climaco, J., An aggregation / disaggregation approach to obtain robust conclusions with ELECTRE-TRI, European Journal of Operational Research 138, 2, 2002, 332-348.
  • [5] Dias, L.C., Mousseau, V., Inferring ELECTRE's veto-related parameters from outranking examples, European Journal of Operational Research, 170, 1, 2006, 172-191.
  • [6] Doumpos, M., Zopounidis, C., Multicriteria Decision Aid Classification Methods, Kluwer Academic Publishers, Dordrecht-Boston- London, 2002.
  • [7] Doumpos, M., Marinakis, Y., Marimaki, M., Zopounidis, C., An evolutionary approach to construction of outranking models for multicriteria classification: The case of ELECTRE TRI method, European Journal of Operational Research, 199, 2, 2009, 496-505.
  • [8] Fernandez, E., Navarro, J. and Duarte, Α., Multicriteria sorting using a valued preference closeness relation, European Journal of Operational Research, 185, 2, 2008, 673-686.
  • [9] Fernandez, E., Navarro, J., Bernal, S., Multicriteria sorting using a valued indifference relation under a preference disaggregation paradigm, European Journal of Operational Research, 198, 2, 2009, 602-609.
  • [10] Goletsis, Y., Psarras, J., Samouilidis, J.E., Project Ranking in the Armenian Energy Sector Using a Multicriteria Method for Groups, Annals of Operations Research, 120, 2003, 135-157.
  • [11] Greco, S., Mousseau, V., Slowinski, R., Ordinal regression revisited: Multiple criteria ranking with a set of additive value functions, European Journal of Operational Research, 191, 2008, 415-435.
  • [12] Greco, S., Matarazzo, B., Slowinski, R., Zanakis, S., Global investing risk: a case study of knowledge assessment via rough sets, Annals of Operations Research, 185, 2011, 103-138.
  • [13] Jacquet-Lagreze, E., Siskos, J., Assessing a set of additive utility functions for multicriteria decision making: The UTA method, European Journal of Operational Research, 10, 2, 1982, 151-164.
  • [14] Keeney R., Raiffa H., Decision with multiple objectives: preferences and value tradeoffs, Wiley, New York, 1976.
  • [15] Mangasarian, O.L., Multisurface method for pattern separation, IEEE Transactions on Information Theory, 14, 6, 1968, 801-807.
  • [16] Marchant, T., Debate on How to assign numerical values to different parameters that aim at differentiating the role that the criteria have to play in a comprehensive preference model?, 71 Meeting of the Euro Working Group Multiple Criteria Decision Aiding, Turin, Italy, 2010.
  • [17] Mavrotas, G., Diakoulaki, D., Capros, P., Combined MCDA-IP Approach for Project Selection in the Electricity Market, Annals of Operations Research, 120, 2003, 159-170.
  • [18] Michalewicz, Z., Genetic Algorithms + Data Structures = Evolution Programs, Springer Verlag, Berlin-Heidelberg-New York, 1996.
  • [19] Mousseau, V., Slowinski, R., Inferring an ELECTRE-TRI model from assignment examples, Journal of Global Optimization, 12,2, 1998, 157-174.
  • [20] Mousseau, V., Figueira, J., Naux, J.Ph., Using assignment examples to infer weights for ELECTRE TRI method: Some experimental results, European Journal of Operational Research, 130, 2, 2001, 263-275.
  • [21] Mousseau, V., Dias, L.C., Valued outranking relations in ELECTRE providing manageable disaggregation procedures, European Journal of Operational Research, 156, 2, 2004, 467-482.
  • [22] Perny, P., Multicriteria filtering methods based on concordance and non- discordance principles, Annals of Operations Research, 80, 1998, 137-165.
  • [23] Pekelman, D., Sen, S.K., Mathematical programming models for the determination of attribute weights, Management Science, 20, 1974, 1217-1229.
  • [24] Pirlot, M., Debate on How to assign numerical values to different parameters that aim at differentiating the role that the criteria have to play in a comprehensive preference model?, 71 Meeting of the Euro Working Group Multiple Criteria Decision Aiding, Turin, Italy, 2010.
  • [25] Teixeira Almeida, Α., Multicriteria Modelling of Repair Contract Based on Utility and ELECTRE I Method with Dependability and Service Quality Criteria, Annals of Operations Research, 138,2005, 113-126.
  • [26] Roy, B., The outranking approach and the foundations of ELECTRE methods, in: Bana e Costa, C.A., (ed.), Reading in Multiple Criteria Decision Aid, Springer­Verlag, Berlin, 1990, 155-183.
  • [27] Roy, Β., Slowinski, R., Handling effects of reinforced preference and counter-veto in credibility of outranking, European Journal of Operational Research, 188, 1, 2008, 185-190.
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Typ dokumentu
Bibliografia
Identyfikator YADDA
bwmeta1.element.baztech-4e1e9033-b059-458a-b459-c8cefef67cc7
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