A linear programming approach for learning non-monotonic additive value functions in multiple criteria decision aiding

作者：Ghaderi Mohammad; Ruiz Francisco; Agell Nuria^*

来源：European Journal of Operational Research, 2017, 259(3): 1073-1084.

DOI：10.1016/j.ejor.2016.11.038

• Multiple criteria analysis
• Preference disaggregation
• Decision analysis
• Linear programming
• Non-monotonic value functions

A new framework for preference disaggregation in multiple criteria decision aiding is introduced. The proposed approach aims to infer non-monotonic additive preference models from a set of indirect pair wise comparisons. The preference model is presented as a set of marginal value functions and the discriminatory power of the inferred preference model is maximized against its complexity. To infer a value function that is compatible with the supplied preference information, the proposed methodology leads to a linear programming optimization problem that is easy to solve. The applicability and effectiveness of the new methodology is demonstrated in a thorough experimental analysis covering a broad range of decision problems.

• 出版日期2017-6-16