CUT: A Multicriteria Approach for Concavifiable Preferences

• 成果类型: Article
• 署名作者: Argyris, Nikolaos; Morton, Alec; Figueira, Jose Rui
• 署名单位: University of Warwick; University of Strathclyde; Universidade de Lisboa
• 刊物名称: OPERATIONS RESEARCH
• ISSN/ISSBN: 0030-364X
• DOI: 10.1287/opre.2014.1274
• 发表日期: 2014
• 页码: 633-642
• 关键词: progressive algorithm; interactive approach; decision-making; convex cones; utility

摘要

We consider the problem of helping a decision maker (DM) choose from a set of multiattributed objects when her preferences are concavifiable, i.e. representable by a concave value function. We establish conditions under which preferences or preference intensities are concavifiable. We also derive a characterization for the family of concave value functions compatible with a set of such preference statements expressed by the DM. This can be used to validate dominance relations over discrete sets of alternatives and forms the basis of an interactive procedure. We report on the practical use of this procedure with several DMs for a flat-choice problem and its computational performance on a set of project-portfolio selection problem instances. The use of preference intensities is found to provide significant improvements to the performance of the procedure.