Efficiency Analysis of Simple Perturbed Pairwise Comparison Matrices

Efficiency, the basic concept of multi-objective optimization is investigated for the class of pairwise comparison matrices. A weight vector is called efficient if no alternative weight vector exists such that every pairwise ratio of the latter's components is at least as close to the corresponding element of the pairwise comparison matrix as the one of the former's components is, and the latter's approximation is strictly better in at least one position. A pairwise comparison matrix is called simple perturbed if it differs from a consistent pairwise comparison matrix in one element and its reciprocal. One of the classical weighting methods, the eigenvector method is analyzed. It is shown in the paper that the principal right eigenvector of a simple perturbed pairwise comparison matrix is efficient.

[1]  P. Rózsa,et al.  Transitive matrices and their applications , 1999 .

[2]  ‖ut,et al.  The Analysis of the Principal Eigenvector of Pairwise Comparison Matrices András Farkas , 2007 .

[3]  Eng Ung Choo,et al.  A common framework for deriving preference values from pairwise comparison matrices , 2004, Comput. Oper. Res..

[4]  W. Cook,et al.  Deriving weights from pairwise comparison ratio matrices: An axiomatic approach , 1988 .

[5]  Michele Fedrizzi,et al.  Axiomatic properties of inconsistency indices for pairwise comparisons , 2013, J. Oper. Res. Soc..

[6]  T. L. Saaty A Scaling Method for Priorities in Hierarchical Structures , 1977 .

[7]  S. Bozóki,et al.  Inefficient weights from pairwise comparison matrices with arbitrarily small inconsistency , 2014 .

[8]  Marc Roubens,et al.  Multiple criteria decision making , 1994 .

[9]  Eng Ung Choo,et al.  Effectiveness Analysis of Deriving Priority Vectors from Reciprocal Pairwise Comparison Matrices , 2008, Asia Pac. J. Oper. Res..

[10]  Eduardo Conde,et al.  A linear optimization problem to derive relative weights using an interval judgement matrix , 2010, Eur. J. Oper. Res..

[11]  B. Golany,et al.  A multicriteria evaluation of methods for obtaining weights from ratio-scale matrices , 1993 .

[12]  Eduardo Conde,et al.  Inferring Efficient Weights from Pairwise Comparison Matrices , 2006, Math. Methods Oper. Res..

[13]  Theo K. Dijkstra,et al.  On the extraction of weights from pairwise comparison matrices , 2013, Central Eur. J. Oper. Res..

[14]  János Fülöp,et al.  On pairwise comparison matrices that can be made consistent by the modification of a few elements , 2011, Central Eur. J. Oper. Res..