Integrating Prometheeii with the Tchebycheff Function for Multi Criteria Decision Making

Choice problem is related to finding the best compromise alternative or a set of alternatives among various options by considering conflicting criteria. PrometheeII is one of the well-known decision making methods that has been successfully applied to this problem. However, both our experiments and the other results from literature show that the PrometheeII algorithm performs better especially for problems having convex frontier. In this study, PrometheeII is integrated with the Tchebycheff function, which is capable of reaching efficient alternatives located at non-convex part of the efficient frontier. An experimental study is performed on the integrated procedure, PrometheeII and the multiplicative version of PrometheeII by using different test problems from the multi objective optimization literature.

[1]  Murat Köksalan,et al.  A DEA-Based Approach to Ranking Multi-Criteria Alternatives , 2009, Int. J. Inf. Technol. Decis. Mak..

[2]  Roberta Parreiras,et al.  Decision making in multiobjective optimization aided by the multicriteria tournament decision method , 2009 .

[3]  Marco Laumanns,et al.  Scalable Test Problems for Evolutionary Multiobjective Optimization , 2005, Evolutionary Multiobjective Optimization.

[4]  R. Lyndon While,et al.  A review of multiobjective test problems and a scalable test problem toolkit , 2006, IEEE Transactions on Evolutionary Computation.

[5]  Lily Rachmawati,et al.  Multiobjective Evolutionary Algorithm With Controllable Focus on the Knees of the Pareto Front , 2009, IEEE Transactions on Evolutionary Computation.

[6]  W. D. Keyser,et al.  A note on the use of PROMETHEE multicriteria methods , 1996 .

[7]  Reza Baradaran Kazemzadeh,et al.  PROMETHEE: A comprehensive literature review on methodologies and applications , 2010, Eur. J. Oper. Res..

[8]  Roberta Oliveira Parreiras,et al.  A multiplicative version of Promethee II applied to multiobjective optimization problems , 2007, Eur. J. Oper. Res..

[9]  Patrick Meyer,et al.  RUBIS: a bipolar-valued outranking method for the choice problem , 2008, 4OR.

[10]  Lothar Thiele,et al.  Comparison of Multiobjective Evolutionary Algorithms: Empirical Results , 2000, Evolutionary Computation.

[11]  Susan W. Palocsay,et al.  An Excel-Based Decision Support System for Scoring and Ranking Proposed R&D Projects , 2008, Int. J. Inf. Technol. Decis. Mak..

[12]  Da Ruan,et al.  A Multi-Attribute Comparison of Turkish Quality consultants by Fuzzy AHP , 2007, Int. J. Inf. Technol. Decis. Mak..

[13]  Kalyanmoy Deb,et al.  A fast and elitist multiobjective genetic algorithm: NSGA-II , 2002, IEEE Trans. Evol. Comput..

[14]  Matthias Ehrgott,et al.  Multiple criteria decision analysis: state of the art surveys , 2005 .

[15]  Zhengxin Chen,et al.  A Descriptive Framework for the Field of Data Mining and Knowledge Discovery , 2008, Int. J. Inf. Technol. Decis. Mak..

[16]  Ralph E. Steuer,et al.  An interactive weighted Tchebycheff procedure for multiple objective programming , 1983, Math. Program..

[17]  Kaisa Miettinen,et al.  Human Behavior in a Multi-Criteria Choice Problem with Individual Tasks of Different Difficulties , 2003, Int. J. Inf. Technol. Decis. Mak..

[18]  Han-Lin Li,et al.  Ranking Decision Alternatives by Integrated DEA, AHP and Gower Plot Techniques , 2008, Int. J. Inf. Technol. Decis. Mak..

[19]  Jean Pierre Brans,et al.  HOW TO SELECT AND HOW TO RANK PROJECTS: THE PROMETHEE METHOD , 1986 .

[20]  Kalyanmoy Deb,et al.  Finding Knees in Multi-objective Optimization , 2004, PPSN.

[21]  Lothar Thiele,et al.  Multiobjective evolutionary algorithms: a comparative case study and the strength Pareto approach , 1999, IEEE Trans. Evol. Comput..

[22]  J. Dennis,et al.  A closer look at drawbacks of minimizing weighted sums of objectives for Pareto set generation in multicriteria optimization problems , 1997 .

[23]  P. Vincke,et al.  Note-A Preference Ranking Organisation Method: The PROMETHEE Method for Multiple Criteria Decision-Making , 1985 .

[24]  S French,et al.  Multicriteria Methodology for Decision Aiding , 1996 .

[25]  Murat Köksalan,et al.  An Evolutionary Metaheuristic for Approximating Preference-Nondominated Solutions , 2007, INFORMS J. Comput..