Inconsistency reduction in decision making via multi-objective optimisation

Abstract Within Multi-Criteria Decision Analysis (MCDA), pairwise comparison facilitates a separation of concerns helping to accurately represent a decision maker's preferences. Inconsistency within a set of pairwise comparisons has adverse effects upon the accuracy of the preferences derived from them. Inconsistency within pairwise comparisons is almost inevitable, hence consideration of its reduction is essential. This paper presents INSITE, an approach to inconsistency reduction within a set of pairwise comparisons via multi-objective optimisation. When seeking to reduce inconsistency within a set of pairwise comparisons there is a trade-off between alteration to the comparisons and the reduction of inconsistency within them. For such trade-offs no trade-off solution is superior per se to the others. Therefore, INSITE seeks to optimally reduce inconsistency within a set of comparisons by modelling inconsistency and alteration as separate objectives. In this way the nature of the trade-offs between inconsistency reduction and alteration are revealed, thus better informing a decision maker's awareness and knowledge of the problem and increasing validity of outcomes by providing a more evidential, transparent, auditable and traceable process. In this way a decision maker can look to make a more informed choice of the level of trade-off that is most suitable for them. INSITE is flexible regarding how inconsistency within judgments is measured; alteration to a decision maker's views is modelled via fine-grained measures of compromise that seek to be meaningful and relevant. Furthermore, the approach allows a decision maker to set constraints on both inconsistency and measures of compromise objectives.

[1]  T. Saaty Fundamentals of Decision Making and Priority Theory With the Analytic Hierarchy Process , 2000 .

[2]  Mitsuo Gen,et al.  Network Models and Optimization: Multiobjective Genetic Algorithm Approach , 2008 .

[3]  José María Moreno-Jiménez,et al.  The geometric consistency index: Approximated thresholds , 2003, Eur. J. Oper. Res..

[4]  Thomas L. Saaty,et al.  Decision making with dependence and feedback : the analytic network process : the organization and prioritization of complexity , 1996 .

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

[6]  Qiongxin Liu,et al.  Consistency Modification of Judgment Matrix Based on Genetic Algorithm in Analytic Hierarchy Process , 2011, 2011 Third Pacific-Asia Conference on Circuits, Communications and System (PACCS).

[7]  Chien-Hua Wang,et al.  Using genetic algorithm improve the consistency of fuzzy analytic hierarchy process , 2012, The 6th International Conference on Soft Computing and Intelligent Systems, and The 13th International Symposium on Advanced Intelligence Systems.

[8]  Simon French,et al.  Decision Behaviour, Analysis and Support , 2009 .

[9]  F. A. Lootsma,et al.  Conflict resolution via pairwise comparison of concessions , 1989 .

[10]  Zeshui Xu,et al.  A consistency improving method in the analytic hierarchy process , 1999, Eur. J. Oper. Res..

[11]  Han-Lin Li,et al.  Detecting and adjusting ordinal and cardinal inconsistencies through a graphical and optimal approach in AHP models , 2007, Comput. Oper. Res..

[12]  Luis G. Vargas,et al.  The theory of ratio scale estimation: Saaty's analytic hierarchy process , 1987 .

[13]  T. Saaty Relative measurement and its generalization in decision making why pairwise comparisons are central in mathematics for the measurement of intangible factors the analytic hierarchy/network process , 2008 .

[14]  Marijke Lieferink,et al.  Does technique matter; a pilot study exploring weighting techniques for a multi-criteria decision support framework , 2014, Cost Effectiveness and Resource Allocation.

[15]  C. A. Coello Coello,et al.  Evolutionary multi-objective optimization: a historical view of the field , 2006, IEEE Computational Intelligence Magazine.

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

[17]  John A. Keane,et al.  A heuristic method to rectify intransitive judgments in pairwise comparison matrices , 2012, Eur. J. Oper. Res..

[18]  L. Thurstone A law of comparative judgment. , 1994 .

[19]  Yacine Ouzrout,et al.  Deriving consistent pairwise comparison matrices in decision making methodologies based on linear programming method , 2014, J. Intell. Fuzzy Syst..

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

[21]  János Fülöp,et al.  On reducing inconsistency of pairwise comparison matrices below an acceptance threshold , 2013, Central Eur. J. Oper. Res..

[22]  W. W. Koczkodaj A new definition of consistency of pairwise comparisons , 1993 .

[23]  C. Hwang Multiple Objective Decision Making - Methods and Applications: A State-of-the-Art Survey , 1979 .

[24]  Waldemar W. Koczkodaj,et al.  Generalization of a New Definition of Consistency for Pairwise Comparisons , 1994, Inf. Process. Lett..

[25]  Thomas L. Saaty,et al.  Multicriteria Decision Making: The Analytic Hierarchy Process: Planning, Priority Setting, Resource Allocation , 1990 .

[26]  Enrique Alba,et al.  A cellular multi-objective genetic algorithm for optimal broadcasting strategy in metropolitan MANETs , 2005, 19th IEEE International Parallel and Distributed Processing Symposium.

[27]  Ching-Lai Hwang,et al.  Multiple Attribute Decision Making: Methods and Applications - A State-of-the-Art Survey , 1981, Lecture Notes in Economics and Mathematical Systems.

[28]  John A. Keane,et al.  Reducing Inconsistency in Pairwise Comparisons Using Multi-objective Evolutionary Computing , 2013, 2013 IEEE International Conference on Systems, Man, and Cybernetics.

[29]  L. Moser,et al.  The Theory of Round Robin Tournaments , 1966 .

[30]  Thomas L. Saaty,et al.  How to Make a Decision: The Analytic Hierarchy Process , 1990 .

[31]  Gang Kou,et al.  Enhancing data consistency in decision matrix: Adapting Hadamard model to mitigate judgment contradiction , 2014, Eur. J. Oper. Res..

[32]  Miroslaw Kwiesielewicz,et al.  Inconsistent and contradictory judgements in pairwise comparison method in the AHP , 2004, Comput. Oper. Res..

[33]  Chu-Sing Yang,et al.  Ant algorithm for modifying an inconsistent pairwise weighting matrix in an analytic hierarchy process , 2014, Neural Computing and Applications.

[34]  José Fabiano da Serra Costa A Genetic Algorithm to Obtain Consistency in Analytic Hierarchy Process , 2011 .

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

[36]  X. Zeshui,et al.  A consistency improving method in the analytic hierarchy process , 1999, Eur. J. Oper. Res..

[37]  Dong Cao,et al.  Modifying inconsistent comparison matrix in analytic hierarchy process: A heuristic approach , 2008, Decis. Support Syst..

[38]  Carlos A. Coello Coello,et al.  Constraint-handling techniques used with evolutionary algorithms , 2019, GECCO.

[39]  Waldemar W. Koczkodaj,et al.  On distance-based inconsistency reduction algorithms for pairwise comparisons , 2010, Log. J. IGPL.

[40]  Saul I. Gass,et al.  Tournaments, transitivity and pairwise comparison matrices , 1998, J. Oper. Res. Soc..

[41]  L. Mikhailov,et al.  Reducing Inconsistency in Pairwise Comparisons Using Multi-objective Evolutionary Computing , 2013, 2013 IEEE International Conference on Systems, Man, and Cybernetics.

[42]  Alessio Ishizaka,et al.  Influence of aggregation and measurement scale on ranking a compromise alternative in AHP , 2009, J. Oper. Res. Soc..

[43]  G. Crawford The geometric mean procedure for estimating the scale of a judgement matrix , 1987 .