Solving the Discrete Multiple Criteria Problem using Convex Cones

摘要: An interactive method employing pairwise comparisons of attainable solutions is developed for solving the discrete, deterministic multiple criteria problem assuming a single decision maker who has an implicit quasi-concave increasing utility (or value) function. The chooses arbitrary set positive multipliers to generate proxy composite linear objective function which then maximized over solutions. maximizing solution compared with several using judgments asked maker. Responses are used eliminate alternatives convex cones based on expressed preferences, and new weights found that satisfies indicated preferences. requisite theory proofs as well detailed numerical example included. In addition, results some computational experiments test effectiveness described.