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Interactive multiple criteria decision making based on preference driven evolutionary multiobjective optimization with controllable accuracy. (English) Zbl 1237.90112

Eur. J. Oper. Res. 216, No. 1, 188-199 (2012); erratum ibid. 226, No. 1, 183 (2013).
Summary: We present an approach to interactive multiple criteria decision making based on preference driven evolutionary multiobjective optimization with controllable accuracy.
The approach relies on formulae for lower and upper bounds on coordinates of the outcome of an arbitrary efficient variant corresponding to preference information expressed by the decision maker. In contrast to earlier works on that subject, here lower and upper bounds can be calculated and their accuracy controlled entirely within evolutionary computation framework. This is made possible by exploration of not only the region of feasible variants – a standard within evolutionary optimization, but also the region of infeasible variants, the latter to our best knowledge being a novel approach within evolutionary multiobjective optimization.
To illustrate how this concept can be applied to interactive multiple criteria decision making, two algorithms employing evolutionary computations are proposed and their usefulness demonstrated by a numerical example.

MSC:

90B50 Management decision making, including multiple objectives
90C29 Multi-objective and goal programming
90C59 Approximation methods and heuristics in mathematical programming

Software:

Genocop
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Full Text: DOI

References:

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