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Convexity properties of a problem for approximating pairwise comparison matrices by consistent matrices

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Tartalom: http://eprints.sztaki.hu/4556/
Archívum: SZTAKI Repozitórium
Gyűjtemény: Status = Published
Type = Monograph
Cím:
Convexity properties of a problem for approximating pairwise comparison matrices by consistent matrices
Létrehozó:
Fülöp, János
Kiadó:
MTA SZTAKI
Dátum:
2006
Téma:
QA75 Electronic computers. Computer science / számítástechnika, számítógéptudomány
Tartalmi leírás:
In several methods of multiattribute decision making pairwise comparison matrices are applied to derive implicit weights for the given set of decision alternatives. A class of the approaches is based on the approximation of the pairwise comparison matrix by a consistent matrix. In the paper this approximation problem is considered in the least-squares sense. In general, this problem is nonconvex and is difficult to solve since it may have several local optima. In this paper the classic logarithmic transformation is applied and the problem is transcribed into the form of a separable programming problem based on a univariate function with special properties. We give sufficient conditions of the convexity of the objective function over the feasible set. If such a sufficient condition holds, the global optimum of the original problem can be obtained by local search, as well. This technique can also be useful in branch and bound methods for solving the nonconvex problem.
Típus:
Monograph
NonPeerReviewed
Azonosító:
Fülöp, János (2006) Convexity properties of a problem for approximating pairwise comparison matrices by consistent matrices. -. MTA SZTAKI, Budapest.
Kapcsolat: