Beruflich Dokumente
Kultur Dokumente
Multicriteria models make it possible to take into account several criteria at the
same time. Either quantitative or qualitative.
It becomes possible to consider alternative criteria such as technical, social or
environmental factors besides monetary ones.
The price to pay for this advance is that no optimal solution generally exists to
multicriteria problems as the criteria are to some extent conflicting with each
others. The challenge of MCDA is to assist decision makers in finding best
compromise solutions.
Actions and criteria form the two dimensions of the multicriteria table.
As it can be seen, criteria are usually evaluated on specific and possibly quite
different scales.
Actions and criteria form the two dimensions of the multicriteria table.
As it can be seen, criteria are usually evaluated on specific and possibly quite
different scales.
Actions and criteria form the two dimensions of the multicriteria table.
As it can be seen, criteria are usually evaluated on specific and possibly quite
different scales.
10
In the case of a plant location problem, the actions correspond to the potential
locations (sites) and criteria can possibly include investment cost, operations cost,
environmental impacts, ... And many others.
11
In the case of the purchase of new equipment, the actions correspond to the
different available products and the criteria can include the price of the
equipment as well as quality factors such as the MTBF (mean time between
failures) or the quality of the maintenance for instance.
12
13
Six completely fictive cars are compared. They are given suggestive names that
indicate clearly their strengths and their weaknesses. In that way we will be able
to check the consistency of the results provided by PROMETHEE and GAIA.
In actual decision problems the decision maker rarely has such a large knowledge
and will progressively discover the conflicts between criteria and the specific
profiles of the actions using PROMETHEE and GAIA.
14
Six completely fictive cars are compared. They are given suggestive names that
indicate clearly their strengths and their weaknesses. In that way we will be able
to check the consistency of the results provided by PROMETHEE and GAIA.
In actual decision problems the decision maker rarely has such a large knowledge
and will progressively discover the conflicts between criteria and the specific
profiles of the actions using PROMETHEE and GAIA.
15
Six completely fictive cars are compared. They are given suggestive names that
indicate clearly their strengths and their weaknesses. In that way we will be able
to check the consistency of the results provided by PROMETHEE and GAIA.
In actual decision problems the decision maker rarely has such a large knowledge
and will progressively discover the conflicts between criteria and the specific
profiles of the actions using PROMETHEE and GAIA.
16
Six completely fictive cars are compared. They are given suggestive names that
indicate clearly their strengths and their weaknesses. In that way we will be able
to check the consistency of the results provided by PROMETHEE and GAIA.
In actual decision problems the decision maker rarely has such a large knowledge
and will progressively discover the conflicts between criteria and the specific
profiles of the actions using PROMETHEE and GAIA.
17
Six completely fictive cars are compared. They are given suggestive names that
indicate clearly their strengths and their weaknesses. In that way we will be able
to check the consistency of the results provided by PROMETHEE and GAIA.
In actual decision problems the decision maker rarely has such a large knowledge
and will progressively discover the conflicts between criteria and the specific
profiles of the actions using PROMETHEE and GAIA.
18
19
20
For each action a, a global value V(a) is computed as the weighted sum of the
evaluations of that action over all the criteria.
It is then possible to rank all the actions according to their weighted sum values.
A typical example is the weighted average of exam scores for evaluating
students.
21
This first example show that excessive compensations between criteria can
associate a high weighted sum value to an action that is not well balanced with
possibly important weaknesses on some criterion.
The weighted sum approach can propose unbalanced solutions that clearly are not
good compromises in a multicriteria context.
22
This second example shows that actions with quite different profiles can have the
same weighted sum value.
Important information about the conflicts to arbitrate between criteria get lost in
the weighted sum approach.
23
24
25
26
Outranking methods appeared at the end of the 60s with the first ELECTRE
methods. Compared to MAUT they require less information from the decision
maker and try to stay closer to the original multicriteria decision problem.
The basic idea was to build an outranking relation from pairwise comparisons of
the actions. This was done in a simplistic way in methods such as ELECTRE I
and II. The original idea was then refined during the 70s with more sophisticated
methods like ELECTRE III and IV. These methods were ultimately less
successful because of their increasing complexity.
In 1983, the first PROMETHEE methods appeared. They proposed a simpler
alternative to ELECTRE III, with more emphasis on sensitivity analysis. They
were later completed with the GAIA descriptive approach.
27
Any decision aid method requires additional information besides the multicriteria
table. Indeed the table contains no information about the preferences and
priorities of the decision-maker.
In the PROMETHEE and GAIA methods this is done in two steps:
1. Preference functions are used to model the perception of scales by the
decision maker.
2. Weights are allocated to the criteria to reflect the priorities of the decision
maker.
We are now going to introduce these elements and analyse our didactic example
with PROMETHEE and GAIA.
28
When comparing two actions (like Action 1 and Action 3) it seems logical to look
at the differences on each criterion.
We need a way to translate these differences in function of the preferences of the
decision maker. That is the role of the preference function.
29
30
The leftmost column contains the differences that correspond to the advantages of
the Economic car. The rightmost column contains those of the Luxury 1 car.
31
The leftmost column contains the differences that correspond to the advantages of
the Economic car. The rightmost column contains those of the Luxury 1 car.
The preference functions associated to the criteria make it possible to translate all
the differences on the same preference degree scale (yellow columns).
32
The leftmost column contains the differences that correspond to the advantages of
the Economic car. The rightmost column contains those of the Luxury 1 car.
The preference functions associated to the criteria make it possible to translate all
the differences on the same preference degree scale (yellow columns).
The problem is now to compare the two yellow columns and decide which action
(car) is the best.
33
The leftmost column contains the differences that correspond to the advantages of
the Economic car. The rightmost column contains those of the Luxury 1 car.
The preference functions associated to the criteria make it possible to translate all
the differences on the same preference degree scale (yellow columns).
The problem is now to compare the two yellow columns and decide which action
(car) is the best.
At this stage we can introduce the weights of the criteria and compute the
weighted average of each yellow column.
With equal weights the Economic car is the best choice.
34
When the weights are modified, the result can of course change!
35
To summarize:
36
There are six types of preference functions that are implemented in the
PROMETHEE software (PROMCALC, Decision Lab and the forthcoming DSight).
Usual, U-shape (less used) and Level are typically used for qualitative criteria
with discrete evaluation scales including a small number of levels.
V-shape, Linear and Gaussian (less used) are best suited for quantitative criteria.
37
38
Using the preference functions and the weights of the criteria, every action can
automatically be compared to each other.
39
Using the preference functions and the weights of the criteria, every action can
automatically be compared to each other.
From this pairwise comparisons table we can extract information in order to rank
all the actions. This is done by computing three different preference flows.
40
Using the preference functions and the weights of the criteria, every action can
automatically be compared to each other.
From this pairwise comparisons table we can extract information in order to rank
all the actions. This is done by computing three different preference flows.
The positive (or leaving) flow measures the average degree to which an action is
preferred to the other ones. Actions with larger leaving positive flow values
should be ranked first.
41
Using the preference functions and the weights of the criteria, every action can
automatically be compared to each other.
From this pairwise comparisons table we can extract information in order to rank
all the actions. This is done by computing three different preference flows.
The positive (or leaving) flow measures the average degree to which an action is
preferred to the other ones. Actions with larger leaving positive flow values
should be ranked first.
42
Using the preference functions and the weights of the criteria, every action can
automatically be compared to each other.
From this pairwise comparisons table we can extract information in order to rank
all the actions. This is done by computing three different preference flows.
The positive (or leaving) flow measures the average degree to which an action is
preferred to the other ones. Actions with a larger leaving positive flow value
should be ranked first.
The negative (or entering) flow measures the average degree to which the other
actions are preferred to that action. Thus actions with a smaller negative flow
value should be ranked first.
43
Using the preference functions and the weights of the criteria, every action can
automatically be compared to each other.
From this pairwise comparisons table we can extract information in order to rank
all the actions. This is done by computing three different preference flows.
The positive (or leaving) flow measures the average degree to which an action is
preferred to the other ones. Actions with a larger leaving positive flow value
should be ranked first.
The negative (or entering) flow measures the average degree to which the other
actions are preferred to that action. Thus actions with a smaller negative flow
value should be ranked first.
Usually both preference flows lead to somewhat different rankings as in a
multicriteria context there is usually no ranking completely consistent with all the
pairwise comparisons results.
44
Using the preference functions and the weights of the criteria, every action can
automatically be compared to each other.
From this pairwise comparisons table we can extract information in order to rank
all the actions. This is done by computing three different preference flows.
The positive (or leaving) flow measures the average degree to which an action is
preferred to the other ones. Actions with a larger leaving positive flow value
should be ranked first.
The negative (or entering) flow measures the average degree to which the other
actions are preferred to that action. Thus actions with a smaller negative flow
value should be ranked first.
Usually both preference flows lead to somewhat different rankings as in a
multicriteria context there is usually no ranking completely consistent with all the
pairwise comparisons results.
The net flow is the balance between the positive and the negative flows. It can be
used to rank all the actions from the largest positive values to the most negative
ones.
45
Using the preference functions and the weights of the criteria, every action can
automatically be compared to each other.
From this pairwise comparisons table we can extract information in order to rank
all the actions. This is done by computing three different preference flows.
The positive (or leaving) flow measures the average degree to which an action is
preferred to the other ones. Actions with a larger leaving positive flow value
should be ranked first.
The negative (or entering) flow measures the average degree to which the other
actions are preferred to that action. Thus actions with a smaller negative flow
value should be ranked first.
Usually both preference flows lead to somewhat different rankings as in a
multicriteria context there is usually no ranking completely consistent with all the
pairwise comparisons results.
The net flow is the balance between the positive and the negative flows. It can be
used to rank all the actions from the largest positive values to the most negative
ones.
46
Using the preference functions and the weights of the criteria, every action can
automatically be compared to each other.
From this pairwise comparisons table we can extract information in order to rank
all the actions. This is done by computing three different preference flows.
The positive (or leaving) flow measures the average degree to which an action is
preferred to the other ones. Actions with a larger leaving positive flow value
should be ranked first.
The negative (or entering) flow measures the average degree to which the other
actions are preferred to that action. Thus actions with a smaller negative flow
value should be ranked first.
Usually both preference flows lead to somewhat different rankings as in a
multicriteria context there is usually no ranking completely consistent with all the
pairwise comparisons results.
The net flow is the balance between the positive and the negative flows. It can be
used to rank all the actions from the largest positive values to the most negative
ones.
47
To summarize:
48
The three PROMETHEE preference flows are the basis for the two
PROMETHEE rankings.
49
50
The PROMETHEE I partial ranking for our didactic example includes many
incomparabilities. Yet it could be sufficient to solve a choice problem: the
Tourism B car seems to be the best choice.
The PROMETHEE II complete ranking is consistent with the partial ranking
but no incomparabilities are left. It could be more disputable as PROMETHEE
had to make decisions when comparing actions even in difficult cases.
The rankings are presented in the usual network representation with nodes and
arrows. This makes it difficult to appreciate the difference in flow values and to
evaluate the robustness of the rankings when preference parameters (preference
functions or weights) are modified.
51
52
53
54
Ranking methods are useful to finalize a decision. However they usually lack a
lot of information that can be helpful for the decision-maker. For instance:
-What can be expected when the weights of the criteria are modified?
-Which compromise solutions are possible and which are not?
-What are the origins of the incomparabilities? What are the conflicts to arbitrate
between criteria?
This information can be obtained from a descriptive approach. It can provide the
decision maker with a better understanding of the decision problem, help him/her
to better assess preference parameters and ultimately lead to better decisions.
55
56
57
58
59
-Similar profiles are located close to each other (such as the two Luxury cars).
-Quite different actions are located far away from each other (such as the Sport
and Economic cars).
Criteria are represented by axes:
-Axes pointing in similar directions indicate criteria that are in agreement with
each other.
-Opposite axes correspond to conflicting criteria.
-Longer axes correspond to more discriminating criteria.
-The direction of each criterion axis indicates in which direction the best values
are achieved on this criterion.
60
For criterion Price the axis is oriented towards the right side of the GAIA plane.
Thus we can expect to see the cheapest cars (Economic) located to the right and
the most expensive ones (Luxury 1 and 2) to the left.
61
Clearly the Sport car is the most powerful and the least powerful one is the
Economic car.
62
63
When the weights of the criteria are modified, the position of the decision axis
changes in the GAIA plane. It reflects the type of compromise that is proposed
by PROMETHEE.
The Walking Weights interactive procedure makes it easy to do such an analysis.
To better appreciate the robustness of the PROMETHEE rankings it is also
possible to represent the area in the GAIA plane where the tip of the decision
axis moves when the weights are changed within specified limits. That is GAIABrain.
64
65
66
Summary.
67
68
In the GAIA-Stick plane, the horizontal axis is the decision stick. The horizontal
coordinates correspond to the PROMETHEE II net flow values and the ranking
is exactly represented from the right (Tourism B) to the left (Sport, very close to
Economic).
The vertical axis gives additional information related to the profiles of the
actions. For instance, Economic and Sport are very close to each other in the
PROMETHEE II ranking but they differ much in the vertical dimension:
Economic is clearly better on Price and Fuel (criteria pointing upward).
69
70
71
72
73
74