MCDM'13 - paper no. 5


 

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PREFERENCE-DRIVEN MULTIOBJECTIVE OPTIMIZATION USING ROBUST ORDINAL REGRESSION FOR CONE CONTRACTION

Miłosz Kadziński, Roman Słowiński

Abstract:

We present a new interactive procedure for multiobjective optimization problems (MOO), which involves robust ordinal regression in contrac- tion of the preference cone in the objective space. The most preferred solution is achieved by means of a systematic dialogue with the de- cision maker (DM) during which (s)he speci es pairwise comparisons of some non-dominated solutions from a current sample. The origin of the cone is located at a reference point chosen by the DM. It is formed by all directions of isoquants of the achievement scalarizing functions compatible with the pairwise comparisons of non-dominated solutions provided by the DM. The compatibility is assured by robust ordinal regression, i.e. the DM's statements concerning strict or weak preference relations for pairs of compared solutions are represented by all compatible sets of weights of the achievement scalarizing function. In successive iterations, when new pairwise comparisons of solutions are provided, the cone is contracted and gradually focused on a sub- region of the Pareto optimal set of greatest interest. The DM is allowed to change the reference point and the set of pairwise comparisons at any stage of the method. Such preference information does not need much cognitive e ort on the part of the DM. The phases of preference elicitation and cone contraction alternate until the DM nds at least one satisfactory solution, or there is no such solution for the current problem setting.

Keywords:

Multiobjective optimization, robust ordinal regression, interactive procedure, preference elicitation, cone contraction

Reference index:

Miłosz Kadziński, Roman Słowiński, (2013), PREFERENCE-DRIVEN MULTIOBJECTIVE OPTIMIZATION USING ROBUST ORDINAL REGRESSION FOR CONE CONTRACTION, Multiple Criteria Decision Making (8), pp. 67-83

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