A Method for Solving a Class of Multiple-Criteria Analysis Problems

AMS subject classification: 90C29.

The paper proposes an interactive method solving the multiple criteria choice problem (MCCP) with a large number of discrete alternatives and a small number of quantitative criteria. The decision maker (DM) sets his preferences in terms of desired directions of improving or relaxing of the criteria. On this base the so called reference cone is constructed. A small subset of relatively closed alternatives is defined according to this cone and to the maximal deterioration of the criteria values at each iteration. This subset is evaluated by the DM, who selects the most preferred alternative or enters his/her new preferences. The method suggested has user-friendly dialog. It enables the DM to explore the set of alternatives comparatively quickly and easy. The method is included in a DSS. It is tested by a number of real multiple criteria choice problems.