5 resultados para Heuristic constrained linear least squares
em Corvinus Research Archive - The institutional repository for the Corvinus University of Budapest
Resumo:
This is a follow up to "Solution of the least squares method problem of pairwise comparisons matrix" by Bozóki published by this journal in 2008. Familiarity with this paper is essential and assumed. For lower inconsistency and decreased accuracy, our proposed solutions run in seconds instead of days. As such, they may be useful for researchers willing to use the least squares method (LSM) instead of the geometric means (GM) method.
Resumo:
The Analytic Hierarchy Process (AHP) is one of the most popular methods used in Multi-Attribute Decision Making. The Eigenvector Method (EM) and some distance minimizing methods such as the Least Squares Method (LSM) are of the possible tools for computing the priorities of the alternatives. A method for generating all the solutions of the LSM problem for 3 × 3 and 4 × 4 matrices is discussed in the paper. Our algorithms are based on the theory of resultants.
Resumo:
The aim of the paper is to present a new global optimization method for determining all the optima of the Least Squares Method (LSM) problem of pairwise comparison matrices. Such matrices are used, e.g., in the Analytic Hierarchy Process (AHP). Unlike some other distance minimizing methods, LSM is usually hard to solve because of the corresponding nonlinear and non-convex objective function. It is found that the optimization problem can be reduced to solve a system of polynomial equations. Homotopy method is applied which is an efficient technique for solving nonlinear systems. The paper ends by two numerical example having multiple global and local minima.
Resumo:
A cikk a páros összehasonlításokon alapuló pontozási eljárásokat tárgyalja axiomatikus megközelítésben. A szakirodalomban számos értékelő függvényt javasoltak erre a célra, néhány karakterizációs eredmény is ismert. Ennek ellenére a megfelelő módszer kiválasztása nem egy-szerű feladat, a különböző tulajdonságok bevezetése elsősorban ebben nyújthat segítséget. Itt az összehasonlított objektumok teljesítményén érvényesülő monotonitást tárgyaljuk az önkonzisztencia és önkonzisztens monotonitás axiómákból kiindulva. Bemutatásra kerülnek lehetséges gyengítéseik és kiterjesztéseik, illetve egy, az irreleváns összehasonlításoktól való függetlenséggel kapcsolatos lehetetlenségi tétel is. A tulajdonságok teljesülését három eljárásra, a klasszikus pontszám eljárásra, az ezt továbbfejlesztő általánosított sorösszegre és a legkisebb négyzetek módszerére vizsgáljuk meg, melyek mindegyike egy lineáris egyenletrendszer megoldásaként számítható. A kapott eredmények új szempontokkal gazdagítják a pontozási eljárás megválasztásának kérdését. _____ The paper provides an axiomatic analysis of some scoring procedures based on paired comparisons. Several methods have been proposed for these generalized tournaments, some of them have been also characterized by a set of properties. The choice of an appropriate method is supported by a discussion of their theoretical properties. In the paper we focus on the connections of self-consistency and self-consistent-monotonicity, two axioms based on the comparisons of object's performance. The contradiction of self-consistency and independence of irrel-evant matches is revealed, as well as some possible reductions and extensions of these properties. Their satisfiability is examined through three scoring procedures, the score, generalised row sum and least squares methods, each of them is calculated as a solution of a system of linear equations. Our results contribute to the problem of finding a proper paired comparison based scoring method.
Resumo:
A special class of preferences, given by a directed acyclic graph, is considered. They are represented by incomplete pairwise comparison matrices as only partial information is available: for some pairs no comparison is given in the graph. A weighting method satisfies the property linear order preservation if it always results in a ranking such that an alternative directly preferred to another does not have a lower rank. We study whether two procedures, the Eigenvector Method and the Logarithmic Least Squares Method meet this axiom. Both weighting methods break linear order preservation, moreover, the ranking according to the Eigenvector Method depends on the incomplete pairwise comparison representation chosen.