8 resultados para LEAST-SQUARE METHOD

em Corvinus Research Archive - The institutional repository for the Corvinus University of Budapest


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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.

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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.

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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.

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The Analytic Hierarchy Process (AHP) is one of the most popular methods used in Multi-Attribute Decision Making. It provides with ratio-scale measurements of the prioirities of elements on the various leveles of a hierarchy. These priorities are obtained through the pairwise comparisons of elements on one level with reference to each element on the immediate higher level. The Eigenvector Method (EM) and some distance minimizing methods such as the Least Squares Method (LSM), Logarithmic Least Squares Method (LLSM), Weighted Least Squares Method (WLSM) and Chi Squares Method (X2M) are of the tools for computing the priorities of the alternatives. This paper studies a method for generating all the solutions of the LSM problems for 3 × 3 matrices. We observe non-uniqueness and rank reversals by presenting numerical results.

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An important variant of a key problem for multi-attribute decision making is considered. We study the extension of the pairwise comparison matrix to the case when only partial information is available: for some pairs no comparison is given. It is natural to define the inconsistency of a partially filled matrix as the inconsistency of its best, completely filled completion. We study here the uniqueness problem of the best completion for two weighting methods, the Eigen-vector Method and the Logarithmic Least Squares Method. In both settings we obtain the same simple graph theoretic characterization of the uniqueness. The optimal completion will be unique if and only if the graph associated with the partially defined matrix is connected. Some numerical experiences are discussed at the end of the paper.

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A cikk a páros összehasonlításokon alapuló pontozási eljárásokat alkalmazza svájci rendszerű sakk csapatversenyek eredményének meghatározására. Bemutatjuk a nem körmérkőzéses esetben felmerülő kérdéseket, az egyéni és csapatversenyek jellemzőit, valamint a hivatalos lexikografikus rendezések hibáit. Axiomatikus alapokon rangsorolási problémaként modellezzük a bajnokságokat, definícióinkat összekapcsoljuk a pontszám, az általánosított sorösszeg és a legkisebb négyzetek módszerének tulajdonságaival. A javasolt eljárást két sakkcsapat Európa-bajnokság részletes elemzésével illusztráljuk. A végső rangsorok összehasonlítását távolságfüggvények segítségével végezzük el, majd a sokdimenziós skálázás révén ábrázoljuk azokat. A hivatalos sorrendtől való eltérés okait a legkisebb négyzetek módszerének dekompozíciójával tárjuk fel. A sorrendeket három szempont, az előrejelző képesség, a mintailleszkedés és a robusztusság alapján értékeljük, és a legkisebb négyzetek módszerének alkalmas eredménymátrixszal történő használata mellett érvelünk. ____ The paper uses paired comparison-based scoring procedures in order to determine the result of Swiss system chess team tournaments. We present the main challenges of ranking in these tournaments, the features of individual and team competitions as well as the failures of official lexicographical orders. The tournament is represented as a ranking problem, our model is discussed with respect to the properties of the score, generalised row sum and least squares methods. The proposed method is illustrated with a detailed analysis of the two recent chess team European championships. Final rankings are compared through their distances and visualized by multidimensional scaling (MDS). Differences to official ranking are revealed due to the decomposition of least squares method. Rankings are evaluated by prediction accuracy, retrodictive performance, and stability. The paper argues for the use of least squares method with an appropriate generalised results matrix favouring match points.

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The paper uses paired comparison-based scoring procedures for ranking the participants of a Swiss system chess team tournament. We present the main challenges of ranking in Swiss system, the features of individual and team competitions as well as the failures of official lexicographical orders. The tournament is represented as a ranking problem, our model is discussed with respect to the properties of the score, generalized row sum and least squares methods. The proposed procedure is illustrated with a detailed analysis of the two recent chess team European championships. Final rankings are compared by their distances and visualized with multidimensional scaling (MDS). Differences to official ranking are revealed by the decomposition of least squares method. Rankings are evaluated by prediction accuracy, retrodictive performance, and stability. The paper argues for the use of least squares method with a results matrix favoring match points.

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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.