Mathematical programming and the sensitivity of multi-criteria decisions

The authors report on the current state of a project whose aim is to implement a framework for sensitivity analysis in Multi-Criteria Decision Making. The framework is largely based on mathematical programming. Due to the potentially large number and nature of the mathematical programmes, it is far from trivial to provide solutions to all of them in acceptable computing times. The challenge is even greater when it is recognized that much decision analysis is performed in the context of decision conferences where any sensitivity analysis needs to be conducted in near real time (preferably) on a PC. The authors present a parallel processing approach to this challenge and point to some of the difficulties still to be resolved. Preliminary results obtained on a network of transputers are discussed.