Using ELECTRE TRI outranking method to sort Multiple Objective Mixed Integer Linear Program nondominated solutions

Using ELECTRE TRI outranking method to sort Multiple Objective Mixed Integer Linear Program nondominated solutions

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Article ID: iaor20051548
Country: Netherlands
Volume: 153
Issue: 2
Start Page Number: 271
End Page Number: 289
Publication Date: Mar 2004
Journal: European Journal of Operational Research
Authors: ,
Keywords: programming: integer
Abstract:

Several interactive methods exist to identify nondominated solutions in a Multiple Objective Mixed Integer Linear Program. But what if the Decision Maker is also interested in sorting those solutions (assigning them to pre-established ordinal categories)? We propose an interactive “branch-and-bound like” technique to progressively build the nondominated set, combined with ELECTRE TRI method (Pessimistic procedure) to sort identified nondominated solutions. A disaggregation approach is considered in order to avoid direct definition of all ELECTRE TRI preference parameters. Weight-importance coefficients are inferred and category reference profiles are determined based on assignment examples provided by the Decision Maker. A computation tool was developed with a twofold purpose: support the Decision Maker involved in a decision process and provide a test bed for research purposes.

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