The Analytic Hierarchy Process, Max Algebra and Multi-objective Optimisation
Rings and Algebras
2019-03-26 v1
Abstract
The Analytic Hierarchy Process (AHP) is widely used for decision making involving multiple criteria. Elsner and van den Driessche introduced a max-algebraic approach to the single criterion AHP. We extend this to the multi-criteria AHP, by considering multi-objective generalisations of the single objective optimisation problem solved in these earlier papers. We relate the existence of globally optimal solutions to the commutativity properties of the associated matrices; we relate min-max optimal solutions to the generalised spectral radius; and we prove that Pareto optimal solutions are guaranteed to exist.
Cite
@article{arxiv.1207.6572,
title = {The Analytic Hierarchy Process, Max Algebra and Multi-objective Optimisation},
author = {Buket Benek Gursoy and Oliver Mason and Sergei Sergeev},
journal= {arXiv preprint arXiv:1207.6572},
year = {2019}
}
Comments
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