Using tropical optimization techniques in bi-criteria decision problems

TL;DR

This paper introduces a tropical optimization approach to solve bi-criteria decision problems based on pairwise comparisons, providing explicit Pareto-optimal solutions for rating alternatives.

Contribution

It develops a novel tropical mathematics-based method for bi-criteria decision problems, deriving explicit solutions for approximating comparison matrices with a common consistent matrix.

Findings

Derived a complete Pareto-optimal solution in explicit form

Applied tropical optimization to bi-criteria decision problems

Provided numerical examples illustrating the method

Abstract

We consider decision problems of rating alternatives based on their pairwise comparisons according to two criteria. Given pairwise comparison matrices for each criterion, the problem is to find the overall scores of the alternatives. We offer a solution that involves the minimax approximation of the comparison matrices by a common consistent matrix of unit rank in terms of the Chebyshev metric in logarithmic scale. The approximation problem reduces to a bi-objective optimization problem to minimize the approximation errors simultaneously for both comparison matrices. We formulate the problem in terms of tropical (idempotent) mathematics, which focuses on the theory and applications of algebraic systems with idempotent addition. To solve the optimization problem obtained, we apply methods and results of tropical optimization to derive a complete Pareto-optimal solution in a direct explicit form ready for further analysis and straightforward computation. We then exploit this result to solve the bi-criteria decision problem of interest. As illustrations, we present examples of the solution of two-dimensional optimization problems in general form, and of a decision problem with four alternatives in numerical form.