Application of tropical optimization for solving multicriteria problems of pairwise comparisons using log-Chebyshev approximation

TL;DR

This paper introduces a novel tropical optimization approach to solve multicriteria pairwise comparison problems, providing complete solutions and efficient computation methods for rating alternatives under multiple constraints.

Contribution

It applies tropical algebra to formulate and solve a multiobjective optimization problem for pairwise comparison ratings, offering new complete solutions and computational techniques.

Findings

Developed a tropical optimization framework for multicriteria pairwise comparisons.

Derived complete solutions using max-ordering, lexicographic, and max-lexicographic optimality.

Demonstrated the approach with numerical examples and comparison to existing methods.

Abstract

We consider a decision-making problem to find absolute ratings of alternatives that are compared in pairs under multiple criteria, subject to constraints in the form of two-sided bounds on ratios between the ratings. Given matrices of pairwise comparisons made according to the criteria, the problem is formulated as the log-Chebyshev approximation of these matrices by a common consistent matrix (a symmetrically reciprocal matrix of unit rank) to minimize the approximation errors for all matrices simultaneously. We rearrange the approximation problem as a constrained multiobjective optimization problem of finding a vector that determines the approximating consistent matrix. The problem is then represented in the framework of tropical algebra, which deals with the theory and applications of idempotent semirings and provides a formal basis for fuzzy and interval arithmetic. We apply methods and results of tropical optimization to develop a new approach for handling the multiobjective optimization problem according to various principles of optimality. New complete solutions in the sense of the max-ordering, lexicographic ordering and lexicographic max-ordering optimality are obtained, which are given in a compact vector form ready for formal analysis and efficient computation. We present numerical examples of solving multicriteria problems of rating four alternatives from pairwise comparisons to illustrate the technique and compare it with others.