Compromise programming: Non-interactive calibration of utility-based metrics
Compromise programming: Non-interactive calibration of utility-based metrics
复制标题
妥协编程:基于实用程序的指标的非交互式校准
DOI:
10.1016/j.ejor.2015.01.031
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发表时间:
2015
期刊:
影响因子:
--
通讯作者:
G. Claassen
中科院分区:
文献类型:
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作者:
A. Kanellopoulos;J. C. Gerdessen;G. Claassen
Utility functions have been used widely to support multi-objective decision-making. Expansion of a general additive utility function around the ideal results in a composite linear-quadratic metric of a compromise programming problem. Determining the unknown parameters of the composite linear-quadratic metric requires substantial interaction with the decision maker who might not always be available or capable to participate in such a process. We propose a non-interactive method that uses information on observed attribute levels to obtain the unknown parameters of the composite linear-quadratic metric and enables forecasting and scenario analysis. The method is illustrated with a small scale numerical example.