2

( )

, .

, :

().
() .
- (

) ( )
.
ai ()
a1
a2

s ()
v(a1,s)
v(a2,s)

am

v(am,s)

, .
2

-1-

 !

.

( )
(objective function), 1
"" .

(optimal solution).
,
.

,
.

(,

, , .)

-2-

(Multiple Criteria Decision Aid methodology)

(ill-formulated)
.

- .

.

3 (Vansnick-1990):

,

"" .
2

-3-


*
1.
2.
3.
4.

( )
( )


.

* Multi-criteria decision analysis (MCDA), sometimes called multi-criteria decision making (MCDM), is a discipline
aimed at supporting decision makers faced with making numerous and sometimes conflicting evaluations.
The International Society on Multi-criteria Decision Making is a professional society of researchers and practitioners in
the field.
2

-4-

1.

, , , .
( )
.
:
(explicitly), (

implicit constraints)
(implicitly), (,
explicit constraints)

(Multi Objective Mathematical Programming MOMP)
( )

: 2

(stable):

.
(evolutive):
.

(globalized):
(fragmented): (

).

-5-

2. / (attributes/criteria)
(attributes)
(criteria) .

(.. , )

:
Top-Down: :
(compound attributes):

(basic attributes):

Bottom-Up: ,

,
.

-6-


( Top-Down)

1
()

- 1.1

-
1.1...1 ()

N
()

- 1.m

-
1.1...1 ()

2
()

-
1.1...1 ()

-
1.1...1 ()

-7-


,
,
.

: .
.
:
.

-8-

3.

( )

. :
,
,

(performance vector) .
..

(, , ) (200, 120, C)

-9-

4.

.
:

(Single Criterion Synthesis)

(/utility
/value)
(incomparability is excluded) (.. )
: MAUT, SMART, UTA, TOPSIS, AHP, GP, WAS
(Outranking Synthesis)



(.. )
""


(incomparability is accepted) (.. )
: ELECTRE, PROMETHEE, ORESTE, QUALIFLEX

-10-

 (Interactive Local Judgement)

(
) (
).

.
, , .
WAS (Weighted Average Sum -
), ELECTRE ( ELECTRE) AHP (Analytic
Hierarchy Process ).

, ,
,
.

.
2

-11-

 1/2

MCDA / MCDM. :

Aggregated Indices Randomization Method (AIRM)

Analytic hierarchy process (AHP)
Analytic network process (ANP)
Data envelopment analysis
Dominance-based rough set approach (DRSA)
ELECTRE (Outranking)
The evidential reasoning approach
Goal programming
Grey relational analysis (GRA)
Inner product of vectors (IPV)
Multi-Attribute Global Inference of Quality (MAGIQ)
Multi-attribute utility theory (MAUT)
Multi-attribute value theory (MAVT)
New Approach to Appraisal (NATA)
Nonstructural Fuzzy Decision Support System (NSFDSS)
Potentially All Pairwise RanKings of all possible Alternatives (PAPRIKA)
PROMETHEE (Outranking)
Superiority and inferiority ranking method (SIR method)
Value analysis (VA)
Value engineering (VE)
Weighted product model (WPM)
Weighted sum model (WSM)

-12-

 2/2
They all claim that they can accurately solve this type of problem. However,
oftentimes different methods may yield different results for exactly the same (even
simple) problem.
This leads to a decision making paradox
Choosing the best MCDA / MCDM method is itself a multi-criteria decision making

problem, in which the alternatives are the methods themselves and the decision criteria are
the various evaluative ways for comparing them.
The choice of which model is most appropriate depends on the problem at hand and may
be to some extent dependent on which model the decision maker is most comfortable with.
The role of rank reversals in decision making when these methods are used on certain test
problems, plays a crucial role in this regard.

. >>C.
( , , D. . >D).
(. ) ,
.

-13-


, ..
(management information systems).
, :
""

.
"" .
" "
, .
/

(
,
)
, 3 ,
1, 2 3.

-14-

1
1.1
1.2
1.3
2
2.1
2.2
3
3.1
3.2
3.3
3.4

WAS ( ) AHP (
)
(.. ELECTRE-II)

(.. ELECTRE-II)
/
1
1.1
1.2
1.3
2
2.1
2.2
3
3.1
3.2
3.3
3.4

-1
()

-2
()

0-10
0-10
0-10

> > >

> >
> >

0-10
0-10

> >
> >

0-10
0-10
0-10
0-10

> >
> >
> >
> >
-15-

1.

(Weighted Average Sum - WAS)

.


1. 1, .

, .. [0, 100] [0, 1].

, .
.
.

-16-

-1

3/7

1.1

3/6

0-10

1.2

2/6

0-10

1.3

1/6

0-10

2/7

2.1

2/5

0-10

2.2

3/5

0-10

2/7

3.1

1/5

0-10

3.2

1/5

0-10

3.3

2/5

0-10

3.4

1/5

0-10

-17-

P1

P2

P3

8
7
8

7
8
6

6
5
6

9
6

4
5

6
5

8
7
9
6

9
4
5
2

7
6
5
5

/
1

(*)

P1
7.66 *
7.20
7.80
7.56 **

P2
7.16
4.60
5.00
5.81

P3
5.66
5.40
5.60
5.56

. :
8*3/6 + 7*2/6 + 8*1/6 = 7.66 ( )

(**) 7.66*3/7 + 7.20*2/7 + 7.80*2/7 = 7.56 ( )

, 1.5, : 1 > 2 = 3

-18-

2. (ELECTRE)

ELECTRE: ELimination Et Choix Traduisant la REalit (ELimination and Choice

Expressing REality).
" "

"" .
, ,
.
:
"" ,

" ", :

,
.

,
' .
, .
""
.
2

-19-

-2

P1

P2

1.1

> > >

1.2

> >

1.3

> >

2.1

> >

2.2

> >

3.1

> >

3.2

> >

3.3

> >

3.4

> >

P3

:
.
2

-20-

 - ELECTRE II (1/4)

Si(Px, Py) Px Py i.
: 1.1 () 12. S1.1(P1, P2).

S1.1(P1, P2),
S1.2(P1, P3),
S1.3(P1, P2),
S2.1(P1, P2),
S2.2(P1, P2),
S3.1(P1, P2),
S3.2(P1, P2),
S3.3(P1, P2),
S3.4(P1, P2),

S1.1(P1, P3),
S1.2(P2, P1),
S1.3(P1, P3),
S2.1(P1, P3),
S2.2(P1, P3),
S3.1(P1, P3),
S3.2(P1, P3),
S3.3(P1, P3),
S3.4(P1, P3),

S1.1(P2, P1),
S1.2(P2, P3)
S1.3(P2, P3),
S2.1(P2, P3),
S2.2(P2, P3),
S3.1(P2, P1),
S3.2(P3, P1),
S3.3(P2, P3),
S3.4(P2, P3),

S1.1(P2, P3)
S1.3(P3, P2)
S2.1(P3, P2)
S2.2(P3, P2)
S3.1(P2, P3)
S3.2(P3, P2)
S3.3(P3, P2)
S3.4(P3, P2)

" "
, " " "
". .
2

-21-

 - ELECTRE II (2/4)
:

Si(Px, Py), i = 1,2,3, gi

, :

w( g : S ( Px, Py))
c
w( g )
i, j

i, j

i, j

gi,j gi c .
, "" Px Py,
gi, :

gi,j Px Py,
... gi,j
... c.

-22-

 - ELECTRE II (3/4)

= 0.6 .
S1(P1, P2).
S1.1, S1.2, S1.3 .
P1 P2 S1.1
S1.3 ( 19).
( 18): 3+1=4
3+2+1=6
4/6=0.66 > 0.6, S1(P1, P2).

:
S1(P1, P2),
S2(P1, P2),
S3(P1, P2),

S1(P1, P3), S1(P2, P1), S1(P2, P3)

S2(P1, P3), S2(P2, P3), S2(P3, P2)
S3(P1, P3), S3(P2, P3), S3(P3, P2)

S1(P1, P2) 1 1 ()
2.
2

-23-

 - ELECTRE II (4/4)

,
:
S(P1, P2), S(P1, P3), S(P2, P3)

()

,
.
S(P1, P2), S(P1, P3), S(P2, P3)
P1 2 (). : (P1) = 2-0 =2
: (P1) = 2, (P2) = 0, (P3) = -2

: P1 > P2 > P3 ( > "")

-24-

 1
.
, C.
,
.
.
:
1)
2) .
, .
3) .
4)
5) () .
6) .
7) .
8) .

-25-

1)
2)
3)

4)

: , .
, ( ).
, 0..5
, .
/

1
1.1
1.2
2
2.1
2.2
3
3.1
3.2

[0..5]
[0..5]
[0..5]
[0..5]
[0..5]
[0..5]

2
3
1
1
1
1
2
3
1

0.4
0.75
0.25
0.2
0.5
0.5
0.4
0.75
0.25

2
2
2
2.5
2
3
3
3
3

4
4
4
3
3
3
2.5
2
4

4.75*
5
4
3.5
2
5
2.25
2
3

.
, .. ,
. , "",
"" "", 5, :
2/5=0.4, 1/5=0.2 2/5=0.4 . - .

-26-

 1 (...)
5)
6)

7)
8)

.
(. , ).
, "" :
0.75*5 + 0.25 * 4 = 4.75
, :
= 0.4 * 2 + 0.2 * 2.5 + 0.4 * 3 = 2.5
= 0.4 * 4 + 0.2 * 3 + 0.4 * 2.5 = 3.2
C= 0.4 * 4.75 + 0.2 * 3.5 + 0.4 * 2.25 = 3.5
0.2
: C > > .
0.5 : C = >

-27-

 2
ELECTRE . .
1)

2)
3)
4)
5)
6)
7)

.
. ,

( ,
).
.
.
.
.

.

: ,
. ,

( ) (.. Excel).
2

-28-

1)
2)

.
.

2
1.1

3
, , ,
1.2

1
, ,
2

1
2.1

1
, , ,
2.2

1
, ,
3

2
3.1

3
[0, 106], = 20.000
3.2

1
[0, 105], = 1.000

3)

80.000
15.000

120.000
8.000

110.000
14.000

, .
S1.1(B,A), S1.1(C,A), S1.1(C,B)
S1.1
A
B
C
S1.2
A
B
S1.2(B,A), S1.2(B,C), S1.2(C,A), S1.2(C,B)
S2.1(A,C), S2.1(B,A), S2.1(B,C), S2.1(C,A)
0
0
0
A
A
S2.2(A,B), S2.2(B,A), S2.2(C,A), S2.2(C,B)
3
0
1
B
B
S3.1(A,B), S3.1(A,C), S3.1(B,C), S3.1(C,B)
3
3
1
1
C
C
S3.2(A,C), S3.2(B,A), S3.2(B,C), S3.2(C,A)

-29-

C
0
1

4)
5)

(...)

0.6
(. 1 (S1, S2, S3))
S1(A,B)= 0 /(3+1) = 0 < 0.6,
S1(A,C) = 0 / (3+1) = 0 < 0.6,
S1(B,A) = (3+1) / (3+1) = 1 >0.6 ,
S1(B,C) = 1 / (3+1) = 0.25 < 0.6,
S1(C,A) = (3+1) / (3+1) = 1 >0.6 ,
S1(C,B) = (3+1) / (3+1) = 1 >0.6 ,

S2(A,B)= 1 /(1+1) = 0.5 < 0.6,

S2(A,C) = 1 / (1+1) = 0.5 < 0.6,
S2(B,A) = (1+1) / (1+1) = 1 >0.6 ,
S2(B,C) = 1 / (1+1) = 0.5 < 0.6,
S2(C,A) = (1+1) / (1+1) = 1 >0.6 ,
S2(C,B) = 1 / (1+1) = 0.5 < 0.6 ,

S3(A,B)= 3 /(3+1) = 0.75 > 0.6,

S3(A,C) = (3+1) / (3+1) = 1 > 0.6,
S3(B,A) = 1 / (3+1) = 0.25 < 0.6 ,
S3(B,C) = (3+1) / (3+1) = 1 > 0.6,
S3(C,A) = 1 / (3+1) = 0.25 < 0.6 ,
S3(C,B) = 3 / (3+1) = 0.75 > 0.6 ,

S1
A

O :
S1(B,A), S1(C,A), S1(C,B),
S2(B,A), S2(C,A),
S3(A,B), S3(A,C), S3(B,C), S3(C,B)
2

-30-

0
0

6)

2 (...)

:
S(A,B)= 2 / (2+1+2) =0.4,
S(A,C)= 2 / (2+1+2) =0.4,
S
A
B
S(B,A)= (2+1) / (2+1+2) =0.6,
S(B,C)= 2 / (2+1+2) =0.4,
0
0
A
S(C,A)= (2+1) / (2+1+2) =0.6,
1
0
B
S(C,B)= (2+2) / (2+1+2) =0.8,

:
S(B,A), S(C,A), S(C,B)
7)

+
0
1
2

, ,
:
A = 0 2 = 2
B=11=0
C=20=2

: C > B > A

:
.
2

-31-

3.
Analytic Hierarchy Process AHP

Tomas Saaty '70.

.
(WAS)
AHP.
:
1, 2 3,

4 :

(),
(),
()
().

wi
,
WAS.
2

-32-


WAS

WAS, .
AHP :

AHP :

, marketing, , ,

AHP
'
( ).
;
2

-33-


(Pairwise Comparison Matrix A)

n , nxn,
aij i j.

1-9,
:
aij
1
3
5
7
9
2, 4, 6, 8

1
1 / 5
1 / 2

1 / 4

5 2
4
1 1 / 2 1 / 2
2 1
2

2 1/ 2 1

i j .
i j.
i j.
i j.
i j.
.. 4
(3) (5) (. )

: () (5)

(), a12=5
i=j aij=1 ( ).
2

-34-

aij=k (consistency) : aji=1/k

:

aji=1/aij i,j ij.
1 5 2
4

1 / 5 1 1 / 2 1 / 2
(inconsistency):
1 / 2 2 1
2
a13=2, () 2

() a32=2, 1 / 4 2 1 / 2
1

() 2
().
() 2x2=4
(), a12=4 a12=5.

( ) .
, a13=2
a32=8 a12=16 ().

, .
, CI (Consistency Index),

.
( CI )
2

-35-

AHP Saaty

: AwT=wT

(1) :

n x n .
n
w1 w1
T

w (: transposed).
w1 w2
wi i.
w2 w2

A=
w1

wn
w1

w
w
w
w
1

(1)
""
wn wn
:
w2
wn
(1)
w=[w1, w2, ..., wn].

(1), , w=[0, 0, ..., 0]

0, (1) : =n w=[w1, w2, ..., wn]

'
(1) w'.

Saaty ,

' n w' w.

-36-

AHP w

'

, Saaty
, w'
:

1:

sum

1
1/5
1/2
1/4
1.95

5
1
2
2
10.00

2
1/2
1
1/2
4.00

A norm

4
1/2
2
1
7.50

0.513
0.103
0.256
0.128

0.500
0.100
0.200
0.200

0.500
0.125
0.250
0.125

0.533
0.067
0.267
0.133

.. 0.128=(1/4) /1.95
2: w' (

w) :

wi i Anorm.

= 0.5115
.. w1 =
4
: w' = [w1, w2, w3, w4] = [0.5115, 0.0986, 0.2433, 0.1466]

0.5128 + 0.5 + 0.5 + 0.533

, w1
()
norm.
2

-37-

AHP -
(. )

CI (Consistency
Index) :
wT:

1
1 / 5
=
1 / 2

1 / 4

4 0.5115 2.0775
1 1 / 2 1 / 2 0.0986 0.3959

=
2 1
2 0.2433 0.9894

2 1 / 2 1 0.1466 0.5933
5

:
1 n AwT i
1 2.0775 0.3959 0.9894 0.5933
T n
+
+
+
4
n
w
4 0.5115 0.0986 0.2433 0.1466
i
4.05 4
i =1
=
CI =
=
= 0.017
4 1
3
n 1
CI RI (Random Index) n.
n
RI

2
0

3
4
5
6
7
8
9
10
0.58 0.9 1.12 1.24 1.32 1.41 1.45 1.51

RI CI aii=1.

CI=0.
CI/RI<0.1 , AHP .
: n=4, CI=0.017 CI/RI=0.017/0.9=0.019 < 0.1 . .
-38-

AHP- 1

.
"" si (score)
.
() .

.
,

, 1 (
) 3, ...

E1 E2

E1 1
2
E2 1 / 2 1
E3 1 / 4 1 / 2

E3
4
2
1

wmax

:
s1 =

0.571 + 0.571 + 0.571

= 0.571
3

norm

0.571 0.571 0.571

= 0.286 0.286 0.286
0.143 0.143 0.143

s2=0.286 s3=0.143. : s=[0.571, 0.286, 0.143]

" " 3

() ().

-39-

AHP- 2
, .
:

E1
E2
E3

E1 E2 E3
1 1/ 2 1/ 3
2 1 1/ 3

3 3
1

E1 E2
E3

E1 1 1 / 7 1 / 3
E2 7 1
3
E3 3 1 / 3 1

E1
E2
E3

E1 E2 E3
1 1/ 4 1/ 7

4 1
2

7 2
1

, s,
s, sAE sEO. :
s=[0.159, 0.252, 0.589]
s=[0.088, 0.669, 0.243]
s=[0.069, 0.426, 0.506]

WAS.

-40-

AHP -
WAS

: (. 33) :

(w') w (. 35)
(. 36)
(score) (. 37, 38)

WAS ( ):
0.571
0.159
ScoreE = w A = [0.5115 0.0986 0.2433 0.1466]
0.088

0.069

0.286
0.252
0.669
0.426

0.143
0.589
= [0.339 0.396 0.265]
0.243

0.506

2 :
(0.5115 0.286) + (0.0986 0.252) + (0.2433 0.669) + (0.1466 0.426) = 0.396

: E2 score (0.396).
Wayen L. Winston, "Operations Research Applications and Algorithms", Duxbury Press, 1994.
2

-41-



, ,
.

" ".

:
()
`

( )
2

-42-