# Chapter 7

UTA METHODS
Yannis Siskos
University of Piraeus
Department of Informatics
80 Karaoli & Dimitriou Str.
18534 Piraeus !reece
ysis"os#unipi.\$r
Evangelos Grigoroudis, Nikolaos F. Matsatsinis
%ec&nical University of 'rete
Decision Support Systems (a)oratory
University 'ampus* Kounoupi+iana
,3100 '&ania !reece
-van\$elis*ni"os.#er\$asya.tuc.\$r
Abstract !"A #ethods re\$er to the philosoph% o\$ assessing a set o\$ value or utilit%
\$unctions, assu#ing the a&io#atic basis o\$ MA!" and adopting the pre\$erence
disaggregation principle. !"A #ethodolog% uses linear progra##ing
techni'ues in order to opti#all% in\$er additive value(utilit% \$unctions, so that
these \$unctions are as consistent as possible )ith the global decision*#aker+s
pre\$erences ,in\$erence principle-. "he #ain ob.ective o\$ this chapter is to
anal%ticall% present the !"A #ethod and its variants and to su##ari/e the
progress #ade in this \$ield. "he historical background and the philosoph% o\$
the aggregation*disaggregation approach are \$irstl% given in this chapter. "he
detailed presentation o\$ the basic !"A algorith# is presented, including the
discussion on the stabilit% and sensitivit% anal%ses. Several variants o\$ the
!"A #ethod, )hich incorporate di\$\$erent \$or#s o\$ opti#alit% criteria used in
the 01 \$or#ulation, are also discussed. "he i#ple#entation o\$ the !"A
#ethods is illustrated b% a general overvie) o\$ !"A*based 2SSs, as )ell as
real*)orld decision*#aking applications. Finall%, several potential \$uture
research develop#ents o\$ the !"A #ethodologies )ithin the conte&t o\$
MC2A are discussed through this chapter.
3 '&apter ,
4e% )ords !"A #ethods, 1re\$erence 2isaggregation, 5rdinal 6egression, Additive
!tilit%, Multicriteria Anal%sis
1. INTRODUCTION
1.1 General philosophy
7n decision*#aking involving #ultiple criteria, the basic proble# stated
b% anal%sts and decision*#akers concerns the )a% that the \$inal decision
should be #ade. 7n #an% cases, ho)ever, this proble# is posed in the
opposite )a% assu#ing that the decision is given, ho) is it possible to \$ind
the rational basis \$or the decision being #ade8 5r e'uivalentl%, ho) is it
possible to assess the decision9#aker+s pre\$erence #odel leading to e&actl%
the sa#e decision as the actual one or at least the #ost :si#ilar; decision8
"he philosoph% o\$ pre\$erence disaggregation in #ulticriteria anal%sis is to
assess(in\$er pre\$erence #odels \$ro# given pre\$erential structures and to
address decision*aiding activities through operational #odels )ithin the
a\$ore#entioned \$ra#e)ork.
!nder the ter# :#ulticriteria anal%sis; t)o basic approaches have been
developed involving
<. a set o\$ #ethods or #odels enabling the aggregation o\$ #ultiple
evaluation criteria to choose one or #ore actions \$ro# a set / and
3. an activit% o\$ decision*aid to a )ell*de\$ined decision*#aker
,individual, organi/ation, etc.-
7n both cases, the set / o\$ potential actions ,or ob.ects, alternatives,
decisions- is anal%/ed in ter#s o\$ #ultiple criteria in order to #odel all the
possible i#pacts, conse'uences or attributes related to the set /.
6o% ,<=>?- outlines a general #odeling #ethodolog% o\$ decision*#aking
proble#s, )hich includes \$our #odeling steps starting )ith the de\$inition o\$
the set / and \$inishing )ith the activit% o\$ decision*aid, as \$ollo)s
9 (evel 1 5b.ect o\$ the decision, including the de\$inition o\$ the set o\$
potential actions / and the deter#ination o\$ a proble#atic on /.
9 (evel 0 Modeling o\$ a consistent \$a#il% o\$ criteria assu#ing that
these criteria are non*decreasing value \$unctions, e&haustive and non*
redundant.
9 (evel 3 2evelop#ent o\$ a global pre\$erence #odel, to aggregate the
#arginal pre\$erences on the criteria.
9 (evel 4 2ecision*aid or decision support, based on the results o\$
level @ and the proble#atic o\$ level <.
,. U%/ 1et&o+s @
7n level <, 6o% ,<=>?- distinguishes \$our re\$erence proble# state#ents,
each o\$ )hich does not necessaril% preclude the others. "hese proble#atics
can be e#plo%ed separatel%, or in a co#ple#entar% )a%, in all phases o\$ the
decision*#aking process. "he \$our proble#atics are the \$ollo)ing
9 Pro)lematic 2 Choosing one action \$ro# / ,choice-.
9 Pro)lematic 3 Sorting the actions into pre*de\$ined and pre\$erence*
ordered categories ,sorting-.
9 Pro)lematic 4 6anking the actions \$ro# the best one to the )orst one
,ranking-.
9 Pro)lematic 5 2escribing the actions in ter#s o\$ their per\$or#ances
on the criteria ,description-.
7n level 3, the #odeling process #ust conclude on a consistent \$a#il% o\$
criteria { }
< 3
, , ,
n
\$ \$ \$ K . Each criterion is a non*decreasing real valued
\$unction de\$ined on /, as \$ollo)s
A
A
B , C ( , -
i i i
\$ / \$ \$ a \$ a → ⊂ → ∈ ¡ ¡
)here B
A
A
,
i i
\$ \$ C is the criterion evaluation scale,
A i
\$ and
A
i
\$ are the )orst
and the best level o\$ the i*th criterion respectivel%, , -
i
\$ a is the evaluation or
per\$or#ance o\$ action
a
on the i*th criterion and
, - a g
is the vector o\$
per\$or#ances o\$ action
a
on the n criteria.
Fro# the above de\$initions the \$ollo)ing pre\$erential situations can be
deter#ined
( )
( )
, - , - is pre\$erred to
, - , - is indi\$\$erent to
i i
i i
\$ a \$ ) a ) a )
\$ a \$ ) a ) a )
¹ > ⇔
¹
'
· ⇔
¹
¹
f
:
So, having a )eak*order pre\$erence structure on a set o\$ actions, the
proble# is to ad.ust additive value or utilit% \$unctions based on #ultiple
criteria, in such a )a% that the resulting structure )ould be as consistent as
possible )ith the initial structure. "his principle underlies the
disaggregation*aggregation approach presented in the ne&t section.
"his chapter is devoted to !"A #ethods, )hich are regression based
approaches that have been developed as an alternative to #ultiattribute
utilit% theor% ,MA!"-. !"A #ethods not onl% adopt the aggregation*
disaggregation principles, but the% #a% also be considered as the #ain
initiative and the #ost representative e&a#ple o\$ pre\$erence disaggregation
theor%. Another, #ore recent e&a#ple o\$ the pre\$erence disaggregation
theor% is the do#inance*based rough set approach ,26SA- leading to
decision rule pre\$erence #odel via inductive learning ,see chapter <? o\$ this
book-.
D '&apter ,
kno)n a priori, )hile the global pre\$erence is unkno)n. 5n the contrar%, the
philosoph% o\$ disaggregation involves the in\$erence o\$ pre\$erence #odels
\$ro# given global pre\$erences ,6i\$ure ,71-.
C67"E67A
G05EA0
16EFE6ENCE
Aggregation #odel
Aggregation #odel 8
6i\$ure ,71. "he aggregation and disaggregation paradig#s in MC2A ,Fac'uet*0agrG/e and
Siskos, 3HH<-
"he disaggregation*aggregation approach ,Fac'uet*0agrG/e and Siskos,
<=>3I 3HH<I Siskos, <=>HI Siskos and Yannacopoulos, <=>?I Siskos et al.,
<==@- ai#s at anal%/ing the behavior and the cognitive st%le o\$ the 2ecision
Maker ,2M-. Special iterative interactive procedures are used, )here the
co#ponents o\$ the proble# and the 2M+s global .udg#ent polic% are
anal%/ed and then the% are aggregated into a value s%ste# ,6i\$ure ,70-. "he
goal o\$ this approach is to aid the 2M to i#prove his(her kno)ledge about
the decision situation and his(her )a% o\$ pre\$erring that entails a consistent
decision to be achieved.
7n order to use global pre\$erence given data, Fac'uet*0agrG/e and Siskos
,3HH<- note that the clari\$ication o\$ the 2M+s global pre\$erence necessitates
the use o\$ a set o\$ re\$erence actions
8
/ . !suall%, this set could be
<. a set o\$ past decision alternatives ,
8
/ past actions-,
3. a subset o\$ decision actions, especiall% )hen / is large ,
8
/ / ⊂ -,
@. a set o\$ \$ictitious actions, consisting o\$ per\$or#ances on the criteria,
)hich can be easil% .udged b% the decision*#aker to per\$or# global
co#parisons ,
8
/ \$ictitious actions-.
,. U%/ 1et&o+s ?
7n each o\$ the above cases, the 2M is asked to e&ternali/e and(or con\$ir#
his(her global pre\$erences on the set
8
/ taking into account the
per\$or#ances o\$ the re\$erence actions on all criteria.
Consistenc% o\$ the
pre\$erence #odel and
2M+s .udg#ent polic%
1re\$erence #odel
construction
2ecision data * 2M +s
global .udg#ent polic%
Criteria #odeling
2ecision
1roble#
2M+s pre\$erences
1roble#
Aggregation o\$
2M+s pre\$erences
on the criteria
Jalue or utilit%
s%ste#
2ecision
9a: %&e value system approac&
2M+s pre\$erences
1roble#
Aggregation o\$
2M+s pre\$erences
and construction o\$
outranking relations
E&ploitation o\$ the
constructed
outranking relations
Aid the 2M to #ake
a :good; decision
9): %&e outran"in\$ relation approac&
9c: %&e +isa\$\$re\$ation7a\$\$re\$ation approac&
Multiob.ective
#athe#atical
progra##ing
\$or#ulation
2M+s satis\$action
level and(or utilit%
#odel
Multiob.ective
opti#i/ation
techni'ues
2ecision
9+: %&e multio);ective optimi<ation approac&
7nteractive procedure
6i\$ure ,70. "he disaggregation*aggregation approach vs. other MC2A approaches ,Siskos
and Sp%ridakos, <===-
K '&apter ,
1.# Hisori\$al %a\$&gro'nd
"he histor% o\$ the disaggregation principle in #ultidi#ensional(
#ulticriteria anal%ses begins )ith the use o\$ goal progra##ing techni'ues, a
special \$or# o\$ linear progra##ing structure, in assessing(in\$erring
pre\$erence(aggregation #odels or in developing linear or non9linear
#ultidi#ensional regression anal%ses ,Siskos, <=>@-.
Charnes et al. ,<=??- proposed a linear #odel o\$ opti#al esti#ation o\$
e&ecutive co#pensation b% anal%/ing or disaggregating pair)ise
co#parisons and given #easures ,salaries-I the #odel )as esti#ated so that
it could be as consistent as possible )ith the data \$ro# the goal progra##ing
point o\$ vie).
4arst ,<=?>- #ini#i/ed the su# o\$ absolute deviations via goal
progra##ing in linear regression )ith one variable, )hile Lagner ,<=?=-
generali/es the 4arst+s #odel in the #ultiple regression case. 0ater 4elle%
,<=?>- proposed a si#ilar #odel to #ini#i/e the "cheb%che\$\$+s criterion in
linear regression.
Srinivasan and Shoker ,<=7@- outlined the 5626EG ordinal regression
#odel to assess a linear value \$unction b% disaggregating pair)ise
.udg#ents. Freed and Glover ,<=><- proposed goal progra##ing #odels to
in\$er the )eights o\$ linear value \$unctions in the \$ra#e o\$ discri#inant
anal%sis ,proble#atic M-.
"he research on handling ordinal criteria began )ith the studies o\$ Young
et al. ,<=7K-, and Fac'uet*0agrG/e and Siskos ,<=7>-. "he latter research
re\$ers to the presentation o\$ the !"A #ethod in the :Cahiers du
0AMSA2E; series and indicates the actual initiation o\$ the develop#ent o\$
disaggregation #ethods. Eoth research tea#s \$aced the sa#e proble# to
in\$er additive value \$unctions b% disaggregating a ranking o\$ re\$erence
alternatives. Young et al. ,<=7K- proposed alternating least s'uares
techni'ues, )ithout ensuring, ho)ever, that the additive value \$unction is
opti#all% consistent )ith the given ranking. 7n the case o\$ the !"A #ethod,
opti#alit% is ensured through linear progra##ing techni'ues.
2. THE UTA METHOD
2.1 (rin\$iples and noaion
"he !"A ,!"ilitNs Additives- #ethod proposed b% Fac'uet*0agrG/e and
Siskos ,<=>3- ai#s at in\$erring one or #ore additive value \$unctions \$ro# a
given ranking on a re\$erence set
8
/ . "he #ethod uses special linear
,. U%/ 1et&o+s 7
progra##ing techni'ues to assess these \$unctions so that the ranking,s-
obtained through these \$unctions on
8
/ is ,are- as consistent as possible
)ith the given one.
"he criteria aggregation #odel in !"A is assu#ed to be an additive
value \$unction o\$ the \$ollo)ing \$or# ,Fac'uet*0agrG/e and Siskos, <=>3-
<
, - , -
n
i i i
i
u p u \$
·
·

g
sub.ect to nor#ali/ation constraints
<
A
A
<
, - H, , - < <, 3, ,
n
i
i
i i i i
p
u \$ u \$ i n
·
¹
·
¹
'
¹
· · ∀ · …
¹

)here
i
u , <, 3, , i n · K are non*decreasing real valued \$unctions, na#ed
#arginal value or utilit% \$unctions, )hich are nor#ali/ed bet)een H and <,
and
i
p is the )eight o\$
i
u ,6i\$ure ,73-.
H
, -
i i
u \$
A i
\$
A
i
\$
<
criterion \$
i
6i\$ure ,73. "he nor#ali/ed #arginal value \$unction
Eoth the #arginal and the global value \$unctions have the #onotonicit%
propert% o\$ the true criterion. For instance, in the case o\$ the global value
\$unction the \$ollo)ing properties hold
B , -C B , -C ,pre\$erence-
B , -C B , -C ,indi\$\$erence-
u a u ) a )
u a u ) a )
> ⇔ ¹
'
· ⇔
¹
g g
g g
f
:
"he !"A #ethod in\$ers an un)eighted \$or# o\$ the additive value
\$unction, e'uivalent to the \$or# de\$ined \$ro# relations ,7*@- and ,7*D-, as
\$ollo)s
> '&apter ,
<
, - , -
n
i i
i
u u \$
·
·

g
sub.ect to nor#ali/ation constraints
A
<
A
, - <
, - H <, 3, ,
n
i i
i
i i
u \$
u \$ i n
·
¹
·
¹
'
¹
· ∀ · …
¹

5\$ course, the e&istence o\$ such a pre\$erence #odel assu#es the
pre\$erential independence o\$ the criteria \$or the 2M ,4eene% and 6ai\$\$a,
<=7K-, )hile other conditions \$or additivit% have been proposed b% Fishburn
,<=KK, <=K7-. "his assu#ption does not pose signi\$icant proble#s in a
posteriori anal%ses such as disaggregation anal%ses.
2.2 De)elop"en o* he UTA "ehod
5n the basis o\$ the additive #odel ,7*K-*,7*7- and taking into account the
pre\$erence conditions ,7*?-, the value o\$ each alternative
8
a / ∈ #a% be
)ritten as
<
B , -C B , -C , -
n
i i 8
i
u a u \$ a a a / σ
·
′ · + ∀ ∈

g
)here
, - a σ
is a potential error relative to B , -C u a ′ g .
Moreover, in order to esti#ate the corresponding #arginal value
\$unctions in a piece)ise linear \$or#, Fac'uet*0agrG/e and Siskos ,<=>3-
propose the use o\$ linear interpolation. For each criterion, the interval
A
A
B , C
i i
\$ \$ is cut into , <-
i
α − e'ual intervals, and thus the end points
;
i
\$ are
given b% the \$or#ula
( )
A
A A
<
<, 3, ,
<
;
i i i i i
i
;
\$ \$ \$ \$ ; α
α

· + − ∀ ·

K
"he #arginal value o\$ an action
a
is appro&i#ated b% a linear
interpolation, and thus, \$or
<
, - B , C
; ;
i i i
\$ a \$ \$
+

<
<
, -
B , -C , - , - , -
;
; ; ; i i
i i i i i i i i ; ;
i i
\$ a \$
u \$ a u \$ u \$ u \$
\$ \$
+
+

1 · + −
¸ ]

"he set o\$ re\$erence actions
< 3
O , , P
8 m
/ a a a · K is also :rearranged; in
such a )a% that
<
a is the head o\$ the ranking and
m
a its tail. Since the
ranking has the \$or# o\$ a )eak order 8 , \$or each pair o\$ consecutive actions
<
, , -
" "
a a
+
it holds either
< " "
a a
+
f ,pre\$erence- or
< " "
a a
+
: ,indi\$\$erence-.
"hus, i\$
< <
, , - B, , -C B, , -C
" " " "
a a u a u a
+ +
′ ′ ∆ · − g g
then one o\$ the \$ollo)ing holds
,. U%/ 1et&o+s =
< <
< <
, , - i\$\$
, , - H i\$\$
" " " "
" " " "
a a a a
a a a a
δ
+ +
+ +
∆ ≥ ¹
'
∆ ·
¹
f
:
)here δ is a s#all positive nu#ber so as to discri#inate signi\$icantl% t)o
successive e'uivalence classes o\$ 8 .
"aking into account the h%pothesis on #onotonicit% o\$ pre\$erences, the
#arginal values , -
i i
u \$ #ust satis\$% the set o\$ the \$ollo)ing constraints
<
, - , - <, 3, , <, <, 3, ,
; ;
i i i i i i
u \$ u \$ s ; i n α
+
− ≥ ∀ · − · K K
)ith H
i
s ≥ being indi\$\$erence thresholds de\$ined on each criterion
i
\$ .
Fac'uet*0agrG/e and Siskos ,<=>3- urge that it is not necessar% to use these
thresholds in the !"A #odel , H-
i
s · , but the% can be use\$ul in order to
avoid pheno#ena such as
<
, - , -
; ;
i i i i
u \$ u \$
+
· )hen
< ; ;
i i
\$ \$
+
f .
"he #arginal value \$unctions are \$inall% esti#ated b% #eans o\$ the
\$ollo)ing linear progra# ,01- )ith ,7*K-, ,7*7-, ,7*<3-, ,7*<@- as constraints
and )ith an ob.ective \$unction depending on the
, - a σ
and indicating the
a#ount o\$ total deviation
< <
< <
<
A
<
B#inC , -
sub.ect to
, , - i\$
, , - H i\$
, - , - H and
, - <
8
a /
" " " "
" " " "
; ;
i i i i
n
i i
i
6 a
a a a a
a a a a
u \$ u \$ i ;
u \$
u
σ
δ

+ +
+ +
+
·
·
∆ ≥
∆ ·
− ≥ ∀
·

f
:
A
, - H, , - H, , - H , and
;
i i i i 8
\$ u \$ a a / i ; σ
¹
¹
¹
¹
¹
¹
¹
'
¹
¹
¹
¹
¹
¹
· ≥ ≥ ∀ ∈ ∀
¹
"he stabilit% anal%sis o\$ the results provided b% 01 ,7*<D- is considered
as a post*opti#alit% anal%sis proble#. As Fac'uet*0agrG/e and Siskos ,<=>3-
note, i\$ the opti#u#
A
H 6 · , the pol%hedron o\$ ad#issible solutions \$or
, -
i i
u \$ is not e#pt% and #an% value \$unctions lead to a per\$ect
representation o\$ the )eak order 8 . Even )hen the opti#al value
A
6
is
strictl% positive, other solutions, less good \$or 6 , can i#prove other
satis\$actor% criteria, like 4endall+s
τ
.
As sho)n in 6i\$ure ,74, the post*opti#al solutions space is de\$ined b%
the pol%hedron
A A
, -
all the constraints o\$ 01 ,7*<D-
6 6 " 6 ¹ ≤ +
'
¹
)here
A
, - " 6 is a positive threshold )hich is a s#all proportion o\$
A
6
.
"he algorith#s )hich could be used to e&plore the pol%hedron ,7*<?- are
branch and bound #ethods, like reverse si#ple& #ethod ,Jan de 1anne,
<H '&apter ,
<=7?-, or techni'ues dealing )ith the notion o\$ the lab%rinth in graph theor%,
such as "arr%+s #ethod ,Charnes and Cooper, <=K<-, or the #ethod o\$
Manas and Nedo#a ,<=K>-. Fac'uet*0agrG/e and Siskos ,<=>3-, in the
original !"A #ethod, propose the partial e&ploration o\$ pol%hedron ,7*<?-
b% solving the \$ollo)ing 01s
A A
B#inC , - B#a&C , -
in and in <, 3, ,
pol%hedron ,7*<?- pol%hedron ,7*<?-
i i i i
u \$ u \$
i n
¹ ¹
¹ ¹
∀ · …
' '
¹ ¹
¹ ¹
6=6
>
?"96
>
:
6=6
>
pol%hedron o\$ constraints ,7*<D-
@
0
@
1
6i\$ure ,74. 1ost*opti#alit% anal%sis ,Fac'uet*0agrG/e and Siskos, <=>3-
"he average o\$ the previous 01s #a% be considered as the \$inal solution
o\$ the proble#. 7n case o\$ instabilit%, a large variation o\$ the provided
solutions appears, and this average solution is less representative. 7n an%
case, the solutions o\$ the above 01s give the internal variation o\$ the )eight
o\$ all criteria
i
\$ , and conse'uentl% give an idea o\$ the i#portance o\$ these
criteria in the 2M+s pre\$erence s%ste#.
2.# The UTASTAR algorih"
"he !"AS"A6 #ethod proposed b% Siskos and Yannacopoulos ,<=>?-
is an i#proved version o\$ the original !"A #odel presented in the previous
section. 7n the original version o\$ !"A ,Fac'uet*0agrG/e and Siskos, <=>3-,
\$or each packed action
8
a / ∈ , a single error
, - a σ
is introduced to be
#ini#i/ed. "his error \$unction is not su\$\$icient to #ini#i/e co#pletel% the
dispersion o\$ points all around the #onotone curve o\$ 6i\$ure ,75. "he
,. U%/ 1et&o+s <<
proble# is posed b% points situated on the right o\$ the curve, \$ro# )hich it
)ould be suitable to subtract an a#ount o\$ value(utilit% and not increase the
values(utilities o\$ the others.
overesti#ation
error A

underesti#ation
error A
Q
H <
<
3
@
.
.
. 6
a
n
k
i
n
g
Global value
6i\$ure ,75. 5rdinal regression curve ,ranking versus global value-
7n !"AS"A6 #ethod, Siskos and Yannacopoulos ,<=>?- introduced a
double positive error \$unction, so that \$or#ula ,7*>- beco#es
<
B , -C B , -C , - , -
n
i i 8
i
u a u \$ a a a a / σ σ
+ −
·
′ · − + ∀ ∈

g
)here σ
+
and σ

are the overesti#ation and the underesti#ation error
respectivel%.
Moreover, another i#portant #odi\$ication concerns the #onotonicit%
constraints o\$ the criteria, )hich are taken into account through the
trans\$or#ations o\$ the variables
<
, - , - H <, 3, , and <, 3, , <
; ;
i; i i i i i
B u \$ u \$ i n ; α
+
· − ≥ ∀ · · − K K
and thus, the #onotonicit% conditions ,7*<@- can be replaced b% the non*
negative constraints \$or the variables i;
B
,\$or H
i
s · -.
Conse'uentl%, the !"AS"A6 algorith# #a% be su##ari/ed in the
\$ollo)ing steps
Step 1C
E&press the global value o\$ re\$erence actions B , -C
"
u a g , <, 3, , " m · K ,
\$irst in ter#s o\$ #arginal values , -
i i
u \$ , and then in ter#s o\$ variables i;
B

according to the \$or#ula ,7*<7-, b% #eans o\$ the \$ollo)ing e&pressions
<3 '&apter ,
<
<
<
, - H <, 3, ,
, - <, 3, , and 3, @, , <
i i
;
;
i i it i
t
u \$ i n
u \$ B i n ; α

·
¹ · ∀ ·
¹
'
· ∀ · · −
¹
¹

K
K K
Step 0C
7ntroduce t)o error \$unctions σ
+
and σ

on
8
/ b% )riting \$or each pair
o\$ consecutive actions in the ranking the anal%tic e&pressions
<
< < <
, , - B , -C , - , -
B , -C , - , -
" " " " "
" " "
a a u a a a
u a a a
σ σ
σ σ
+ −
+
+ −
+ + +
∆ · − +
− + −
g
g
Step 3C
Solve the linear progra#
<
< <
< <
<
< <
B#inC B , - , -C
sub.ect to
, , - i\$

, , - H i\$
<
H, , - H, , - H , and
i
m
" "
"
" " " "
" " " "
n
i;
i ;
i; " "
< a a
a a a a
"
a a a a
B
B a a i ; "
α
σ σ
δ
σ σ
+ −
·
+ +
+ +

· ·
+ −
¹
¹
· +
¹
¹
¹
¹
∆ ≥ ¹
¹

' ;
∆ ·
¹ ¹
¹
¹
·
¹
¹
≥ ≥ ≥ ∀
¹
¹

∑∑
f
:
)ith δ being a s#all positive nu#ber.
Step 4C
"est the e&istence o\$ #ultiple or near opti#al solutions o\$ the linear
progra# ,7*3<- ,stabilit% anal%sis-I in case o\$ non uni'ueness, \$ind the #ean
additive value \$unction o\$ those ,near- opti#al solutions )hich #a&i#i/e the
ob.ective \$unctions
<
A
<
, - <, 3, ,
i
i i i;
;
u \$ B i n
α −
·
· ∀ ·

K
on the pol%hedron o\$ the constraints o\$ the 01 ,7*3<- bounded b% the ne)
constraint
A
<
, - , -
m
" "
"
a a < σ σ ε
+ −
·
1 + ≤ +
¸ ]

)here
A
<
is the opti#al value o\$ the 01 in step @ and
ε
a ver% s#all
positive nu#ber.
A co#parison anal%sis bet)een !"A and !"AS"A6 algorith#s is
presented b% Siskos and Yannacopoulos ,<=>?- through a variet% o\$
e&peri#ental data. !"AS"A6 #ethod has provided better results
concerning a nu#ber o\$ co#parison indicators, like
,. U%/ 1et&o+s <@
<. "he nu#ber o\$ the necessar% si#ple& iterations \$or arriving at the
opti#al solution.
3. "he 4endall+s
τ
bet)een the initial )eak order and the one produced
b% the esti#ated #odel.
@. "he #ini#i/ed criterion
<
,su# o\$ errors- taken as the indicator o\$
dispersion o\$ the observations.
2.+ A n'"eri\$al e,a"ple
"he i#ple#entation o\$ the !"AS"A6 algorith# is illustrated b% a
practical e&a#ple presented b% Siskos and Yannacopoulos ,<=>?-. "he
proble# concerns a 2M )ho )ishes to anal%/e the choice o\$ transportation
#eans during the peak hours ,ho#e*)ork place-. Suppose that the 2M is
interested onl% in the \$ollo)ing three criteria
<. price ,in #onetar% units-,
3. ti#e o\$ .ourne% ,in #inutes-, and
@. co#\$ort ,possibilit% to have a seat-.
"he evaluation in ter#s o\$ the previous criteria is presented in %a)le ,71,
)here it should be noted that the \$ollo)ing 'ualitative scale has been used
\$or the co#\$ort criterion H ,no chance o\$ seating-, Q ,little chance o\$ seating-
QQ ,great chance o\$ \$inding a seating place-, and QQQ ,seat assured-. Also,
the last colu#n o\$ %a)le ,71 sho)s the 2M+s ranking )ith respect to the \$ive
alternative #eans o\$ transportation.
%a)le ,71. Criteria values and ranking o\$ the 2M
Means o\$
transportation
1rice ,#u- "i#e ,#in- Co#\$ort 6anking o\$ the
2M
6E6 @ <H Q <
ME"65 ,<- D 3H QQ 3
ME"65 ,3- 3 3H H 3
E!S K DH H @
"AR7 @H @H QQQ D
"he \$irst step o\$ !"AS"A6, as presented in the previous section,
consists o\$ #aking e&plicit the utilities o\$ the \$ive alternatives. For this
reason the \$ollo)ing scales have been chosen
[ ]
A
<A <
, @H,<K, 3 \$ \$ 1 ·
¸ ]
[ ]
A
3A 3
, DH, @H, 3H,<H \$ \$ 1 ·
¸ ]
[ ]
A
@A @
, H, , , \$ \$ 1 · + ++ + + +
¸ ]
!sing linear interpolation \$or the criterion
<
\$ according to \$or#ula ,7*
<H-, the value o\$ each alternative #a% be )ritten as
<D '&apter ,
< < 3 @
B ,6E6-C H.H7 ,<K- H.=@ ,3- ,<H- , - u u u u u · + + + + g
< < 3 @
B ,ME"65<-C H.<D ,<K- H.>K ,3- ,3H- , - u u u u u · + + + ++ g
< 3 @
< 3
B ,ME"653-C ,3- ,3H- ,H-
,3- ,3H-
u u u u
u u
· + +
· +
g
< < 3 @
< <
B ,E!S-C H.3= ,<K- H.7< ,3- ,DH- ,H-
H.3= ,<K- H.7< ,3-
u u u u u
u u
· + + +
· +
g
< 3 @
3 @
B ,"AR7-C ,@H- ,@H- , -
,@H- , -
u u u u
u u
· + + + + +
· + + + +
g
)here the \$ollo)ing nor#ali/ation conditions \$or the #arginal value
\$unctions have been used
< 3 @
,@H- ,DH- ,H- H u u u · · · .
Also, according to \$or#ula ,7*<=-, the global value o\$ the alternatives
#a% be e&pressed in ter#s o\$ the variables i;
B

<< <3 3< 33 3@ @<
<< <3 3< 33 @< @3
<< <3 3< 33
<< <3
3< @< @3 @@
B ,6E6-C H.=@
B ,ME"65<-C H.>K
B ,ME"653-C
B ,E!S-C H.7<
B ,"AR7-C
u B B B B B B
u B B B B B B
u B B B B
u B B
u B B B B
· + + + + +
· + + + + +
· + + +
· +
· + + +
g
g
g
g
g
According to the second step o\$ the !"AS"A6 algorith#, the \$ollo)ing
e&pressions are )ritten, \$or each pair o\$ consecutive actions in the ranking
<3 3@ @3
6E6 6E6 ME"65< ME"65<
<3 @< @3
ME"65< ME"65< ME"653 ME"653
<3 3< 33
ME"653 ME"653 E!S E!S
,6E6, ME"65<- H.H7

,ME"65<, ME"653- H.<D

,ME"653, E!S- H.3=

,E!S, "AR7
B B B
B B B
B B B
σ σ σ σ
σ σ σ σ
σ σ σ σ

+ + −
+ + −
+ + −
∆ · + −
− + + −
∆ · − + +
− + + −
∆ · + +
− + + −

<< <3 3< @< @3 @@
E!S E!S "AR7 "AR7
- H.7<

B B B B B B
σ σ σ σ

+ + −
· + − − − −
− + + −
Eased on the a\$ore#entioned e&pression, a linear progra# according to
,7*3<- is \$or#ulated, )ith H.H? δ · ,see %a)le ,70-. An opti#al solution is
<<
H.? B · ,
3<
H.H? B · ,
3@
H.H? B · ,
@@
H.D B · )ith
A
B#inC H < < · · . "his
solution corresponds to the #arginal value \$unctions presented in %a)le ,73
and produces a ranking )hich is consistent )ith the 2M+s initial )eak order.
%a)le ,70. 7nitial linear progra##ing \$or#ulation
B<< B<3 B3< B33 B3@ B@< B@3 B@@ variables A
Q
and A
*
6SS
H H.H7 H H < H *< H *< < < *< H H H H H H T H.H?
,. U%/ 1et&o+s <?
B<< B<3 B3< B33 B3@ B@< B@3 B@@ variables A
Q
and A
*
6SS
H *H.<D H H H < < H H H *< < < *< H H H H U H
H H.3= < < H H H H H H H H *< < < *< H H T H.H?
< H.7< *< H H *< *< *< H H H H H H *< < < *< T H.H?
< < < < < < < < H H H H H H H H H H U <
< < < < < < < < H H H H H H H H H H <
7t should be e#phasi/ed that this solution is not uni'ue. "hrough post*
opti#alit% anal%sis ,step D-, the !"AS"A6 algorith# searches \$or #ultiple
opti#al solutions, or #ore generall%, \$or near opti#al solutions
corresponding to error values bet)een
A
<
and
A
< ε + . For this reason, the
error ob.ective should be trans\$or#ed to a constraint o\$ the t%pe ,7*3@-.
%a)le ,73. Marginal value \$unctions ,initial solution-
1rice "i#e Co#\$ort
u<,@H- U H.HHH u3,DH- U H.HHH u@,H- U H.HHH
u<,<K- U H.?HH u3,@H- U H.H?H u@,Q- U H.HHH
u<,3- U H.?HH u3,3H- U H.H?H u@,QQ- U H.HHH
u3,<H- U H.<HH u@,QQQ- U H.DHH
7n the presented nu#erical e&a#ple, the initial linear progra# has
#ultiple opti#al solutions, since
A
H < · . "hus, in the post*opti#alit%
anal%sis step, the algorith# searches \$or #ore characteristic solutions, )hich
#a&i#i/e the e&pressions ,7*33-, i.e. the )eights o\$ each criterion.
Further#ore, in this particular case )e have
A
H , - , - H
" "
< a a " σ σ
+ −
· ⇔ · · ∀
so the error variables #a% be e&cluded \$ro# the linear progra#s o\$ the post*
opti#alit% anal%sis. %a)le ,74 presents the \$or#ulation o\$ the linear
progra#s that have to be solved during this step.
%a)le ,74. 0inear progra##ing \$or#ulation ,post*opti#alit% anal%sis-
B<< B<3 B3< B33 B3@ B@< B@3 B@@ 6SS
H H.H7 H H < H *< H T H.H?
H *H.<D H H H < < H U H
H H.3= < < H H H H T H.H?
< H.7< *< H H *< *< *< T H.H?
< < < < < < < < U <
< < H H H H H H B#a&C u<,\$<
A
-
H H < < < H H H B#a&C u3,\$3
A
-
H H H H H < < < B#a&C u@,\$@
A
-
"he solutions obtained during post*opti#alit% anal%sis are presented in
%a)le ,75. "he average o\$ these three solutions is also calculated in the last
ro) o\$ %a)le ,75. "his centroid is taken as a uni'ue utilit% \$unction,
<K '&apter ,
provided that it is considered as a #ore representative solution o\$ this
particular proble#.
%a)le ,75. 1ost*opti#alit% anal%sis and \$inal solution
B<< B<3 B3< B33 B3@ B@< B@3 B@@
B#a&C u<,\$<
A
- H.7K3? H.<7? H H H.H@7? H.H3? H H
B#a&C u3,\$3
A
- H.H? H H H.H? H.= H H H
B#a&C u@,\$@
A
- H.@?K3 H.<7? H H H.H@7? H.H3? H H.DHK@
Average H.@>=K H.<<K7 H H.H<K7 H.@3?H H.H<K7 H H.<@?D
"his \$inal solution corresponds to the #arginal value \$unctions presented
in %a)le ,7D. Also, the utilities \$or each alternative are calculated as \$ollo)s
B ,6E6-C H.>?K
B ,ME"65<-C H.?3@
B ,ME"653-C H.?3@
B ,E!S-C H.D7@
B ,"AR7-C H.<?3
u
u
u
u
u
·
·
·
·
·
g
g
g
g
g
)here it is obvious that these values are consistent )ith the 2M+s )eak
order.
%a)le ,7D. Marginal value \$unctions ,\$inal solution-
1rice "i#e Co#\$ort
u<,@H- U H.HHH u3,DH- U H.HHH u@,H- U H.HHH
u<,<K- U H.@=H u3,@H- U H.HHH u@,Q- U H.H<7
u<,3- U H.?HK u3,3H- U H.H<7 u@,QQ- U H.H<7
u3,<H- U H.@D3 u@,QQQ- U H.<?3
"hese #arginal utilities #a% be nor#ali/ed b% dividing ever% value
, -
;
i i
u \$ b%
A
, -
i i
u \$ . 7n this case the additive utilit% can be )ritten as
< < 3 3 @ @
, - H.?HK , - H.@D3 , - H.<?3 , - u u \$ u \$ u \$ · + + g
)here the nor#ali/ed #arginal value \$unctions are presented in 6i\$ure ,.D.
#. -ARIANTS O. THE UTA METHOD
#.1 Alernai)e opi"aliy \$rieria
Several variants o\$ the !"A #ethod have been developed, incorporating
di\$\$erent \$or#s o\$ global pre\$erence or di\$\$erent \$or#s o\$ opti#alit% criteria
used in the linear progra##ing \$or#ulation.
,. U%/ 1et&o+s <7
An e&tension o\$ the !"A #ethods, )here
B , -C u a g
is in\$erred \$ro#
pair)ise co#parisons is proposed b% Fac'uet*0agrG/e and Siskos ,<=>3-.
"his sub.ective pre\$erence obtained b% pair)ise .udg#ents is #ost o\$ten not
transitive, and thus, the #odi\$ied #odel #a% be )ritten as in the \$ollo)ing
01
<H
<
3H @H DH
H
H.HD=
"i#e ,#in-
u
3
,
\$
3
-
H
<
Q QQ QQQ
H
H.<<H H.<<H
Co#\$ort
u
@
,
\$
@
-
3
<
<K @H
H
H.77H
1rice ,#onetar% units-
u
<
,
\$
<
-
6i\$ure ,7D. Nor#ali/ed #arginal value \$unctions
<> '&apter ,
[ ] [ ] { }
[ ] [ ] { } ( )
, , - , , -
<
<
<
B#inC
sub.ect to
, - , - H i\$
, - , - H i\$
, - , - ,
,
a) a) a) )a
a ) a ) a ) a )
n
i i i i a)
i
n
i i i i a) )a
i
; ;
i i i i i
i i
6 < <
u \$ a u \$ ) < a )
u \$ a u \$ ) < < a ) ) a
u \$ u \$ s i ;
u \$
λ λ
·
·
+
· +
− + ≥
− + − · ⇒
− ≥ ∀
∑ ∑

f :
f
: :
A
<
A
- <
, - H, , - H, H , and , , -
n
i
;
i i i i a)
u \$ u \$ < i ; a ) 8
·
¹
¹
¹
¹
¹
¹
¹
¹
¹
'
¹
¹
¹
¹
·
¹
¹
¹ · ≥ ≥ ∀ ∈
¹
¹

a)
λ being a non negative )eight re\$lecting a degree o\$ con\$idence in the
.udg#ent bet)een
a
and ) .
An alternative opti#alit% criterion )ould be to #ini#i/e the nu#ber o\$
violated pairs o\$ an order 8 provided b% the 2M in ranking 8′ given b% the
#odel, )hich is e'uivalent to #a&i#i/e 4endall+s
τ
bet)een the t)o
rankings. "his e&tension is given b% the #i&ed integer 01 ,7*3?-, )here
H
a)
γ · i\$
B , -C B , -C u a u ) δ − ≥ g g
\$or a pair
, , - a ) 8 ∈
and the .udg#ent is
respected, other)ise <
a)
γ · and the .udg#ent is violated. "hus, the
ob.ective \$unction in this 01 represents the nu#ber o\$ violated pairs in the
overall pre\$erence aggregated b%
, - u g
.
[ ] [ ] { }
, , -
<
<
A
<
A
B#inC B#a&C , , -
sub.ect to
, - , - , , -
, - , - ,
, - <
, - H, , - H
a)
a ) 8
n
i i i i a)
i
; ;
i i i i i
n
i i
i
;
i i i i
6 8 8
u \$ a u \$ ) 1 a ) 8
u \$ u \$ s i ;
u \$
u \$ u \$
γ τ
γ δ

·
+
·
′ · ⇔
− + ⋅ ≥ ∀ ∈
− ≥ ∀
·
· ≥

,
H or < , , -
a)
i ;
a ) 8 γ
¹
¹
¹
¹
¹
¹
¹
¹
'
¹
¹
¹
¹

¹
¹
· ∀ ∈
¹
¹
)here 1 is a large nu#ber. Eeuthe and Scanella ,3HH<- propose to handle
separatel% the pre\$erence and indi\$\$erence .udg#ents, and #odi\$% the
previous 01 using the constraints
,. U%/ 1et&o+s <=
[ ] [ ] { }
[ ] [ ] { }
[ ] [ ] { }
<
<
<
, - , - i\$
, - , - H
i\$
, - , - H
n
i i i i a)
i
n
i i i i a)
i
n
i i i i )a
i
u \$ a u \$ ) 1 a )
u \$ a u \$ ) 1
a )
u \$ a u \$ ) 1
γ δ
γ
γ
·
·
·
¹
− + ⋅ ≥
¹
¹
¹
¹ ¹
− + ⋅ ≥
'
¹
¹
¹
;
¹
¹
− + ⋅ ≥
¹
¹
¹ ¹ ¹

f
:
"he assu#ption o\$ #onotonicit% o\$ pre\$erences, in the conte&t o\$
separable value \$unctions, #eans that the #arginal values are #onotonic
\$unctions o\$ the criteria. "his assu#ption, although )idel% used, is
so#eti#es not applicable to real*)orld situations. 5ne )a% to deal )ith non*
#onotonic pre\$erences is to divide the range o\$ the criteria into intervals, so
that the pre\$erences are #onotonic in each interval, and then treat each
interval separatel% ,4eene% and 6ai\$\$a, <=7K-. 7n the sa#e spirit, 2espotis
and Vopounidis ,<==@- present a variation o\$ the !"AS"A6 #ethod \$or the
assess#ent o\$ non*#onotonic #arginal value \$unctions. 7n this #odel, the
range o\$ each criterion is divided into t)o intervals ,see also 6i\$ure ,7,-
H
, -
i i
u \$
<
A i i
\$ \$ ·
3
i
\$
<
i
p
i
\$
+
... i
p
i i
+ \$ ·
...
A
i i
p E
i i
\$ \$
+
·
i
\$
6i\$ure ,7,. A non*#onotonic partial utilit% \$unction ,2espotis and Vopounidis, <==@-
{ }
{ }
< < 3
A
< 3 A
, , ,
, , ,
i
i i i i
p
i i i i i i
p p p E
i i i i i i
! \$ \$ \$ \$ +
! + \$ \$ \$ \$
+ +
¹
· · ·
¹
'
· · ·
¹
¹
K
K
)here
i
+ is the #ost desirable value o\$
i
\$ , and the para#eters
i
p and
i
E
are deter#ined according to the dispersion o\$ the input dataI o\$ course it
holds that
i i i
p E α + · . 7n this approach, the #ain #odi\$ication concerns the
assess#ent o\$ the decision variables i;
B
o\$ the 01 ,7*3<-. Sence, \$or#ula
,7*<=- beco#es
3H '&apter ,
<
<
< <
<
i\$ <
, -
i\$
i
i
;
it i
t
;
i i
p ;
it it i i
t t p
B ; p
u \$
B B p ; α

·
− −
· ·
¹
< ≤
¹
¹
·
'
¹
− < ≤
¹
¹

∑ ∑
)hile the conditions
<
, - H
i i
u \$ · re#ain.
Another e&tension o\$ the !"A #ethods re\$ers to the intensit% o\$ the
2M+s pre\$erences, si#ilar to the conte&t proposed b% Srinivasan and Socker
,<=7@-. 7n this case, a series o\$ constraints #a% be added during the 01
\$or#ulation. For e&a#ple, i\$ the pre\$erence o\$ alternative
a
over alternative
) is stronger than the pre\$erence o\$ ) over
c
, then the \$ollo)ing condition
#a% be )ritten
[ ] [ ] B , -C B , -C B , -C B , -C u a u ) u ) u c ϕ ′ ′ ′ ′ − − − ≥ g g g g
)here
H ϕ >
is a #easure o\$ pre\$erence intensit% and , - u′ g is given b%
\$or#ula ,7*>-. "hus, using \$or#ula ,7*<<-, the \$ollo)ing constraint should
, , - , , - a ) ) c ϕ ∆ − ∆ ≥
7n general, i\$ the 2M )ishes to e&pand these pre\$erences to the )hole set
o\$ alternatives, a #ini#u# nu#ber o\$ 3 m− constraints o\$ t%pe ,7*@H- is
re'uired.
2espotis and Vopounidis ,<==@- consider the case )here the 2M ranks
the alternatives using an e&plicit overall inde& I . "hus, \$or#ula ,7*<3- #a%
be replaced b% the \$ollo)ing condition
< <
, , - <, 3, , <
" " " "
a a I I " m
+ +
∆ · − ∀ · − K
Eesides the succession o\$ the alternatives in the pre\$erence ranking, these
constraints state that the di\$\$erence o\$ global value o\$ an% successive
alternatives in the ranking should be consistent )ith the di\$\$erence o\$ their
evaluation on the ratio scale.
7n the sa#e conte&t, 5ral and 4etanni ,<=>=- propose the opti#i/ation o\$
le&icographic criteria )ithout discretisation o\$ criteria scales
i
! , )here a
ratio scale is used in order to e&press intensit% o\$ pre\$erences.
5ther variants o\$ the !"A #ethod concerning di\$\$erent \$or#s o\$ global
pre\$erence are #ainl% \$ocused on
9 additional properties o\$ the assessed value \$unctions, like concavit%
,2espotis and Vopounidis, <==@-I
9 construction o\$ \$u//% outranking relations based on #ultiple value
\$unctions
u
provided b% !"A+s post*opti#alit% anal%sis ,Siskos,
<=>3-.
"he di#ensions o\$ the a\$ore#entioned !"A #odels a\$\$ect the
co#putational co#ple&it% o\$ the \$or#ulated 01s. 7n #ost cases, as noted b%
Fac'uet*0agrG/e and Siskos ,<=>3-, it is pre\$erable to solve the dual 01 sue
,. U%/ 1et&o+s 3<
to the structure o\$ these 01s. %a)le ,7, su##ari/es the si/e o\$ all 01s
presented in the previous sections, )here P and I denote the nu#ber o\$
pre\$erence and indi\$\$erence relations respectivel%, considering all possible
pair)ise co#parisons in 8 . Also, it should be noted that 01 ,7*3?- has
, <- 3 m m− binar% variables.
%a)le ,7,. 01 si/e o\$ !"A #odels
Model and opti#alit%
criterion
Constraints Jariables
!"A * Min su# o\$ errors
,01 7*<D-
<
, <-
n
i
i
m α
·
+ −

<
, <-
n
i
i
m α
·
+ −

!"AS"A6 * Min su# o\$
errors ,01 7*3<-
m
<
3 , <-
n
i
i
m α
·
+ −

!"A * Min su# o\$ errors
\$ro# pair)ise .udg#ents
,01 7*3D-
[ ]
<
< , <- 3 , <-
n
i
i
m m α
·
+ − + −

<
3 , <-
n
i
i
P I α
·
+ + −

!"A 9 Ma& 4endall+s
τ

,01 7*3?-
[ ]
<
< , <- 3 , <-
n
i
i
m m α
·
+ − + −

[ ]
<
, <- 3 , <-
n
i
i
m m α
·
− + −

#.2 Mea!UTA e\$hni/'es
5ther techni'ues na#ed #eta*!"A, ai#ed at the i#prove#ent o\$ the
value \$unction )ith respect to near opti#alit% anal%sis or to its e&ploitation
\$or decision support.
2espotis et al. ,<==H- propose to #ini#i/e the dispersion o\$ errors
,"cheb%che\$\$ criterion- )ithin the !"AS"A6+s step D ,see section 3.@-. 7n
case o\$ a strictl% positive error
A
, H- < > , the ai# is to investigate the
e&istence o\$ near opti#al solutions o\$ the 01 ,7*3<- )hich give rankings 8′
such that
A
, , - , , - 8 8 8 8 τ τ ′ > , )ith
A
8
being the ranking corresponding to
the opti#al value \$unctions. "he e&perience )ith the #odel ,c\$. 2espotis and
Yannacopoulos, <==H- con\$ir#s that apart \$ro# the total error
A
<
, it is also
the dispersion o\$ the individual errors that is crucial \$or
A
, , - 8 8 τ . "here\$ore,
in the proposed post*opti#alit% anal%sis, the di\$\$erence bet)een the
#a&i#u#
#a&
, - σ and the #ini#u# error is #ini#i/ed. As \$ar as the
individual errors are non*negative, this re'uire#ent can be satis\$ied b%
#ini#i/ing the #a&i#u# individual error ,the (

nor#- according to the
\$ollo)ing 01
33 '&apter ,
#a&
A
<
#a&
#a&
#a&
B#inC
sub.ect to
all the constraints o\$ 01 ,7*3<-
, - , -
, - H
, - H
H
m
" "
"
"
"
a a <
a
a "
σ
σ σ ε
σ σ
σ σ
σ
+ −
·
+

¹
¹
¹
¹
¹
¹
¹
1 + ≤ +
'
¸ ]
¹
¹
− ≥
¹
¹ − ≥ ∀
¹

¹
¹

Lith the incorporation o\$ the #odel ,7*3=- in !"AS"A6, the value
\$unction assess#ent process beco#es a le&icographic opti#i/ation process.
"hat is, the \$inal solution is obtained b% #ini#i/ing successivel% the
<
( and
the (

nor#s.
Another approach concerning #eta*!"A techni'ues re\$ers to the
!"AM1 #odels. Eeuthe and Scanella ,<==K, 3HH<- note that the values
given to para#eters
s
and δ in the !"A and !"AS"A6 #ethods,
respectivel%, in\$luence the results as )ell as the predictive 'ualit% o\$ the
#odels. Sence, in the \$ra#e)ork o\$ the research b% Srinivasan and Shocker
,<=7@-, the% look \$or opti#al values o\$
s
and(or δ in the case o\$ positive
errors
A
, H- < > , as )ell as )hen !"A gives a su# o\$ error e'ual to /ero
A
, H- < · .
7n the post*opti#alit% anal%sis step o\$ !"AS"A6 ,see section 3.@-,
!"AM1< #odel #a&i#i/es δ , )hich is the #ini#u# di\$\$erence bet)een
the global value o\$ t)o consecutive re\$erence actions. "he na#e o\$ the
#odel denotes that, on the basis o\$ !"A, #a&i#i/ing δ leads to better
identi\$ication \$or the relations o\$ pre\$erence bet)een actions.
Eeuthe and Scanella ,<==K- have also proposed to #a&i#i/e the su#
, - s δ +
in order to stress not onl% the di\$\$erences o\$ utilities bet)een actions,
but also the di\$\$erences bet)een values at successive bounds. "his #ore
general approach )as na#ed !"AM13. Note that
s
corresponds to the
#ini#u# o\$ #arginal value step i;
B
in the !"AS"A6 algorith#. Although
the si#ple addition o\$ these para#eters is legiti#ate since both o\$ the# are
de\$ined in the sa#e value units, Eeuthe and Scanella ,3HH<- note that a
)eighted su# \$or#ula #a% also be considered.
#.# So\$hasi\$ UTA "ehod
Lithin the \$ra#e)ork o\$ #ulticriteria decision*aid under uncertaint%,
Siskos ,<=>@- developed a speci\$ic version o\$ !"A ,Stochastic !"A-, in
,. U%/ 1et&o+s 3@
)hich the aggregation #odel to in\$er \$ro# a re\$erence ranking is an additive
utilit% \$unction o\$ the \$or#
< <
, - , - , -
i n
a a ; ;
i i i i
i ;
u \$ u \$
α
δ
· ·
·
∑∑
0
sub.ect to nor#ali/ation constraints ,7*7-, )here
a
i
δ is the distributional
evaluation o\$ action
a
on the i*th criterion, , -
a ;
i i
\$ δ is the probabilit% that
the per\$or#ance o\$ action
a
on the i*th criterion is
;
i
\$ , , -
;
i i
u \$ is the
#arginal value o\$ the per\$or#ance
;
i
\$ ,
a
0 is the vector o\$ distributional
evaluations o\$ action
a
and , -
a
u 0 is the global utilit% o\$ action
a
6i\$ure ,78-.
- ,
;
i i
\$ u
a
i
δ
)
i
δ
;
i
\$
- ,
;
i i
\$ δ
evaluation
scale !
i
6i\$ure ,78. 2istributional evaluation and #arginal value \$unction
"his global utilit% is o\$ the von Neu#ann*Morgenstern \$or# ,c\$. 4eene%,
<=>H-, in the case o\$ discrete
i
\$ , )here
<
, - <
i
a ;
i i
;
\$
α
δ
·
·

5\$ course, the additive utilit% \$unction ,7*@H- has the sa#e properties as
the value \$unction
, - , - ,pre\$erence-
, - , - ,indi\$\$erence-
a )
a )
u u a )
u u a )
¹ > ⇔
¹
'
· ⇔
¹
¹
0 0
0 0
f
:
Si#ilarl% to the cases o\$ !"A and !"AS"A6 described in sections 3.3*
3.@, the stochastic !"A #ethod disaggregates a ranking o\$ re\$erence actions
,Siskos and Assi#akopoulos, <=>=-. "he algorith#ic procedure could be
e&pressed in the \$ollo)ing )a%
Step 1C
3D '&apter ,
E&press the global e&pected utilities o\$ re\$erence actions , -
"
a
u 0 ,
<, 3, , " m · K , in ter#s o\$ variables
<
, - , - H
; ;
i; i i i i
B u \$ u \$
+
· − ≥
Step 0C
7ntroduce t)o error \$unctions σ
+
and σ

b% )riting the \$ollo)ing
e&pressions \$or each pair o\$ consecutive actions in the ranking
<
<
< <
, , - , - , - , -
, - , - , -
"
"
a
" " " "
a
" "
a a u a a
u a a
σ σ
σ σ
+
+ −
+
+ −
+ +
∆ · − +
− + −
0
0
Step 3C
Solve the linear progra# ,7*3<- b% using \$or#ulae ,7*@@- and ,7*@D-.
Step 4C
"est the e&istence o\$ #ultiple or near opti#al solutions.
5\$ course, the ideas e#plo%ed in all variants o\$ the !"A #ethod are also
applicable in the sa#e )a% in the case o\$ the stochastic !"A.
#.+ UTA!ype soring "ehods
"he e&tension o\$ the !"A #ethod in the case o\$ a discri#inant anal%sis
#odel )as \$irstl% discussed b% Fac'uet*0agrG/e and Siskos ,<=>3-. "he ai#
is to in\$er
u
\$ro# assign#ent e&a#ples in the conte&t o\$ proble#atic M ,c\$.
6o%, <=>?-. 7n the presence o\$ t)o classes, i\$ the #odel is )ithout errors, the
\$ollo)ing ine'ualities #ust hold
[ ]
[ ]
<
3
, -
, -
o
o
a / u a u
a / u a u
¹ ∈ ⇔ ≥
¹
'
∈ ⇔ <
¹
¹
g
g
)ith
o
u being the level o\$ acceptance(re.ection )hich #ust be \$ound in order
to distinguish the set o\$ accepted actions called
<
/ and the set o\$ re.ected
actions called
3
/ .
7ntroducing the error variables
, - a σ
,
8
a / ∈ , the ob.ective is to
#ini#i/e the su# o\$ deviations \$ro# the threshold
o
u \$or the ill classi\$ied
actions ,see 6i\$ure ,7F-. Sence,
, - u g
can be esti#ated b% #eans o\$ the 01
,. U%/ 1et&o+s 3?
[ ]
[ ]
H <
<
H 3
<
<
A
<
B#inC , -
sub.ect to
, - , - H
, - , - H
, - , - and
, - <
8
a /
n
i i
i
n
i i
i
; ;
i i i i i
i i
i
6 a
u \$ a u a a /
u \$ a u a a /
u \$ u \$ s i ;
u \$
σ
σ
σ

·
·
+
·
·
− + ≥ ∀ ∈
− − ≤ ∀ ∈
− ≥ ∀
·

A H
, - H, H, , - H, , - H , and
n
;
i i i i 8
u \$ u u \$ a a / i ; σ
¹
¹
¹
¹
¹
¹
¹
¹
¹
'
¹
¹
¹
¹
¹
¹
¹ · ≥ ≥ ≥ ∀ ∈ ∀
¹
¹

H
u H <
, - u g
, - a σ
/
<
/
3
6i\$ure ,7F. 2istribution o\$ the actions /< and /3 on u,g- ,Fac'uet*0agrG/e and Siskos, <=>3-
7n the general case, the 2M+s evaluation is e&pressed in ter#s o\$ a
classi\$ication o\$ the re\$erence alternatives into ho#ogenous ordinal groups
< 3 E
/ / / f f K f
,i.e. group
<
/ includes the #ost pre\$erred alternatives,
)hereas group E
/
includes the least pre\$erred ones-. Lithin this conte&t, the
assessed additive value #odel )ill be consistent )ith the 2M+s global
.udg#ent, i\$ the \$ollo)ing conditions are satis\$ied
[ ]
[ ]
[ ]
< <
<
<
, -
, - , 3, @, , <-
, -
l l l
E E
u a u a /
u u a u a / l E
u a u a /

¹ ≥ ∀ ∈
¹
¹
≤ < ∀ ∈ · −
'
¹
< ∀ ∈
¹
¹
g
g
g
K
3K '&apter ,
)here < 3 < E
u u u

> > > K
are thresholds de\$ined in the global value scale
BH,<C
to discri#inate the groups, and
l
u is the lo)er bound o\$ group
l
/ .
"his approach is na#ed !"A27S #ethod ,!"ilitNs Additives
27Scri#inantes- and is presented b% 2evaud et al. ,<=>H-, Fac'uet*0agrG/e
,<==?-, Vopounidis and 2ou#pos ,<==7-, Vopounidis and 2ou#pos ,3HH<-,
2ou#pos and Vopounidis ,3HH3-. Si#ilarl%, to the !"AS"A6 #ethod, t)o
error variables are e#plo%ed in the !"A27S #ethod to #easure the
di\$\$erences bet)een the #odel+s results and the prede\$ined classi\$ication o\$
the re\$erence alternatives. "he additive value #odel is developed to
#ini#i/e these errors using a linear progra##ing \$or#ulation o\$ t%pe ,7*
@K-. 7n this case, the t)o t%pes o\$ errors are de\$ined as \$ollo)s
<. { } #a& H, B , -C
" l "
u u a σ
+
· − g
" l
a / ∀ ∈
, <, 3, <- l E · − K
represents the
error associated )ith the violation o\$ the lo)er bound
l
u o\$ a group
l
/ b% an alternative
" l
a / ∈ ,
3. { }
<
#a& H, B , -C
" " l
u a u σ

· − g
" l
a / ∀ ∈
, 3, @, - l E · K
represents the
error associated )ith the violation o\$ the upper bound
< l
u

o\$ a group
l
/ b% an alternative
" l
a / ∈ .
6ecentl%, several ne) variants o\$ the original !"A27S #ethod have
been proposed ,!"A27S 7, 77, 777- to consider di\$\$erent opti#alit% criteria
during the develop#ent o\$ the additive value classi\$ication #odel
,Vopounidis and 2ou#pos, <==7I Vopounidis and 2ou#pos, 3HH<I
2ou#pos and Vopounidis, 3HH3-. "he !"A27S 7 #ethod considers both the
#ini#i/ation o\$ the classi\$ication errors, as )ell as the #a&i#i/ation o\$ the
distances o\$ the correctl% classi\$ied alternatives \$ro# the value thresholds.
"he ob.ective in the !"A27S 77 #ethod is to #ini#i/e the nu#ber o\$
#isclassi\$ied alternatives, )hereas !"A27S 777 co#bines the #ini#i/ation
o\$ the #isclassi\$ied alternatives )ith the #a&i#i/ation o\$ the distances o\$ the
correctl% classi\$ied alternatives \$ro# the value thresholds.
7n the sa#e conte&t, Vopounidis and 2ou#pos ,3HHHa- proposed the
MS27S #ethod ,Multi*group Sierarchical 27Scri#ination- e&tending the
pre\$erence disaggregation anal%sis \$ra#e)ork o\$ the !"A27S #ethod in
co#ple& sorting(classi\$ication proble#s involving #ultiple*groups. MS27S
addresses sorting proble#s through a hierarchical ,se'uential- procedure
starting b% discri#inating group
<
/ \$ro# all the other groups 3 @
O , , , P
E
/ / / K
, and then proceeding to the discri#ination bet)een the alternatives
belonging to the other groups. At each stage o\$ this se'uential(hierarchical
process, t)o additive value \$unctions are developed \$or the classi\$ication o\$
the alternatives. Assu#ing that the classi\$ication o\$ the alternatives should be
#ade into E ordered classes < 3 E
/ / / f f K f
,
3, <- E −
\$unctions are developed. "hese value \$unctions have the \$ollo)ing additive
\$or#
,. U%/ 1et&o+s 37
<
<
, - , -
, - , -
n
l li i
i
n
l li i
i
u u \$
u u \$
·
·
¹
·
¹
¹
'
¹
·
¹
¹

g
g
: :
)here
l
u #easures the value \$or the 2M o\$ a decision to assign an
alternative into group
l
/ , )hereas the
l
u
:
corresponds to the classi\$ication
into the set o\$ groups < 3
O , , , P
l l l E
/ / / /
+ +
·
:
K
and both \$unctions are
nor#ali/ed in the interval
BH,<C
.
"he rules used to per\$or# the classi\$ication o\$ the alternatives have the
\$ollo)ing \$or#
< < <
3 3 3
< , <- <
i\$ , - , - then
else i\$ , - , - then

else i\$ , - , - then
else
" " "
" " "
E " E " " E
" E
u a u a a /
u a u a a /
u a u a a /
a /
− − −
¹
> ∈
¹
> ∈
¹
¹
'
¹
> ∈
¹
¹

¹
:
:
:
KKKKKKKKKKKKK
"he develop#ent o\$ all value \$unctions in the MS27S #ethod is
per\$or#ed through the solution o\$ three #athe#atical progra##ing
proble#s at each stage l o\$ the discri#ination process
<, 3, < l E · − K
.
7nitiall%, a 01 is solved to #ini#i/e the #agnitude o\$ the classi\$ication
errors ,in distance ter#s si#ilarl% to the !"A27S approach-. "hen, a #i&ed*
integer 01 is solved to #ini#i/e the total nu#ber o\$ #isclassi\$ications
a#ong the #isclassi\$ications that occur a\$ter the solution o\$ the initial 01,
)hile retaining the correct classi\$ications. Finall%, a second 01 is solved to
#a&i#i/e the clarit% o\$ the classi\$ication obtained \$ro# the solutions o\$ the
previous 01s.
#.1 Oher )arians and e,ensions
7n all previous approaches, the value \$unction )as built in a one*step
process b% \$or#ulating a 01 that re'uires onl% the 2M+s global pre\$erences.
7n so#e cases, ho)ever, it )ould be #ore appropriate to build such a
\$unction \$ro# a t)o*step 'uestioning process, b% dissociating the
construction o\$ the #arginal value \$unctions and the assess#ent o\$ their
respective scaling constants.
7n the \$irst step, the various #arginal value \$unctions are built outside the
!"A algorith#. "hese \$unctions #a% be \$acilitated, \$or instance, b%
proposing speci\$ic para#etrical #arginal value \$unctions to the 2M and
asking hi#(her to choose the one that #atches his(her pre\$erences on that
3> '&apter ,
speci\$ic criterion. "hose \$unctions should be nor#ali/ed according to ,7*D-
conditions. Generall%, the approaches applied in this construction step are
a- techni'ues based on MA!" theor% and described b% 4eene% and
6ai\$\$a ,<=7K-, and 4lein et al. ,<=>?-,
b- the MACEE"S #ethod ,Eana e Costa and Jansnick, <==D, <==7I
Eana e Costa et al., 3HH<-,
c- the Wuasi*!"A #ethod b% Eeuthe et al. ,3HHH-, that uses :recursive
e&ponential; #arginal value \$unctions, and
d- the M772AS s%ste# ,see section D- that co#bines arti\$icial
intelligence and visual procedures in order to e&tract the 2M+s
pre\$erences ,Siskos et al., <===-.
7n the second step, a\$ter the assess#ent o\$ these value \$unctions, the 2M
is asked to give a global ranking o\$ alternatives in a si#ilar )a% as in the
basic !"A #ethod. Fro# this in\$or#ation, the proble# #a% be \$or#ulated
via a 01, in order to assess onl% the )eighting \$actors
i
p o\$ the criteria
,scaling constants o\$ criteria-. "hrough this approach, initiall% na#ed !"A
77 #odel ,Siskos, <=>H-, \$or#ula ,7*<<- beco#es
{ }
<
, , - B , -C B , -C
, - , - , - , -
n
i i i i i
i
a ) p u \$ a u \$ )
a a ) ) σ σ σ σ
·
+ − + −
∆ · −
− + + −

and the 01 ,7*<D- is #odi\$ied as \$ollo)s
<
B#inC , - , -
sub.ect to
, , - i\$
, , - H i\$
<
H, , - H, , - H ,
8
a /
n
i
i
i 8
6 a a
a ) a )
a ) a )
p
p a a a / i
σ σ
δ
σ σ
+ −

·
+ −
¹ 1 · +
¸ ]
¹
¹
¹
¹
∆ ≥
¹
'
∆ ·
¹
¹
·
¹
¹
¹
≥ ≥ ≥ ∀ ∈ ∀
¹

f
:
"he #ain principles o\$ the !"A #ethods are also applicable in the
speci\$ic \$ield o\$ #ultiob.ective opti#i/ation, #ainl% in the \$ield o\$ linear
progra##ing )ith #ultiple ob.ective \$unctions. For instance, in the classical
#ethods o\$ Geo\$\$rion et al. ,<=73- and Vionts and Lallenius ,<=7K-, the
)eights o\$ the linear co#binations o\$ the ob.ectives are in\$erred locall% \$ro#
trade9o\$\$s or pair)ise .udg#ents given b% the 2M at each iteration o\$ the
#ethods. "hus, these #ethods e&ploit in a direct )a% the 2M+s value
\$unctions and seek the best co#pro#ise solution through successive
#a&i#i/ation o\$ these assessed value \$unctions.
Ste)art ,<=>7- proposed a procedure o\$ pruning the decision alternatives
using the !"A #ethod. 7n this approach a se'uence o\$ alternatives is
,. U%/ 1et&o+s 3=
presented to the 2M, )ho places each ne) presented alternative in rank
order relative to the earlier alternatives evaluated. "his ranking o\$ ele#ents
in a subset o\$ the decision space is used to eli#inate other alternatives \$ro#
\$urther consideration. 7n the sa#e conte&t, Fac'uet*0agrG/e et al. ,<=>7-
developed a disaggregation #ethod, si#ilar to !"A, to assess a )hole value
\$unction o\$ #ultiple ob.ectives \$or linear progra##ing s%ste#s. "his
#ethodolog% enables to \$ind co#pro#ise solutions and is #ainl% based on
the \$ollo)ing steps
<. Generation o\$ a li#ited subset o\$ \$easible e\$\$icient solutions as
representative as possible o\$ the e\$\$icient set.
3. Assess#ent o\$ an additive value \$unction using 16EFCA0C s%ste#
,see section D-.
@. 5pti#i/ation o\$ the additive value \$unction on the original set o\$
\$easible alternatives.
Also, Siskos and 2espotis ,<=>=-, in the conte&t o\$ !"A*based
approaches in #ultiob.ective opti#i/ation proble#s, proposed the
A2E0A7S #ethod. "his approach re\$ers to an interactive #ethod that uses
!"A iterativel%, in order to opti#i/e an additive value \$unction )ithin the
\$easible region de\$ined on the basis o\$ the satis\$action levels and deter#ined
in each iteration.
#.2 Oher disaggregaion "ehods
"he #ain principles o\$ the aggregation*disaggregation approach #a% be
co#bined )ith outranking relation #ethods. "he #ost i#portant e\$\$orts
concern the proble# o\$ deter#ining the values o\$ several para#eters )hen
using these #ethods. "he set o\$ these para#eters is used to construct a
pre\$erence #odel )ith )hich the 2M accepts as a )orking h%pothesis in the
decision aid stud%. Assu#ing that the 2M is able to give e&plicitl% the
values o\$ each para#eter is not realistic in several real*)orld applications.
7n this \$ra#e)ork, the E0ECCA0C s%ste# has been developed ,4iss et
al., <==D-, )hich esti#ates indirectl% the para#eters o\$ the E0EC"6E 77
#ethod. "he process is based on the 2M+s responses to 'uestions o\$ the
s%ste# regarding his(her global pre\$erences.
Further#ore, concerning proble#atic 3, several approaches consist in
in\$erring the para#eters o\$ E0EC"6E "67 through holistic in\$or#ation on
2M+s .udg#ents. "hese approaches ai# at substituting assign#ent e&a#ples
\$or direct elicitation o\$ the #odel para#eters. !suall%, the values o\$ these
para#eters are in\$erred through a regression*t%pe anal%sis on assign#ent
e&a#ples.
Mousseau and Slo)inski ,<==>- propose an interactive aggregation*
disaggregation approach that in\$ers E0EC"6E "67 para#eters
@H '&apter ,
si#ultaneousl% starting \$ro# assign#ent e&a#ples. 7n this approach, the
deter#ination o\$ the para#eters+ values ,e&cept the veto thresholds- that best
restore the assign#ent e&a#ples is \$or#ulated through a nonlinear
opti#i/ation progra#.
Several e\$\$orts have tried to overco#e the li#itations o\$ the
a\$ore#entioned approach ,co#putational di\$\$icult%, esti#ation o\$ the veto
threshold-
a- Mousseau et al. ,3HHHaI 3HHHb- consider the subproble# o\$ the
deter#ination o\$ the )eights onl%, assu#ing that the thresholds and
categor% li#its have been \$i&ed. "his leads to \$or#ulate a linear
progra# ,rather than nonlinear in the global in\$erence #odel-.
"hrough e&peri#ental anal%sis, the% sho) that this approach is able to
in\$er )eights that restore in a stable )a% the assign#ent e&a#ples and
it is also able to identi\$% possible inconsistencies in these assign#ent
e&a#ples.
b- 2ou#pos and Vopounidis ,3HH3- use linear progra##ing
\$or#ulations in order to esti#ate all the para#eters o\$ the outranking
relation classi\$ication #odel. So)ever, in this approach, the
para#eters are esti#ated se'uentiall% rather than through a global
in\$erence process. "hus, the proposed #ethodolog% does not speci\$%
the opti#al para#eters o\$ the outranking relation ,i.e. the ones that
lead to a global #ini#u# o\$ the classi\$ication error-. "here\$ore, the
results o\$ this approach ,:reasonable; speci\$ication o\$ the para#eters-
serve rather as a basis \$or a thorough decision*aid process.
"he proble# o\$ robustness and sensitivit% anal%sis, through the e&tension
o\$ the previous research e\$\$orts is discussed b% 2ias et al. ,3HH3-. "he%
consider the case )here the 2M can not provide e&act values \$or the
para#eters o\$ the E0EC"6E "67 #ethod, due to uncertain, i#precise or
inaccuratel% deter#ined in\$or#ation, as )ell as \$ro# lack o\$ consensus
a#ong the#. "he proposed #ethodolog% co#bines the \$ollo)ing
approaches
<. "he \$irst approach in\$ers the value o\$ para#eters \$ro# assign#ent
e&a#ples provided b% the 2M, as an elicitation aid.
3. "he second approach considers a set o\$ constraints on the para#eter
values re\$lecting the i#precise in\$or#ation that the 2M is able to
provide.
7n the conte&t o\$ ordinal regression anal%sis, the M!SA #ethod has been
developed in order to #easure and anal%/e custo#er satis\$action ,Siskos et
al., <==>I Grigoroudis and Siskos, 3HH3-. "he #ethod is used \$or the
assess#ent o\$ a set o\$ #arginal satis\$action \$unctions in such a )a% that the
global satis\$action criterion beco#es as consistent as possible )ith
,. U%/ 1et&o+s @<
custo#er+s .udg#ents. "hus, the #ain ob.ective o\$ the #ethod is the
aggregation o\$ individual .udg#ents into a collective value \$unction.
"he M!SA #ethod assesses global and partial satis\$action \$unctions
A
G

and
A
i
H respectivel%, given custo#ers+ ordinal .udg#ents G and
i
H ,\$or the
i*th criterion-. "he ordinal regression anal%sis e'uation has the \$ollo)ing
\$or#
A A
<
n
i i
i
G ) H σ σ
+ −
·
· − +

%
)here
A
G
%
is the esti#ation o\$ the global value \$unction
A
G
,
n
is the nu#ber
o\$ criteria,
i
) is a positive )eight o\$ the i*th criterion, σ
+
and σ

are the
overesti#ation and the underesti#ation errors, respectivel%, and the value
\$unctions
A
G
and
A
i
H are nor#ali/ed in the interval BH,<HHC.
Si#ilarl% to the !"AS"A6 algorith#, the \$ollo)ing trans\$or#ation
e'uations are used
A < A
A < A
\$or < 3 <
\$or < 3 < and < 3
m m
m
" "
i" i i i i i
< y y m= * *...*2
B ) @ ) @ " = * *...*2 i = * *...*n
+
+
¹ · − −
¹
'
· − −
¹
¹
)here
Am
y is the value o\$ the
m
y satis\$action level,
A"
i
@ is the value o\$ the
"
i
@ satis\$action level, and
α
and
i
α are the nu#ber global and partial
satis\$action levels.
According to the previous de\$initions and assu#ptions, the M!SA
esti#ation #odel can be )ritten in a 01 \$or#ulation, as \$ollo)s
[ ]
*
<
< <
< < <
<
<
<
< <
#in
sub.ect to
H \$or < 3
<HH
<HH
, , ,
; ;
i
i
1
; ;
;
@ y n
i" m ; ;
i " m
2
m
m
2 n
i"
i "
m i" ; ;
6
B < ; = * * *1
<
B
< B * m*i* ; "
σ σ
σ σ
σ σ
+
·
− −
+ −
· · ·

·

· ·
+ −
¹
· +
¹
¹
¹
¹
¹
− − + ·
¹
¹
'
¹
·
¹
¹
¹
·
¹
¹
∀ ¹
¹

∑∑ ∑

∑∑
K
)here 1 is the si/e o\$ the custo#er sa#ple, and
;
i
@ and
;
y are the ;*th
level on )hich variables
i
H and G are esti#ated ,i.e. global and partial
satis\$action .udg#ents o\$ the ;*th custo#er-. "he M!SA #ethod includes
also a post*opti#alit% anal%sis stage, si#ilarl% to step D o\$ the !"AS"A6
algorith#.
An anal%tical develop#ent o\$ the #ethod and the provided results is
given b% Grigoroudis and Siskos ,3HH3-, )hile the presentation o\$ the
@3 '&apter ,
M!SA 2SS can be \$ound in Grigoroudis et al. ,3HHH- and Grigoroudis and
Siskos ,3HH@-.
"he proble# o\$ building non*additive utilit% \$unctions #a% also be
considered in the conte&t o\$ aggregation*disaggregation approach. A
characteristic case re\$ers to positive interaction ,s%nerg%- or negative
interaction a#ong criteria ,redundanc%-. ")o or #ore criteria are s%nergic
,redundant- )hen their .oint )eight is #ore ,less- than the su# o\$ the
)eights given to the criteria considered singularl%.
7n order to represent interaction a#ong criteria, so#e speci\$ic
\$or#ulations o\$ the utilit% \$unctions e&pressed in ter#s o\$ \$u//% integrals
have been proposed ,Muro\$ushi and Sugeno, <=>=I Grabisch, <==KI
Marichal and 6oubens, 3HHH-. 7n this conte&t, Angilella et al. ,3HH@- propose
a #ethodolog% that allo)s including additional in\$or#ation such as an
interaction a#ong criteria. "he #ethod ai#s at searching a utilit% \$unction
representing the 2M+s pre\$erences, )hile the resulting \$unctional \$or# is a
speci\$ic \$u//% integral ,Cho'uet integral-. As a result, the obtained )eights
#a% be interpreted as the :i#portance; o\$ coalitions o\$ criteria, e&ploiting
the potential interaction bet)een criteria. "he #ethod can also provide the
#arginal utilit% \$unctions relative to each one o\$ the considered criteria,
evaluated on a co##on scale, as a conse'uence o\$ the i#ple#ented
#ethodolog%.
"he general sche#e o\$ the disaggregation philosoph% is also e#plo%ed in
other approaches, including rough sets ,1a)lak, <=>3I Slo)inski, <==?I
2i#itras, et al., <===I Varas, 3HHH-, #achine learning ,Wuinlan, <=>K- and
neural net)orks ,Malakooti and Vhou, <==DI Sta# et al., <==K-. All these
approaches are used to in\$er so#e \$or# o\$ decision #odel ,a set o\$ decision
rules or a net)ork- \$ro# given decision results involving assign#ent
e&a#ples, ordinal or #easurable .udg#ents.
+. A((3ICATIONS AND UTA!4ASED DSS
"he #ethods presented in the previous sections adopt the aggregation*
disaggregation approach. "his approach constitutes a basis \$or the interaction
bet)een the anal%st and the 2M, )hich includes
9 the consistenc% bet)een the assessed pre\$erence #odel and the a priori
pre\$erences o\$ the 2M,
9 the assessed values ,values, )eights, utilities, X-, and
9 the overall evaluation o\$ potential actions ,e&trapolation output-.
A general interaction sche#e \$or this decision support process is given in
6i\$ure ,710.
,. U%/ 1et&o+s @@
Start
1roble# \$or#ulation
Criteria #odelling
E&pression o\$ 2MYs global
pre\$erences on a re\$erence set
Assess the 2MYs pre\$erence #odel
7s there a satis\$actor% consistenc%
bet)een the 2MYs pre\$erences and
the ones resulted b% the #odel8
7s there an% intention o\$ #odi\$%ing
the pre\$erence #odel8
7s there an% intention o\$ #odi\$%ing
the 2MYs pre\$erences8
7s there an% intention o\$ #odi\$%ing
the criteria #odelling or the
proble# \$or#ulation8
"he pre\$erence #odel is .udged
unacceptable
E&trapolation on the )hole
set o\$ alternatives
7s the pre\$erence #odel
accepted8
End
N5
YES
N5
N5
N5
End
YES
YES
YES
YES
N5
6i\$ure ,710. Si#pli\$ied decision support process based on disaggregation approach ,Fac'uet*
0agrG/e and Siskos, 3HH<-
Several decision support s%ste#s ,2SSs-, based on the !"A #odel and
its variants, have been developed on the basis o\$ disaggregation #ethods.
"hese s%ste#s include
@D '&apter ,
a- "he 16EFCA0C s%ste# ,Fac'uet*0agrG/e, <==H- is a 2SS \$or
interactive assess#ent o\$ pre\$erences using holistic .udg#ents. "he
interactive process includes the classical aggregation phase )here the
2M is asked to esti#ate directl% the para#eters o\$ the #odel ,i.e.
)eights, trade*o\$\$s, etc.-, as )ell as the disaggregation phase )here the
2M is asked to e&press his(her holistic .udg#ents ,i.e. global
pre\$erence order on a subset o\$ the alternatives- enabling an indirect
esti#ation o\$ the para#eters o\$ the #odel.
b- M7N56A ,Multicriteria 7nteractive 5rdinal 6egression Anal%sis- is a
#ulticriteria interactive 2SS )ith a )ide spectru# o\$ supported
decision #aking situations ,Siskos et al., <==@, <==D-. "he core o\$ the
s%ste# is based on the !"AS"A6 #ethod and it uses special
interaction techni'ues in order to guide the 2M to reach a consistent
pre\$erence s%ste#.
c- M772AS ,Multicriteria 7nteractive 7ntelligence 2ecision Aiding
S%ste#- is an interactive 2SS that i#ple#ents the e&tended !"A 77
#ethod ,Siskos et al., <===-. 7n the \$irst step o\$ the decision*aiding
process, the s%ste# assess the 2M+s value \$unctions, )hile in the ne&t
step, the s%ste# esti#ates the 2M+s pre\$erence #odel \$ro# his(her
global pre\$erences on a re\$erence set o\$ alternative actions. "he s%ste#
uses Arti\$icial 7ntelligence and Jisual techni'ues in order to i#prove
the user inter\$ace and the interactive process )ith the 2M ,6i\$ure ,7
11-.
d- "he !"A 10!S so\$t)are ,4ostko)ski and Slo)inski, <==KI
i#ple#entation o\$ the !"A #ethod, )hich allo)s the user to #odi\$%
interactivel% the #arginal value \$unctions )ithin li#its \$ollo)ing \$ro#
a sensitivit% anal%sis o\$ the \$or#ulated ordinal regression proble#.
2uring all these #odi\$ications, a \$riendl% graphical inter\$ace helps the
2M to reach an accepted pre\$erence #odel.
e- M!S"A62 ,Multicriteria !tilit%*based Stochastic Aid \$or 6anking
2ecisions- is an interactive 2SS developed b% Eeuthe and Scannella
,<===-, )hich incorporates several variants o\$ the !"A #ethod. "he
s%ste# provides several visual tools in order to structure the 2M+s
interactive process )ith the 2M contains the \$ollo)ing #ain steps
proble# structuring, pre\$erence 'uestionnaire, opti#i/ation solver*
para#eter co#puting, \$inal results ,\$ull rankings and graphs-.
,. U%/ 1et&o+s @?
2A"A S!ESYS"EM
 2ata o\$ the proble# ,actions*criteria,
characteristics*per\$or#ance table-
 2M+s pre\$erences ,re\$erence set, value
\$unction, ranking-
 Assessed pre\$erence #odel ,)eights,
over(underesti#ation errors-
 2ata o\$ trade*o\$\$ anal%sis ,ranking, ne)
value \$unctions, )eights, over(
underesti#ation errors-
M52E0 S!ESYS"EM
 !"A 77
 0inear progra##ing techni'ues
 2o#ination relations
 Cluster anal%sis
 Jalue \$unction esti#ation #ethods
 Co#putations ,#arginal utilities, global
utilities, assessed ranking,
e&trapolation-
27A05G!E S!ESYS"EM
 Lindo)s
 "ables
 Edit \$ields
 Messages
 Graphs
 Jisual tools
 1ictures
2EC7S75N ANA0YS"
2EC7S75N MA4E6
Jisual s%ste#
A7 techni'ues o\$
#odel subs%ste#
A7 techni'ues o\$
dialogue subs%ste#
6i\$ure ,711. Co#ponents o\$ M772AS s%ste# ,Siskos, et al., <===-
!"A #ethods have also been used in several )orks \$or con\$lict
resolution in #ulti*actor decision situations ,Fac'uet*0agrG/e and Shakun,
<=>DI Eui, <=>7I Matsatsinis and Sa#aras, 3HH<-. 7n the sa#e conte&t, the
ME27A"56 s%ste# )as developed ,Farke et al., <=>>I Shakun, <=>>I
Shakun, <==<-, )hich is a negotiation support s%ste# based on Evolutionar%
S%ste#s 2esign ,ES2- and database*centered i#ple#entation. ES2
visuali/es negotiations as a collective process o\$ searching \$or designing a
#utuall% acceptable solution. 1articipants are seen as pla%ing a d%na#ical
di\$\$erence ga#e in )hich a coalition o\$ pla%ers is \$or#ed, i\$ it can achieve a
set o\$ agreed upon goals. 7n ME27A"56, negotiations are supported b%
consensus seeking through e&change o\$ in\$or#ation and, )here consensus is
inco#plete, b% co#pro#ise. 7t assists in consensus seeking b% aiding the
pla%ers to build a group .oint proble# representation o\$ the negotiations*in
e\$\$ect, .oint #appings \$ro# control space to goal space ,and through
#arginal utilit% \$unctions- to utilit% space. 7ndividual #arginal utilit%
\$unctions are esti#ated b% appl%ing the !"A #ethod. 1la%ers can arrive to a
co##on coalition utilit% \$unction through e&change o\$ in\$or#ation and
negotiation until pla%ers+ #arginal utilit% \$unctions are identical. 7n addition
@K '&apter ,
to e&changing in\$or#ation and negotiating to e&pand targets, pla%ers can
consider the use o\$ a&io#s to contract the \$easible region.
7n the area o\$ intelligent #ulticriteria 2SSs, the MA64ER s%ste# has
been proposed b% Siskos and Matsatsinis ,<==@-, Matsatsinis and Siskos
,<===-, Matsatsinis and Siskos ,3HH@-. "he s%ste# includes the !"AS"A6
algorith# and is used \$or the ne) product develop#ent process. 7t acts as a
consultant \$or #arketers, providing visual support to enhance understanding
and to overco#e lack o\$ e&pertise. "he data bases o\$ the s%ste# are the
results o\$ consu#er surve%s, as )ell as \$inancial in\$or#ation o\$ the
enterprises involved in the decision #aking process. "he s%ste#+s #odel
base enco#passes statistical anal%sis, pre\$erence anal%sis, and consu#er
choice #odels. 6i\$ure ,710 presents a general #ethodological \$lo)chart o\$
the s%ste#. Also, MA64ER incorporates partial kno)ledge bases to support
decision #akers in di\$\$erent stages o\$ the product develop#ent process. "he
s%ste# incorporates three partial e&pert s%ste#s, \$unctioning independentl%
o\$ each other "he% use the \$ollo)ing kno)ledge bases \$or the
9 selection o\$ data anal%sis #ethod,
9 selection o\$ brand choice #odel, and
9 evaluation o\$ the \$inancial status o\$ enterprises.
Further#ore, an intelligent )eb*based 2SS, na#ed 27M7"6A, has been
developed b% Matsatsinis and Siskos ,3HH<-. "he s%ste# is a consu#er
surve%*based 2SS, \$ocusing on the decision*aid process \$or agricultural
product develop#ent. Eesides the i#ple#entation o\$ the !"AS"A6 #ethod
in the pre\$erence anal%sis #odule, the 27M7"6A s%ste# co#prises several
statistical anal%sis tools and consu#er choice #odels. "he s%ste# provides
visual support to the 2M ,agricultural cooperatives, agribusiness \$ir#s, etc.-
\$or several co#ple& tasks, such as
9 evaluation o\$ current and potential #arket shares,
9 deter#ination o\$ the appropriate co##unication and penetration
strategies, based on consu#er attitudes and belie\$s,
9 ad.ust#ent o\$ the production according to product+s de#and, and
9 detection o\$ the #ost pro#ising #arkets.
7n the sa#e conte&t, ne) research e\$\$orts have co#bined !"A*based
2SSs )ith intelligent agents+ technolog%. 7n general, the proposed
#ethodologies engage the !"A #odels in a #ulti*agent architecture in order
to assess the 2M+s pre\$erence s%ste#. "hese research e\$\$orts include #ainl%
the \$ollo)ing
a- An intelligent agent*based 2SS, \$ocusing on the deter#ination o\$
product penetration strategies has been developed b% Matsatsinis et al.
,<===, 3HHH, 3HH<-. "he s%ste# i#ple#ents an original consu#er*
based #ethodolog%, in )hich intelligent agents operate in a \$unctional
and a structural level, si#ultaneousl%. "ask, in\$or#ation and inter\$ace
,. U%/ 1et&o+s @7
agents are included in the \$unctional level in order to coordinate,
collect necessar% in\$or#ation and co##unicate )ith the 2M.
0ike)ise, the structural level includes ele#entar% agents based on a
generic reusable architecture and co#ple& agents )hich ai# to the
develop#ent o\$ a d%na#ical agent organi/ation in a recursive )a%.
Forecasting #odels
Market characterictics
Methods o\$ data
anal%sis
Consu#ers+
characteristics
!"AS"A6
Multicriteria anal%sis
Market trends
Consu#er behavior
Erand choice #odels
Si#ulations
Esti#ation o\$ #arket shares
Ne) product design
Surve%
Creation o\$ databases
Market characterictics
Selection o\$ penetration
strateg%
6i\$ure ,710. Methodological \$lo)chart o\$ MA64ER ,Matsatsinis and Siskos, <===-
@> '&apter ,
b- A #ulti*agent architecture is proposed b% Manouselis and Matsatsinis
,3HH<- \$or #odeling electronic consu#er+s behavior. "he
i#ple#entation o\$ the s%ste# re\$ers to electronic #arketplaces and
incorporates a step*b%*step #ethodolog% \$or intelligent s%ste#s
anal%sis and design, used in the particular decision*aid process. "he
s%ste# develops consu#er behavioral #odels \$or the purchasing and
techni'ues. "he presented application re\$ers to the case o\$ 7nternet
c- "he AgentAllocator s%ste# ,Matsatsinis and 2elias, 3HH@- i#ple#ents
the !"A 77 #ethod in the task allocation proble#. "hese proble#s are
ver% co##on to an% #ulti*agent s%ste# in the conte&t o\$ Arti\$icial
7ntelligence. "he s%ste# is an intelligent agent 2SS, )hich allo)s the
2M to #odel his(her pre\$erences in order to reach and e#plo% the
opti#al allocation plan.
"he need to co#bine data and kno)ledge in order to solve co#ple& and
ill*structured decision proble#s is a #a.or concern in the #odern #arketing*
#anage#ent science. Matsatsinis ,3HH3- has proposed a 2SS that
i#ple#ents the !"AS"A6 algorith# along )ith rule*induction data #ining
techni'ues. "he #ain ai# o\$ the s%ste# is to derive and appl% a set o\$ rules
that relate the global and the #arginal value \$unctions. A co#parison
bet)een the original and the rule*based global values is used in the validit%
and stabilit% anal%sis o\$ the proposed #ethodolog%.
Further#ore, in the area o\$ \$inancial #anage#ent, a variet% o\$ !"A*
based 2SSs has been developed, including #ainl% the \$ollo)ing s%ste#s
a- "he F7NEJA s%ste# ,Vopounidis et al., <==K- is a #ulticriteria
kno)ledge*based 2SS developed \$or the assess#ent o\$ corporate
per\$or#ance and viabilit%. "he s%ste# i#ple#ents #ultivariate
statistical techni'ues ,e.g. principal co#ponents anal%sis-, e&pert
s%ste#s technolog%, and the !"AS"A6 #ethod to provide integrated
support in evaluating the corporate per\$or#ance.
b- "he F7NC0AS s%ste# ,Vopounidis and 2ou#pos, <==>- is a
#ulticriteria 2SS developed to stud% \$inancial decision*#aking
proble#s in )hich a classi\$ication ,sorting- o\$ the alternatives is
re'uired. "he present \$or# o\$ the s%ste# is devoted to corporate credit
risk assess#ent, and it can be used to develop classi\$ication #odels to
assign a set o\$ \$ir#s into prede\$ined credit risk classes. "he anal%sis
per\$or#ed b% the s%ste# is based on the \$a#il% o\$ the !"A27S
#ethods.
c- "he 7NJES"56 s%ste# ,Vopounidis and 2ou#pos, 3HHHb- is
developed to stud% proble#s related to port\$olio selection and
#anage#ent. "he s%ste# i#ple#ents the !"A27S #ethod, as )ell as
,. U%/ 1et&o+s @=
goal progra##ing techni'ues to support port\$olio #anagers and
investors in their dail% practice.
d- "he 16EF27S s%ste# ,Vopounidis and 2ou#pos, 3HHHc- is a
#ulticriteria 2SS developed to address classi\$ication proble#s. "he
s%ste# i#ple#ents a series o\$ pre\$erence disaggregation anal%sis
techni'ues, na#el% the \$a#il% o\$ the !"A27S #ethods, in order to
develop an additive utilit% \$unction to be used \$or classi\$ication
purposes
Finall%, as presented in section @.?, Siskos and 2espotis ,<=>=- have
developed the A2E0A7S s%ste# )hich is designed to decision*aid in
#ultiob.ective linear progra##ing ,M501- proble#s.
5ver the past t)o decades !"A*based #ethods have been applied in
several real*)orld decision*#aking proble#s \$ro# the \$ields o\$ \$inancial
#anage#ent, #arketing, environ#ental #anage#ent, as )ell as hu#an
resources #anage#ent, as presented in %a)le ,71. "hese applications have
provided insight on the applicabilit% o\$ pre\$erence disaggregation anal%sis in
addressing real*)orld decision proble#s and its e\$\$icienc%.
%a)le ,78. 7ndicative applications o\$ the !"A #ethods
Field Scope 6e\$erence
Financial
#anage#ent
Jenture capital evaluation Siskos and Vopounidis ,<=>7-
1ort\$olio selection and #anage#ent Surson and Vopounidis ,<==7-
Vopounidis et al. ,<===-
Eusiness \$ailure prediction Vopounidis ,<=>7-
Vopounidis and 2ou#pos ,<===-
Eusiness \$inancing Siskos et al. ,<==D-
Vopounidis et al. ,<==K-
Vopounidis and 2ou#pos ,<==>-
Countr% risk assess#ent Cosset et al. ,<==3-
5ral et al. ,<==3-
Vopounidis et al. ,3HHH-
Marketing Marketing o\$ ne) products Spiliopoulos ,<=>7-
Marketing o\$ agricultural products Eaourakis et al. ,<==@-
Siskos and Matsatsinis ,<==@-
Eaourakis et al. ,<==K-
Matsatsinis et al. ,<===, 3HHH-
Siskos et al. ,3HH<-
Matsatsinis and Siskos ,3HH<-
Matsatsinis and Siskos ,3HH@-
Consu#er behavior Siskos et al. ,<==?a-
Siskos et al. ,<==?b-
Eaourakis et al. ,<==?-
Manouselis and Matsatsinis ,3HH<-
Matsatsinis ,3HH3-
Custo#er satis\$action Grigoroudis et al. ,<===-
Mihelis et al. ,3HH<-
Siskos et al. ,3HH<-
DH '&apter ,
Field Scope 6e\$erence
Siskos and Grigoroudis ,3HH3-
Grigoroudis et al. ,3HH3-
Grigoroudis and Siskos ,3HH@-
Sandalidou et al. ,3HH@-
Sales strateg% proble#s 6ichard ,<=>@-
Siskos ,<=>K-
Manage#ent
,general-
1ro.ect evaluation Fac'uet*0agrG/e ,<==?-
Eeuthe et al. ,3HHH-
Environ#ental #anage#ent Siskos and Assi#akopoulos ,<=>=-
Sat/inakos et al. ,<==<-
2iakoulaki et al. ,<===-
Fob evaluation Sp%ridakos et al. ,3HHH-
Gon/[le/*Ara%a et al. ,3HH3-
1. CONC3UDING REMAR5S AND .UTURE RESEARCH
"he !"A #ethods presented in this chapter belong to the \$a#il% o\$
ordinal regression anal%sis #odels ai#ing to assess a value s%ste# as a
#odel o\$ the pre\$erences o\$ the 2M. "his assess#ent is i#ple#ented
through an aggregation*disaggregation process. Lith this process the anal%st
is able to in\$er an anal%tical #odel o\$ pre\$erences, )hich is as consistent as
possible )ith the 2M+ pre\$erences. "he acceptance o\$ such a pre\$erence
#odel is acco#plished through a repetitive interaction bet)een the #odel
and the 2M. "his approach contributes to)ards an alternative reasoning \$or
decision*aid.
Future research regarding !"A #ethods ai#s to e&plore \$urther the
potentials o\$ the pre\$erence disaggregation philosoph% )ithin the conte&t o\$
#ulticriteria decision*aid. Fac'uet*0agrG/e and Siskos ,3HH<- propose that
potential research develop#ents #a% be \$ocused on
a- the in\$erence o\$ #ore sophisticated aggregation #odels b%
disaggregation, and
b- the e&peri#ental evaluation o\$ disaggregation procedures.
Finall%, it )ould be interesting to e&plore the relationship o\$ aggregation
and disaggregation procedures in ter#s o\$ si#ilarities and(or dissi#ilarities
regarding the evaluation results obtained b% both approaches ,Fac'uet*
0agrG/e and Siskos, 3HH<-. "his )ill enable the identi\$ication o\$ the reasons
and the conditions under )hich aggregation and disaggregation procedures
)ill lead to di\$\$erent or the sa#e results.
,. U%/ 1et&o+s D<
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