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Joie 281254169800
Joie 281254169800
Department of mathematics & computer sciences, school of economic sciences, Tehran, Iran.
b
Department of industrial engineering, Islamic Azad University, Qazvin Branch, Qazvin, Iran.
Received 5 Aug., 2009; Revised 25 Aug., 2009; Accepted 29 Sep., 2009
Abstract
Most of data in a multi-attribute decision making (MADM) problem are unstable and changeable, then sensitivity analysis after
problem solving can effectively contribute to making accurate decisions. This paper provides a new method for sensitivity analysis of
MADM problems so that by using it and changing the weights of attributes, one can determine changes in the final results of a decision
making problem. This analysis applied for SAW technique, one of the most used multi-attribute decision making techniques, and the
formulas are obtained.
Keywords: Multi-attribute decision making (MADM); SAW Technique; Sensitivity analysis; Ranking methods; Attribute weight.
1. Introduction
Multi-attribute decision making models are selector
models and used for evaluating, ranking and selecting the
most appropriate alternative among alternatives.
Alternatives in an MADM problem are evaluated by k
attributes and the most appropriate alternative is selected
or they are ranked in accordance with attribute's value for
each alternative and the importance of each attribute for
decision maker. MADM model is formulated as a
decision making matrix as follow:
C1 C 2 L C k
A1
A2
M
Am
d11
d
21
M
d m1
d12
d 22
M
d m2
d1k
K d 2 k
O M
K d mk
K
13
Azizollah Memariani et al. / Sensivity Analysis of Sample Additive Weighting Method (SAW): The Effect
rij =
d Min
j
d ij
; d Min
= Min d ij
j
1i m
j = 1, 2,K, k
(3)
vector
for
weights
of
attributes
is
w .r
j ij
j =1
Where
; i = 1, 2,K, m
(1)
j = 1, 2,K, k
(4)
W t = ( w1 , w2 ,..., wk )
=1
j =1
Pi =
(5)
(2)
14
p wj
; j = 1,2 ,...,k , j p
wp 1
wj = w j + j = w j +
(6)
w p = w p + p
wj = w j + j ; j = 1,2 ,...,k , j p
w = w +
j
j =1
j =1
W t = ( w1 , w2 ,..., wk ) , that
j =1
=0
(9)
w j + p if j = p
wj = 1 wp
1 w .w j if j p , j = 1,2,..., k
p
j =1
Therefore
k
p =
if
if
Wherein
j =
p wj
wp 1
=
j
j =1
j p
p
wp
p
wp 1
j =1
j p
p wj
wp 1
wj > w j
w j =
j =1
(17)
,j p
wj
(12)
j =1
j p
j =1
j p
w + w
j
1 wp
1 wp
(13)
w j 1 wp p
(1 w p p )
=
(1 w p ) = p
w p = w p + p
j =1
j p
wp < w p
wj < w j
(11)
Since
p =
wp > w p
j = 1,2,..., k
; j = 1,2 ,...,k, j p
(16)
wp = w p + p
(10)
j =1
j p
w j ; j = 1,2 ,...,k,j p
1 wp
1 wp
(8)
(15)
(1 w p p ) w j
1 wp
wp 1
wj =
(7)
wp 1
w j ( w p 1) + p w j
p wj
)+ w
+p
(18)
+ wp + p
j =1
j p
(1 w p p ) .(1 w
1 wp
p)
+ wp + p
= 1 wp p + wp + p = 1
; j = 1,2 ,...,k , j p
Azizollah Memariani et al. / Sensivity Analysis of Sample Additive Weighting Method (SAW): The Effect
wi
w
= i ; i , j = 1,..., k , i , j p
wj
wj
Pi =
w r
j
ij
j=1
(19)
(1 wp p ) wj
j=1
j p
1 wp
1 wp p k
=(
) wj rij + wp rip + p rip
1 wp
j=1
1 wp p k
p
=(
) wj rij +
wp rip + p rip
1 wp
1 wp
j=1
j p
,i =1,2,....,m
i = p rip +
p wj
wp 1
j =1
j p
rij ,
i = 1, 2 ,..., m
that is
Pi = (1
(20)
( w w ) r
j
ij
j =1
= p rip +
j =1
j p
p wj
wp 1
rij
(21)
1 wp
rip
(23)
4. Numerical example
We assume an MADM problem that has three
alternatives and four attributes wherein attributes C1 , C 4
are of cost type and attributes C2 , C3 are of profit type
(the weights of attributes found out from the methods of
Entropy, Eigen vector, Linmap or weighted least square
which are suitable.
W t = (0.4,0.2,0.3,0.1)
i = 1,2,..., m
By using (14), new score of alternatives are
calculated as:
wj =
1 wp
) Pi +
i = 1, 2 ,...., m
i = Pi Pi =
1 w2
w j ; j = 1,3 ,4
1 w2
wj = 0 .75 w j
(22)
C1 C 2 C3 C 4
13 9 9 8
5 3 5 12
A3 7 5 7 6
For solving it by SAW technique, linearly
normalized matrix, according to the relations in section 2,
is:
A1
D = A2
16
C1
C2
C3
w1
w
0.3
0.4
= 1
=
=4
0.075
0.1
w 4
w4
C4
1
1
0.75
0.38
1
0
.
33
0
.
56
0
.50
A1
R = A2
A3
Pi =
rij
, i = 1,2,...., m
j =1
Therefore
A3 > A1 > A2
w r
j
ij
, i = 1,2,...., m
j =1
Pi = (
2
1 w 2
ri 2
) Pi +
1 w2
1 w2
i = 1, 2 ,3
P 1 = 0.795, P 2 = 0.596, P 3 = 0.687 Therefore
A1 > A3 > A2 . It is obvious that, this result is as same as
the result of resolving the problem.
Corollary: Accordingly said at corollary of theorem (31-1), the ratio of new and old weights of all attributes
except attribute 2, will not change, that is
w i
w
= i
w j
wj
; i , j = 1,3, 4
Azizollah Memariani et al. / Sensivity Analysis of Sample Additive Weighting Method (SAW): The Effect
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