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Article history: The main focus of this paper is the aggregation of local priorities into global priorities in the Ana-
Received 10 April 2018 lytic Hierarchy Process (AHP) method. We study two most frequently used aggregation approaches - the
Revised 22 June 2018
weighted arithmetic and weighted geometric means - and identify their strengths and weaknesses. We
Accepted 23 June 2018
investigate the focus of the aggregation, the assumptions made on the way, and the effect of different
Available online 17 July 2018
normalizations of local priorities on the resulting global priorities and their ratios. We clearly show the
Keywords: superiority of the weighted geometric mean aggregation over the weighted arithmetic mean aggregation
Analytic hierarchy process in AHP for the purpose of deriving global priorities of alternatives. We also contribute to the literature
Aggregation on rank reversal in AHP. In particular, we show that a change of the normalization condition for the local
Weighted geometric mean priorities of alternatives may result in different ranking when the weighted arithmetic mean aggregation
Weighted arithmetic mean is used for deriving global priorities of alternatives, and we demonstrate that the ranking obtained by
Rank reversal
the weighted geometric mean aggregation is not normalization dependent. Moreover, we prove that the
Normalization of priorities
ratios of global priorities of alternatives obtained by the weighted geometric mean aggregation are in-
variant under the normalization of local priorities of alternatives and weights of criteria. We also propose
three alternative approaches to aggregating preference information contained in local pairwise compari-
son matrices of alternatives into a global consistent pairwise comparison matrix of alternatives and prove
their equivalence.
© 2018 Elsevier Ltd. All rights reserved.
https://doi.org/10.1016/j.eswa.2018.06.060
0957-4174/© 2018 Elsevier Ltd. All rights reserved.
98 J. Krejčí, J. Stoklasa / Expert Systems With Applications 114 (2018) 97–106
Table 1
Local consistent PCMs of alternatives with respect to
criteria C1 and C2 .
A1 A2 A3 A1 A2 A3
A1 1 2 8 A1 1 1/3 1/3
A2 1/2 1 4 A2 3 1 1
A3 1/8 1/4 1 A3 3 1 1
n
Definition 2. (Saaty, 1980) A PCM M = mi j is said to be con-
i, j=1
sistent if it satisfies the multiplicative-transitivity property
mi j = mik · mk j , i, j, k = 1, . . . , n. (1)
mi j = wi /w j , i, j = 1, . . . , n. (2)
Many studies comparing the EVM and the GMM have been up a very good point that “the rank reversal problem in AHP is
conducted. Saaty and Vargas (1984a) showed that when the PCM purely a mathematical artefact, not something that results from a
M is consistent according to (1), then both methods lead to the set of behavioral claims built into the mathematics. Thus, the co-
same results. Further, Crawford and Williams (1985) showed that incidence that these mathematics yield reversal and people exhibit
when M is close to consistency according to (1), then the meth- reversal does not justify rank reversals, even for behavioral argu-
ods provide very similar results. Saaty and Vargas (1984a) com- ments” (Lai (1995), p. 458). Maleki and Zahir (2013) provided a
pared the EVM, the GMM, and the least squares method, and comprehensive literature review on rank reversal in AHP caused
they concluded that the EVM is the only method guaranteeing by adding/deleting an alternative or a criterion.
that mik ≥ mjk for all k = 1, . . . , n implies wi ≥ wj under inconsis- There is another possible cause for rank reversal, which is even
tency. Saaty and Hu (1998) showed an illustrative example in more significant, as it does not require a change in the set of
which the ranking of alternatives obtained by the GMM differs alternatives or criteria to be present. In this paper we show in
from the ranking obtained by the EVM. Based on this example, Section 2 that rank reversal can also be caused by simply chang-
Saaty and Hu (1998) concluded that the EVM is the only valid ing the normalization condition for the local priorities of alterna-
method for deriving priorities from PCMs, in particular then from tives. It is worth noting that the choice of normalization technique
inconsistent PCMs. However, as for example Krejčí (2018) pointed is usually not well justified in practical applications of AHP - most
out, showing that the GMM leads to a ranking different from the frequently (5) is used, less frequently (6). However, if the choice of
one obtained by the EVM does not surely demonstrate that the the normalization technique can influence the final ranking of ob-
EVM provides the correct solution (Krejčí, 2018). Crawford and jects, then its justification is not only highly advised - it becomes
Williams (1985) performed simulations to compare the perfor- a necessity! In Section 2 we show that the problem with rank re-
mance of the EVM and the GMM under different error distribu- versal in global priorities disappears as long as a specific aggrega-
tions and metrics. The simulations suggested better performance of tion method, namely the weighted geometric mean aggregation, is
the GMM in priorities estimation as well as in rank preservation. used.
Other studies favoring the GMM over the EVM have been done, For the simplicity of notation and better clarity of text, let from
e.g., by Barzilai (1997), Blaquero, Carrizosa, and Conde (2006), and now on wk , k = 1, · · · , n, denote the weights of the criteria de-
Dijkstra (2013). rived from the PCM of criteria by the GMM or the EVM and nor-
The priorities w1 , . . . , wn of objects derived from a PCM are usu- malized according to (5) if not specified otherwise. Further, let
C
ally normalized in order to reach uniqueness. The normalization p jk , j = 1, · · · , m, be the local priorities of the alternatives with re-
needs to be done in such a way that it does not change the ratios spect to criterion Ck , k ∈ {1, · · · , n}, derived from the correspond-
wi /w j , i, j = 1, · · · , n, of the priorities, as these play a central role ing local PCM Mk = {mki j }m of alternatives by the GMM or the
i, j=1
in the AHP method (Saaty, 1977; 1980; 1990). Thus, the normaliza-
EVM and arbitrarily normalized if not specified otherwise. The lo-
tion can be done only by multiplying the priorities by a suitable
c·w w cal priorities of alternatives are aggregated within the hierarchy
constant c > 0 (notice that c·w i = w i ).
j j into the global priorities g j , j = 1, · · · , m, of alternatives, based on
Two types of normalization of priorities have been frequently which the alternatives can be ranked.
used in AHP, Further, let us denote by G = {gi j }m i, j=1
the global PCM of al-
n ternatives such that the global pairwise comparison gij of alter-
wi = 1 (5) natives Ai and Aj is computed as gi j = gi /g j , for all i, j = 1, . . . , m.
i=1 Note that such global PCM G = {gi j }m i, j=1
is always consistent ac-
and cording to (1) since gik · gk j = (gi /gk ) · (gk /g j ) = gi /g j = gi j for all
i, j, k = 1, . . . , m.
max wi = 1. (6)
i=1,...,n There are also other possible ways of arriving at a general
global PCM H = {hi j }m of alternatives, e.g. by direct aggregation
Based on the choice of the normalization technique, two versions i, j=1
of AHP are distinguished - the distributive mode and the ideal of the local PCMs M1 , . . . , Mn or by the aggregation of the ratios
mode (see e.g. Saaty & Vargas (1993)). The distributive mode is of local priorities of alternatives. Note that since the elements of
characterized by the normalization of the priorities by using the such global PCM H are not computed as the ratios of the global
normalization condition (5), i.e. so that the sum of all normalized priorities of alternatives, the consistency of H is not guaranteed.
priorities is equal to one. The ideal mode involves the normaliza- Because we investigate the differences between the weighted
tion of the priorities by using the normalization condition (6), i.e. arithmetic mean (WAM) and weighted geometric mean (WGM)
so that the maximum normalized priority is equal to one. The nor- aggregation methods in the computation of the global priorities,
malization (5) was introduced by Saaty (1977, 1980) in the original the following notation will be used whenever we need to clearly
AHP method. Belton and Gear (1983) showed that the normaliza- distinguish between the approaches. The global priorities of al-
tion (5) can lead to rank reversal by adding or deleting an alter- ternatives computed by the WAM, the corresponding global con-
native, and as a solution to this problem they introduced the nor- sistent PCM, and the global PCM of alternatives derived by di-
malization (6). rect aggregation of the local PCMs M1 , . . . , Mn or by the aggrega-
Rank reversal in decision making is in general understood as a tion of the ratios of local priorities of alternatives by the WAM
change in the ranking of alternatives. Saaty and Vargas (1984b) ar- will be denoted by gWAM j
, j = 1, · · · , m, GWAM = {gWAM
ij
}m
i, j=1
, and
gued that rank reversal is desirable as it reflects how a new and H WAM = {hWAM
ij
}m
i, j=1
, respectively. Analogously, the global priorities
important attribute can alter previous preferences. Later, Saaty and of alternatives computed by the WGM, the corresponding global
Vargas (1993) accepted also the normalization (5) and concluded consistent PCM, and the global PCM of alternatives derived by di-
that the ideal mode should be used in decision problems in which rect aggregation of the local PCMs M1 , . . . , Mn or by the aggrega-
the uniqueness of alternatives (sufficient difference of each alterna- tion of the ratios of local priorities of alternatives by the WGM
tive from all the others) is important while the distributive mode will be denoted by gWGM j
, j = 1, · · · , m, GWGM = {gWGM
ij
}m
i, j=1
, and
should be used in decision problems in which the uniqueness is
H WGM = {hWGM
ij
}m
i, j=1
, respectively.
not important. After the study of Belton and Gear (1983) many
In the original AHP method, Saaty (1980) introduced WAM for
other researchers have investigated rank reversal related to adding
aggregating the local priorities of alternatives into the global prior-
or deleting an alternative or a criterion in AHP. Lai (1995) brought
100 J. Krejčí, J. Stoklasa / Expert Systems With Applications 114 (2018) 97–106
Table 2
Aggregation of the local priorities computed from M1 and M2 and normalized by (5).
Local priorities of the alternatives with respect to each criterion are normalized by (5), i.e.,
3 C1 3 C2
j=1 p j = 1 and j=1 p j = 1. Both g j are computed with w1 = 0.5 and w2 = 0.5.
WAM
and gWGM
j
Table 3
Aggregation of the local priorities computed from M1 and M2 and normalized by (6).
Local priorities of the alternatives with respect to each criterion are normalized by (6), i.e.,
max pCj1 = 1 and max pCj2 = 1. Both gWAM
j
and gWGM
j
are computed with w1 = 0.5 and w2 = 0.5.
j=1,2,3 j=1,2,3
sum of the local priorities of alternatives is equal to 1? The per- differs for each normalization condition. Specifically, the alterna-
centual interpretation is meaningless in this case. Both (5) and tives are ranked as A1 A2 A3 under the normalization (5) (see
(6) and any other normalization preserving the ratios of the local Table 2), while the ranking A2 A1 A3 is obtained under the nor-
priorities of alternatives is as good and reasonable as the others malization (6) (see Table 3). Contrarily, the ranking of alternatives
(as long as the same normalization is used consistently for the lo- induced by their global priorities computed using the WGM is the
cal priorities of alternatives on all criteria). same for both normalizations, namely A2 A1 A3 . Notice that the
If there is no good justification for the use of a specific normal- preservation of the ranking under different normalizations for the
ization, then the choice of the normalizing constant is arbitrary. In WGM follows immediately from the observation that the ratios of
such case, the normalization of the local priorities of alternatives the global priorities remain unchanged under different normaliza-
and the weights of criteria should not have an impact on the so- tions. Thus, unless a specific normalization of the local priorities is
lution to the decision problem. It therefore seems to be natural to well justified, the WGM should be used to avoid the dependence
require that also the aggregation of the local priorities will provide of the global-priorities ratios and the ranking of the alternatives on
results (the ratios of the global priorities of alternatives) indepen- an arbitrarily chosen normalization.
dent of the choice of the normalization constant.
The following example shows that the ratios of the global prior- In Example 1 the ratios of the global priorities of alternatives
ities change with different normalizations of local priorities when obtained by the WGM aggregation remained the same with dif-
the WAM aggregation (7) is used, but remain the same when the ferent normalization conditions applied to the local priorities of
WGM aggregation (9) is applied. This demonstrates that the WAM alternatives. The following theorem shows that the ratios of the
might not be the best method for aggregating local priorities into global priorities of alternatives obtained by the WGM aggregation
global ones, particularly when the ratios of the global priorities are are independent of the normalization conditions for the local and
to be interpreted. Also note that the problem persists irrespective global priorities of alternatives as well as for the weights of crite-
of the computation technique for the determination of the local ria. This is valid not only for local consistent PCMs of alternatives
priorities. with respect to criteria but also for inconsistent ones, regardless
of the method used for deriving local priorities of alternatives and
Example 1. Let us consider the PCMs of alternatives A1 , A2 , and weights of criteria.
A3 with respect to criteria C1 and C2 given in Table 1 and equal
importance of both criteria represented by the weights w1 = w2 = Theorem 1. The ratios gWGM /gWGM , i = 1, . . . , m, of the global prior-
i j
0.5.
ities of alternatives obtained by the WGM aggregation method (10) re-
The local priorities of the alternatives with respect to the cri-
main unchanged with any normalization of the local and global pri-
teria calculated by the GMM, the respective global priorities cal-
orities of alternatives and of the weights of criteria, irrespective of the
culated using the WAM (7) and the WGM (9), and the ratios of
method for deriving local priorities of alternatives and weights of cri-
the global priorities are summarized in Table 2 and Table 3. More
teria.
specifically, Table 2 operates under the normalization condition
(5) for the local priorities of alternatives, whereas Table 3 operates C
Proof. Let p jk be the local priority of alternative A j , j ∈ {1, · · · , m},
under the normalization condition (6).
with respect to criterion Ck , k ∈ {1, · · · , n}, derived from the local
Comparing Table 2 and Table 3, we can clearly see that the cor-
PCM Mk of the alternatives with respect to criterion Ck . Further,
responding ratios of the global priorities computed using the WAM
let wk , k = 1, · · · , n, be the weights of the criteria (not necessar-
are different for each normalization of the local priorities of alter-
ily normalized in general). Let α k > 0 be an arbitrary normaliza-
natives. In the case of the WGM, however, the ratios of the global C
priorities remain constant under different normalizations of the lo- tion constant for normalizing the local priorities p jk of alterna-
cal priorities of alternatives. The invariance of the ratios of global tives A j , j = 1, · · · , m, with respect to criterion Ck , k ∈ {1, · · · , n},
priorities obtained by the WGM (9) under normalization is formu- let β > 0 be an arbitrary normalization constant for normalizing
lated and proven later in Theorem 1. the global priorities gWGM j
of alternatives A j , j = 1, · · · , m, and let
Moreover, we can see from the tables that the ranking of alter- γ > 0 be an arbitrary normalization constant for normalizing the
natives induced by their global priorities computed using the WAM weights of criteria.
102 J. Krejčí, J. Stoklasa / Expert Systems With Applications 114 (2018) 97–106
n
k=1 αk · pCi k γ wk between the WAM and the WGM in the aggregation of local prior-
= k=1 γ w
n
k
n
Ck γ wk ities into global priorities in AHP.
k=1 αk · p j
Example 2. Let us consider the local consistent PCMs of alterna-
γ w k
n tives A1 , A2 , and A3 with respect to criteria C1 and C2 given in
αk pCk
w
n
γ i Table 4 and equal importance of both criteria represented by the
= k =1 k
k=1
αk pCjk weights w1 = w2 = 0.5.
1
From the local PCM M we see that the intensity of preference
n w of A1 over A2 on criterion C1 is the same as the intensity of pref-
pCk k erence of A2 over A3 , namely m112 = m123 = 2. Similarly, from the
w
n
i
= k=1 k Ck 2
k=1
pj local PCM M we see that the intensity of preference of A1 over A2
on criterion C2 is the same as the intensity of preference of A2 over
wk A3 , in this case m212 = m223 = 3. Thus, we would expect that also the
n
w
n C
k=1 k
k=1 pi k global intensity of preference of A1 over A2 will be the same as the
= wk , (11)
global intensity of preference of A2 over A3 , i.e. g12 = g23 . However,
n
w
n C
k=1 k
k=1 p jk we can easily show that the WAM aggregation does not preserve
this equality, under any of the normalizations (5) and (6) of local
which shows that the ratio of the global priorities does not depend
priorities.
on the choice of the normalization constants αk , k = 1, · · · , n, β
In Table 5, the local priorities of alternatives normalized by
and γ .
(5) are provided, together with the global priorities of alternatives
Many research papers have demonstrated that the WAM aggre- obtained by the WAM (7) and the WGM (9) and their ratios. Analo-
gation (7) may lead to rank reversal when one alternative is re- gously, in Table 6, the local priorities of alternatives normalized by
moved from the set of decision alternatives or when a new alter- (6) are provided, together with the global priorities of alternatives
native (either a copy or a close copy of an existing alternative) obtained by the WAM (7) and the WGM (9) and their ratios.
is added; see the literature review provided by Maleki and Za- We see that gWAM 1 /gWAM
2 = gWAM
2 /gWAM
3 (or in other words
hir (2013). In addition to this, Example 1 further shows that the gWAM
12
= gWAM ) in Table 5 as well as in Table 6. Contrarily, the
23
WAM aggregation (7) leads to rank reversal even when the set of equality gWGM 1
/gWGM
2
= gWGM
2
/gWGM
3
(or in other words gWGM 12
=
decision alternatives remains unchanged but when the normaliza- WGM
g23 ) is valid for both normalization conditions. Our focus on the
tion condition for the local priorities of alternatives changes. This is priorities ratios gi j = gi /g j is well justified, as apparent from the
an even more serious drawback. Contrarily, with the WGM aggre- literature review in Section 1 and our comments and examples
gation (10) the rank reversal can never occur under different nor- presented in Sections 1 and 2. A reasonable requirement on the
malizations of the local priorities of alternatives and the weights aggregation method would therefore be to reflect the ratios of the
of criteria. This is because the ratios of the global priorities of al- local priorities as well as possible. In our example, where two local
ternatives remain unchanged as proven in Theorem 1. consistent PCMs are considered and where m112 = m123 and m212 =
m223 , it seems only reasonable to expect that g12 = g23 would hold
3. The ability of weighted arithmetic mean and weighted m
for the global consistent PCM G = gi j , gi j = gi /g j , as well. We
geometric mean to reflect the preference information in local i, j=1
pairwise comparison matrices can clearly see that under the WAM gWAM 1 /gWAM
2 = gWAM
2 /gWAM
3 re-
gardless of the normalization technique used for the local prior-
In Section 2, Example 1, we have already demonstrated that the ities, i.e. gWAM
12
= wWAM
13
. Contrarily, the WGM aggregation reflects
ratios of global priorities depend on the normalization technique the ratios of local priorities well in GWGM , i.e., we get the expected
applied to the local priorities, as long as the WAM is used for ag- result gWGM
1
/gWGM
2
= gWGM
2
/gWGM
3
, or in other words gWGM
12
= gWGM
23
.
gregation. We have also proved the invariance of global-priorities The inability to properly reflect the ratios of local priorities for
ratios under different normalization of the local and global prior- local consistent PCMs seems to be a significant drawback of the
ities of alternatives and the weights of criteria for the WGM ag- WAM aggregation.
gregation. In this section, we will investigate the performance of
The desired ability of the WGM aggregation to preserve the
the WAM and the WGM in the aggregation of local priorities of
equality of pairwise comparisons shown in Example 2 is formu-
alternatives into their global priorities in terms of how well they
lated in the following theorem.
reflect the preference information contained in the local PCMs of
alternatives. Theorem 2. Let M1 , . . . , Mn be local PCMs of alternatives with re-
Shortcomings of the WAM aggregation will be shown on illus- spect to criteria C1 , . . . , Cn , respectively, consistent according to (1),
trative examples. The examples are simplified for the convenience and let w1 , . . . , wn be the weights of criteria. Further, let the intensity
of the reader so that only three alternatives and two criteria are of preference of alternative Ap over alternative Aq be the same as the
considered, the local PCMs of alternatives are consistent according intensity of preference of alternative Ar over alternative As on each
to (1), and the criteria are considered to be equally important. Yet criterion, i.e. mkpq = mkrs for all k = 1, . . . , n. Let the global priorities
these examples will help us highlight some important differences of alternatives be computed by the WGM of local priorities. Then the
J. Krejčí, J. Stoklasa / Expert Systems With Applications 114 (2018) 97–106 103
Table 5
1 2
Aggregation of the local priorities computed from M and M and normalized by (5).
Local priorities of the alternatives with respect to each criterion are normalized so that
3 C1 3 C2
j=1 p j = 1 and j=1 p j = 1. Both g j are computed with w1 = 0.5 and w2 =
WAM
and gWGM
j
0.5.
Table 6
1 2
Aggregation of the local priorities computed from M and M and normalized by (6).
A1 1 1 1 gWAM
1 /gWAM
2 = 12/5 10.5 gWGM
1
/gWGM
2
= 60.5
A2 1/2 1/3 5/12 gWAM
1 /gWAM
3 = 72/13 (1/6)0.5 gWGM
1
/gWGM
3
= 360.5
A3 1/4 1/9 13/72 gWAM
2 /gWAM
3 = 30/13 (1/36)0.5 gWGM
2
/gWGM
3
= 60.5
Local priorities of the alternatives with respect to each criterion are normalized so that
max pCj1 = 1 and max pCj2 = 1. Both gWAMj
and gWGM
j
are computed with w1 = 0.5 and
j=1,2,3 j=1,2,3
w2 = 0.5.
k=1 equally preferred. This means that the global weights of all three
alternatives should be equal and their ratios should hence be equal
for all i, j = 1, . . . , m. Moreover, the equations mkpq = mkrs , k = to 1. However, the aggregation of local priorities (normalized using
1, . . . , n, hold. Thus, (6)) by the WAM results in A2 being considered inferior to A1 and
A3 (see Table 7, column of gWAM ), without any objective reason.
n
wk n
wk j
n
n
gWGM = wk
mkpq = wk
mkrs = gWGM , Meanwhile the WGM aggregation interprets the information pre-
pq k=1 k=1 rs
sented in the local PCMs M 1 and M2 in such a way that all the
k=1 k=1
alternatives are considered equivalent in terms of their global pri-
which concludes the proof. orities (see Table 7). This is much more in line with the actual in-
formation presented in the local PCMs M 1 and M 2 and the fact that
In the following example we will present a case where one
the criteria are equally important. Note that analogous results can
would expect indifference between all the alternatives on the
be obtained for the normalization of local priorities by (5).
global level, but where the WAM aggregation method suggests a
different global ranking.
The ability of the WGM aggregation to properly aggregate di-
Example 3. Let us now investigate the behavior of the WAM and rectly opposite pairwise comparisons of alternatives under equally
the WGM under rather specific conditions. Let us consider the two important criteria shown in Example 3 is formulated in an even
local PCMs of alternatives A1 , A2 , and A3 with respect to criteria more general form in the following theorem.
C1 and C2 given in Table 7 and equal importance of both criteria
represented by the weights w1 = w2 = 0.5. Theorem 3. Let M1 and M2 be local PCMs of alternatives A1 , . . . , Am
Both local PCMs M 1 and M 2 are consistent according to (1). with respect to criteria C1 and C2 , respectively, consistent according
Moreover, notice that the PCMs M 1 and M 2 are direct opposites, to (1), and let the pairwise comparisons of two alternatives Ar and
1 = 1/m
i.e. m 2 , for all i, j = 1, 2, 3. For example, A1 is 2-times pre- As , r, s ∈ {1, · · · , m}, on the criteria be such that m1rs = 1/m2rs . Fur-
ij ij
ferred over A2 on C1 and A2 is 2-times preferred over A1 on C2 ; ther, let the criteria C1 and C2 be equally important, i.e. w1 = w2 .
analogously for the remaining two pairs of alternatives. Since cri- Then the global priorities of alternatives Ar and As computed by the
teria C1 and C2 are equally important and each pair of alternatives WGM are the same, i.e. gWGM r = gWGM
s .
104 J. Krejčí, J. Stoklasa / Expert Systems With Applications 114 (2018) 97–106
Proof. Let α 1 , α 2 > 0 and γ > 0 be some normalization constants By aggregating the ratios of local priorities of alternatives A1
for the local priorities of alternatives and the weights of criteria, and A2 in Table 3 by means of the WGM (8) we obtain
respectively. We know that for local consistent PCMs M1 and M2
0.5
0.5
1 0.5 2 0.5
αk pi k
C
2
p1k
C
1
the equation = mki j , k = 1, 2, holds irrespective of the method hWGM
12 = C
= 1
· 3
=
C
αk p jk p2k 1 3
k=1 2
C
for deriving the local priorities pi k . Thus, we obtain and
γ wk
0.5
1 0.5
0.5 3 0.5
2 2
2
p2k
C
1
gWGM
k=1
γ wk
k=1 αk pCr k hWGM
21 = = 2
· = .
r
= k=1
C
p1k 1 1
3
2
gWGM 2 2 Ck γ wk
s k=1
γ wk
k=1 αk ps 1
Obviously, hWGM = , and analogously for the other two pairs
12 hWGM
γ w k
21
2 Ck of alternatives. Thus, the global PCM HWGM of alternatives keeps
2
γ wk pr
= k=1
C
the reciprocity.
k=1
ps k
Note 2. In Example 4 we showed on a particular problem with two
criteria and three alternatives that the WAM aggregation of ratios
2
γ wk
2
= k=1
γ wk
mkrs does not preserve the reciprocity. This is true also for general deci-
k=1
sion problems with n criteria, m alternatives, and arbitrary weights
of the criteria. In particular
2
γ wk
γ w1 γ w2 ⎡
⎤
= k=1 m1rs · m2rs n pi k
C
⎢ k=1 wk C
⎥
γ w1 ⎢
p jk
⎥ = ⎡ 1
n
C ⎤. (12)
( w1 =w2 )
=
2γ w1
m1rs · mrs 2 ⎣ k=1 wk
⎦ n p k
j
wk
⎢ k=1 pCi k ⎥
⎣ nk=1 wk ⎦
m1rs = 1
2 √
2γ w1
1γ w1 = 1,
mrs
=
i.e., gWGM
r = gWGM
s , which concludes the proof. The following theorem demonstrates that the reciprocity is pre-
served when the ratios of local priorities are aggregated by the
Notice that Theorem 3 is much more general than the par- WGM (8).
ticular case examined in Example 3. Namely, in Example 3 the
special property m1i j = 1/m2i j was valid for each pair of alterna- Theorem 4. The WGM aggregation (8) of ratios of local priorities pre-
serves the reciprocity.
tives Ai and A j , i, j = 1, 2, 3. By contrast, the special property = m1rs
1/m2rs is required only for one particular pair of alternatives in Proof.
Theorem 3 (i.e., the remaining pairwise comparisons in the local
⎛ ⎞ nwk
consistent PCMs M1 and M2 can be arbitrary), resulting in equal n wk
wk
n
Ck n ⎜
⎟ k=1
global priorities of these two alternatives. w
p 1
⎜
⎟
i
k
= =
There seems to be at least one more good reason why to prefer
k=1
C
pk ⎝ pCk ⎠
k=1 j k=1 j
the WGM over the WAM. The WAM aggregation does not preserve pi k
C
Procedure 2 # w k
wk
n
m
n
m
m
mkis m
mkis
1. For each criterion Ck , k = 1, · · · , n, compute the local priori- k=1 s=1 k=1 s=1
C =
n m w k =
w k , (17)
ties p jk , j = 1, · · · , m, of alternatives from the local PCM Mk =
n
m
m
mkjs m
mkjs
{mkrs }m
r,s=1
by the GMM (4). k=1 s=1
k=1 s=1
2. For each two alternatives Ai , A j , i, j = 1, · · · , m, compute the ra-
C C WGM
tio pi k /p jk of their local priorities with respect to each criterion which equals to (14). Thus, G = GWGM .
Ck , k = 1, · · · , n.
Notice that the GMM (4) is used for deriving the local priori-
3. For each two alternatives Ai , A j , i, j = 1, · · · , m, aggregate the
C C
ties of alternatives from local PCMs in Procedures 1 and 2, while
ratios pi k /p jk , k = 1, · · · , n, by the WGM (8) to obtain hWGM
ij in Procedure 3 it is used for deriving the global priorities of alter-
and construct the global PCM H WGM = {hWGM
ij
}m
i, j=1
. natives from the global PCM. Procedures 1 and 2 lead to the same
results also when the GMM for the computation of local priori-
Procedure 3 ties of alternatives is replaced by the EVM (3). This follows directly
from the Eq. (8) that is independent of the method for computing
1. For each two alternatives Ai , A j , i, j = 1, · · · , m, aggregate the local priorities of alternatives.
pairwise comparisons mkij , k = 1, · · · , n, by the WGM (9) with
the weights w1 , . . . , wn to obtain the elements of the global 5. Conclusions
WGM WGM
PCM H = { hi j }m
i, j=1
. Note that such global PCM H is not
guaranteed to be consistent. The main message of this paper is clear: Aggregation of local pri-
WGM
2. Compute the global priorities hj , j = 1, · · · , m, of alterna- orities of alternatives into global priorities in AHP should not be done
by the weighted arithmetic mean method. Instead, the weighted geo-
tives from the global PCM H by the GMM (4).
metric mean method should be used. We showed on several exam-
3. For each two alternatives Ai , A j , i, j = 1, · · · , m, compute the
WGM WGM ples the failure of the WAM method to properly reflect the prefer-
ratios hi /h j and construct the global consistent PCM ence information contained in local PCMs of alternatives. Contrar-
WGM WGM WGM
G = {gWGM
ij
}m , gWGM
i, j=1 i j
= hi /h j . ily, the WGM method proved to reflect the preference information
contained in local PCMs properly.
The following theorem demonstrates that all three procedures When the WAM is applied, the ratios of the global priorities
mentioned above lead to the same results. of alternatives are dependent on the choice of the normalization
technique for local priorities of alternatives. Even worse, with the
Theorem 5. The Procedures 1, 2 and 3 provide the same ratios of use of the WAM aggregation method, a rank reversal may occur
the global priorities of alternatives, i.e. they lead to the same global depending solely on the choice of the normalization technique.
WGM
consistent PCM of alternatives (GWGM = H WGM = G ). Moreover, when the WAM is applied for the aggregation of the
ratios of local priorities, the reciprocity condition is violated. The
Proof. First, let us show the equivalence of Procedure 1 and Pro- WAM exhibits also other instances of strange behavior, such as the
cedure 2. According to Procedure 1 we obtain for each two alter- inability to preserve equality of pairwise comparisons or producing
natives Ai , A j , i, j = 1, · · · , m: an unexpected global ranking from directly opposite preference in-
wk formation, where indifference between the alternatives on a global
n
m
level would be expected by common sense. We showed the occur-
m
mkis
k=1 s=1 rence of these problems with the WAM aggregation on examples of
gWGM
ij =
wk . (14)
completely consistent PCMs to rule out the inconsistency of pair-
n
m
m
mkjs wise comparisons as the possible cause of these problems.
k=1 s=1 We demonstrated that the WGM aggregation does not suffer
According to Procedure 2 and by further adjusting, we obtain from the problems identified for the WAM aggregation. Most im-
portantly, the results to decision problems do not dependent on
⎛m ⎞wk
wk
m the choice of the normalization technique. In fact, the normaliza-
n ⎜
m
mkis m
mkis
⎟
n tion is no longer needed in AHP with the WGM aggregation. We
hWGM = ⎜ s=1 ⎟ =
s=1
w k also showed that when the WGM is used for the aggregation of
ij ⎝ m ⎠
m
k=1 k=1
m
mkjs m
mkjs
s=1 s=1
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