This article has been accepted for publication in a future issue of this journal, but has not been
fully edited. Content may change prior to final publication. Citation information: DOI 10.1109/TFUZZ.2020.2965909, IEEE
Transactions on Fuzzy Systems
Additive and Multiplicative Consistency Modeling
for Incomplete Linear Uncertain Preference
Relations and Its Weight Acquisition
Weiwei Guo, Zaiwu Gong, Xiaoxia Xu and Enrique Herrera-Viedma
Abstract—The use of consistency methods to supplement or
generate missing information so as to obtain a rational and logical
ranking list has been a key point in studies of the incomplete
preference relation. Existing works on incomplete interval fuzzy
preference relations (IFPRs) utilize only endpoints of the original
intervals and generate missing values using interval operations,
resulting in the loss and distortion of information. This pa-
per considers IFPRs as linear uncertain preference relations
(LUPRs), and introduces belief degree and inverse uncertainty
distributions to explore the consistency and ranking problems
with LUPRs. Definitions related to uncertain preference relations
(UPRs) as well as their additive and multiplicative consistency
are first given. Then, models to solve weight vectors are proposed
under both consistency scenarios. Finally, algorithms that gen-
erate missing information in incomplete LUPRs are provided.
By building mathematical relationships between the minimum
deviation and the belief degree, analytic formulas for missing
values are obtained when the minimum deviation is achieved.
It is verified that consistent UPRs and the proposed weight-
vector solving models under incomplete preference relations are
extensions of the traditional IFPRs.
Index Terms—Uncertainty theory; Uncertain preference rela-
tions; Additive consistency; Multiplicative consistency
I. I NTRODUCTION
REFERENCE relations are the most effective method
P for ranking alternatives and selecting the optimal one in
complex group decision-making (GDM) [1]–[5]. Generally,
deterministic preference relations can be divided into two
categories: i) reciprocal preference relations, which adopt the
scale of 1-9 to indicate the relative importance of alternatives
by pairwise comparison; and ii) fuzzy preference relations
(FPRs), which use the scale of 0-1 to denote the decision-
maker’s (DM’s) preference [6]. Considering that the subjective
This research is partially supported by the National Natural Science Foun-
dation of China (71971121, 71571104), NUIST-UoR International Research
Institute, the Major Project Plan of Philosophy and Social Sciences Research
in Jiangsu Universities (2018SJZDA038), the 2019 Jiangsu Province Policy
Guidance Program (Soft Science Research) (BR2019064), and the Spanish
Ministry of Economy and Competitiveness with FEDER funds (Grant number
TIN2016-75850-R).
Weiwei Guo is with the School of Management Science and Engineering,
Nanjing University of Information Science and Technology, Nanjing 210044,
China (E-mail: guowwwhh@163.com).
Zaiwu Gong is with the School of Management Science and Engineering,
Nanjing University of Information Science and Technology, Nanjing 210044,
China (Corresponding author. E-mail: zwgong26@163.com).
Xiaoxia Xu is with the School of Management Science and Engineering,
Nanjing University of Information Science and Technology, Nanjing 210044,
China (E-mail: xiaoxia-xu1991@163.com).
Enrique Herrera-Viedma is with the Department of Computer Science and
Artificial Intelligence, University of Granada, Granada 18071, Spain(E-mail:
viedma@decsai.ugr.es).
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judgement of DMs is characterized by uncertainty in complex
GDM [7]–[10], interval fuzzy preference relations (IFPRs)
use intervals to depict the DM’s uncertain preference [11],
while intuitionistic FPRs adopt a membership degree, non-
membership degree, and hesitancy degree to denote the extent
of the DM’s affirmation, negation, and hesitation [12]. In
fact, intuitionistic FPRs are consistent with IFPRs from a
mathematical perspective.
Consistency analysis is the theoretical foundation for pref-
erence relation research: consistency is the basis for rational
choice, the logical principle for pairwise comparison between
alternatives, and the prerequisite for effective GDM [13]–
[18]. Owing to consistent definition, the rationality of pref-
erence relations can be determined, and the weight vector
for decision units can be calculated [19]. The concepts of
additive consistency and multiplicative consistency in FPRs
were first proposed by Tanino [20], and became the basis of the
consistent definitions for IFPRs, which were put forward by
Xu & Chen [21], Xu [22], and Hu et al. [23]. In addition, Xu
[21], [24] and Hu et al. [23] also built some models to derive
the priority weights from IFPRs. Wang [25] and Zhang [26]
obtained weight vectors for IFPRs and interval multiplicative
preference relations based on the properties of consistency.
A new consistency concept for intervals proposed by Meng
et al. [27] overcomes the limitations in previous research of
obtaining different results resulting from different comparison
sequences. Krejčı́ [28]–[30] proved that some definitions of
additive and multiplicative consistency for IFPRs were not
invariant under permutation of objects, and that violated the
reciprocity of the pairwise comparisons; thus, he proposed the
new concepts of additive consistency, additive weak consisten-
cy, multiplicative consistency, and multiplicative weak consis-
tency, and further brought about their specific testing methods.
Based on these definitions of IFPRs or new definitions of
preference relations in this paper, we can consider giving a
concrete analytic expression of the incomplete value.
In fact, previous definitions for IFPRs, additive consistency,
and multiplicative consistency have limitations in computation:
• Only the upper and lower bounds of the interval are
utilized (i.e., no internal information of the interval is
considered), and it may thus result in a loss of informa-
tion;
• The upper and lower bounds of the interval are defined
separately, without considering whether the data within
the interval satisfies the overall complementarity and
consistency;
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Transactions on Fuzzy Systems
• The distribution (e.g., normal distribution and uniform
distribution) of the interval is not taken into account, and
intervals therefore are not calculated as a whole.
Linear and other forms (e.g., normal) of uncertain pref-
erence relations (UPRs) can effectively deal with the above
computational problems from the angle of mathematical oper-
ations. Uncertainty theory mainly looks into the belief degree
problems of events that happen under uncertain environments
[31]–[33]. Because the determination of preference relations
in decision-making is often affected by various uncertain
factors such as the environment, the DM’s mood, or his/ her
experience, then by considering the above factors, the use of
uncertain distributions to depict DMs’ preferences is more
reasonable than traditional methods [34], [35]. Simulating the
DM’s uncertain preference using uncertain distributions has
the following advantages:
• Uncertain distributions are used to describe the DM’s
preference;
• The DM’s uncertain preference is regarded as a whole to
participate in mathematical operations, maintaining the
integrity of decision information;
• Consistency and ranking problems with respect to the
DM’s uncertain judgement are extensively explored under
different belief degrees in order to delicately and fully
reflect the DM’s uncertain preference in real-life GDM.
In other words, intervals are not viewed as a whole to par-
ticipate in the mathematical operations in previous IFPRs and
their consistent definitions, meaning that decision information
cannot be fully utilized, nor can it reflect the uncertainty in
the DM’s preference. On the basis of uncertainty theory, this
paper proposes UPRs, as well as their novel definitions for
additive consistency and multiplicative consistency.
When expressing uncertain preference, DMs can seldom
provide complete judgement information for various reasons
[36]. The use of known information to supplement or gen-
erate missing values in UPRs in order to derive a logical
and practical ranking list of all alternatives has been widely
adopted in relevant research on UPRs [37], [38]. Without
loss of generality, missing values are estimated by performing
consistency methods [39], [40]: consistency shows the tran-
sitivity property of the DM’s preference relations, so we can
always estimate certain ranges of missing values according to
the DM’s given information. By employing a new method to
measure the consistency for incomplete IFPRs, Liu & Zhang
[41] estimated the missing values using goal-programming
models, and they designed a new algorithm to solve GDM
with incomplete IFPRs. On this basis, Meng & Chen [42],
[43] presented a new GDM method to address incomplete
preference relations using a multiplicative geometric consis-
tency index and introduced an iterative approach to obtain the
acceptably additive consistency for FPRs. Similarly, Herrera-
Viedma et al. [44] proposed consensus GDM models with
incomplete FPRs based on the consistency measure. In fact,
the design of new algorithms or models helps to supplement
the missing values, especially when consistency methods are
insufficient or to obtain a more optimal result [45], [46]. To
cope with incomplete hesitant FPRs, Zhang [47] proposed
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novel models with α- or β-normalization to derive priority
weights. With the help of an upper-bound condition, Khalid
& Beg [48] estimated the DM’s missing preferences under
incomplete interval valued FPRs, and they formulated an
algorithm to assist experts in complying with the condition.
Based on the additive consistency and the order consistency
with consistency degrees, Chen et al. [49] developed a new
approach for GDM with incomplete FPRs, which overcame
the drawbacks of previous methods that are sometimes unable
to obtain the correct preference order for alternatives.
Of the studies with incomplete FPRs, missing values are
generally completed by employing the consistency property
shown in preference relations or by using the DM’s given
judgements. It is simple to find that different methods may
produce diverse results, and the use of the DM’s given infor-
mation is not fully maximized. As an example, considering the
DM’s preference expressed by interval values, the interval may
satisfy a triangle [50], trapezoid, or normal distribution, but
these characteristics are usually neglected. Then, in most cases,
the reason for which DMs fail to give complete preferences
may be that there exists so much uncertainty in the decision-
making environment or with the DMs themselves. Generally,
if supplemented values can reflect a DM’s preference trend
to a large extent, that is, if these missing values are obtained
under the minimum deviation with a higher confidence level
(or belief degree) for DM, then the supplement method is
more reasonable. Therefore, we propose minimum deviation
models, where missing values in a DM’s preferences satisfy
the maximum belief degree under the consistency mechanism.
The proposed method reflects the uncertainty in the DM’s
judgements, makes full use of known information, and esti-
mates the missing values with a higher consistency degree,
in order to make it more reasonable than previous methods.
Definitions on UPRs and their consistency, which are proposed
in this paper, can be used for uncertain decision-making with
incomplete information, and can be regarded as an extension
of the traditional preference relation methods.
The remainder of this paper is organized as follows: Sec-
tion 2 reviews uncertainty theory and uncertain distributions.
Section 3 presents the additive and multiplicative consistency
in FPRs and IFPRs. Section 4 provides definitions on UPRs as
well as their additive and multiplicative consistency; further-
more, relationships between UPRs, linear uncertain preference
relations (LUPRs), FPRs, and IFPRs are also investigated.
Considering additive or multiplicative consistency for UPRs,
both generation rules for incomplete information and solving
models for weight vectors are provided in Section 5 and 6,
respectively. The conclusion and goals for future studies are
presented in the last section.
II. U NCERTAINTY THEORY
Uncertainty theory involves mainly the study of events for
which the distribution function cannot fit the frequency, or the
belief degree problem of each event has to be evaluated by
domain experts. Uncertainty theory has been widely employed
in applications such as vehicle scheduling, combinatorial op-
timization, and risk analysis [51]–[54].
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Transactions on Fuzzy Systems

A. Uncertain measure F ( x)

Let Γ be a nonempty set (sometimes called a universal

set). Collection L, which consists of subsets of Γ, is called
an algebra over Γ if the following three conditions hold:
(a) Γ ∈ L; (b) if Λ ∈ ∪nL, then Λ ∈ L; and (c) if
c

Λ1 , Λ2 , · · · , Λn ∈ L, then i=1 Λi ∈ L. Collection L is called

a σ-algebra over Γ if condition (c) is replaced by closure under
∪∞countable union, that is, when Λ1 , Λ2 , · · · ∈ L, we have
the
i=1 Λi ∈ L [53]. To consider belief degrees rationally, Liu 0 a b x
[52], [53] proposed the following axioms:
Fig. 1. Linear uncertainty distribution.
Axiom 1. (Normality Axiom): M {Γ} = 1 for universal set Γ.
F -1 (a )
Axiom 2. (Duality Axiom): M {Λ} + M {Λ } = 1 for any c
b
event Λ.

Axiom 3. (Subadditivity Axiom): For every countable se-

quence of events Λ1 , Λ2 , · · · , we have
{∞ } ∞
∪ ∑
M Λi ≤ M {Λi }. (1)
i=1 i=1

a
Axiom 4. (Product Axiom): Let (Γk , Lk , Mk ) be uncertainty
spaces for k = 1, 2, · · · , where the product uncertain measure 0 1 a
M is an uncertain measure that satisfies
{∞ } ∞
∏ ∧
M Λk = Mk {Λk }, (2) Fig. 2. Inverse linear uncertainty distribution.
k=1 k=1

where Λk are arbitrarily chosen events from Lk for k =

B. Linear uncertain distribution and its inverse distribution
1, 2, · · · .
Theorem 2. [53] Uncertain variable ξ is said to be linear if
Definition 1. [53] An uncertain variable is function ξ from it has a linear uncertainty distribution

uncertainty space (Γ, L, M ) to the set of real numbers such 
 0, if x ≤ a
that {ξ ∈ B} is an event for any Borel set B of real numbers.  x−a
Φ(x) = , if a ≤ x ≤ b (5)
The uncertainty distribution Φ of an uncertain variable ξ is 
 b−a

defined as 1, if x ≥ b,
Φ(x) = M {ξ ≤ x}. (3)
and is denoted by L(a, b), where a and b are real numbers,
with a < b (see Fig. 1).
For any real number x, where M {ξ ≤ x} is called the belief
degree of event {ξ ≤ x}, which is measured by α(0 ≤ α ≤ 1), Theorem 3. [53] The inverse uncertainty distribution of linear
that is, α = Φ(x) = M {ξ ≤ x}. According to Axiom 2, uncertain variable L(a, b) (see Fig. 2) is
M {ξ > x} = 1−Φ(x) = 1−α. When uncertainty distribution
Φ−1 (α) = (1 − α)a + αb. (6)
Φ is a continuous function, we also have M {ξ < x} = M {ξ ≤
x} = Φ(x), M {ξ ≥ x} = 1 − Φ(x). III. F UZZY PREFERENCE RELATIONS
A. Definition on FPRs
Theorem 1. [53] Let ξ1 , ξ2 , · · · , ξn be independen-
Definition 2. [6], [20], [55], [56] Nonnegative matrix R =
t uncertain variables with regular uncertainty distributions
(rij )n×n is called a fuzzy preference relations if rii = 0.5,
Φ1 , Φ2 , · · · , Φn , respectively. If f (ξ1 , ξ2 , · · · , ξn ) is strictly in-
rij + rji = 1, i, j ∈ N .
creasing with respect to ξ1 , ξ2 , · · · , ξm and strictly decreasing
with respect to ξm+1 , ξm+2 , · · · , ξn , then Element rij in fuzzy preference relations R expresses the
membership degree of alternative xi over alternative xj . rij =
ξ = f (ξ1 , ξ2 , · · · , ξn ) 0.5 indicates that there is no difference between xi and xj ; if
has an inverse uncertainty distribution rij > 0.5, then xi is superior to xj , and if rij < 0.5, then xj
Ψ−1(α)= f (Φ−1 −1 −1 −1 is superior to xi .
1 (α), · · · , Φm (α), Φm+1 (1−α), · · · , Φn (1−α)). (4)

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Transactions on Fuzzy Systems

Definition 3. [20] Let R = (rij )n×n be a FPRs; R is Eq. (13) is equivalent to

additively consistent if { − − −
rij ≥ rik + rkj − 0.5
rij + 0.5 = rik + rkj (7) (14)
+
rij ≤ rik
+ +
+ rkj − 0.5
is true for all i, k, j ∈ N . where i, j, k ∈ N with k ̸= i, j ∧ i < j .
Definition 4. [20] Let R = (rij )n×n be a FPRs; R is 2) Multiplicative consistency definitions of IFPRs:
multiplicatively consistent if Definition 8. [45] Let R̄ = (r̄ij )n×n be an IFPRs; R̄ is
multiplicatively consistent if
rij rjk rki = rji rik rkj (8)  − − −

 rij rik rkj
is true for all i, k, j ∈ N . 
 =
r + + +
rjk rki
Equation (8) is equivalent to ji
(15)
rij rik rkj 
 r +
r + +
r
= , i, k, j ∈ N. (9) 
 ij ik kj
1 − rij (1 − rik )(1 − rkj )  r− = r− r−
ji jk ki
1 1 1 hold for all i, k, j ∈ N with i < k < j.
−1=( − 1)( − 1), i, k, j ∈ N. (10)
rij rik rkj
Eq. (15) can be unified as:
B. Definitions on IFPRs r̄ij r̄ik ⊗ r̄kj
= (16)
r̄ji r̄jk ⊗ r̄ki
To better characterize the uncertainty in DMs’ preferences,
interval values can better reflect the range of DMs’ judgements holds for all i, k, j ∈ N with i < k < j.
than crisp numbers. Next, we recall some interval operations. Definition 9. [30] Let R̄ = (r̄ij )n×n be an IFPRs; R̄
− + − +
Let r̄ij = [rij , rij ] and r̄ji = [rji , rji ] be nonnegative is multiplicatively consistent if for every i, j, k ∈ N , the
intervals; from the operations of interval values, we have following holds:
− − +
1) r̄ij ⊕ r̄ji = [rij + rji +
, rij + rji ]; − + − + −
− − ∀rij ∈ [rij ,rij ], ∃rik ∈ [rik , rik ] ∧ ∃rkj ∈ [rkj +
, rkj ]:
2) r̄ij ⊖ r̄ji = [rij − rji , rij − rji
+ +
];
− − + + rij rik rkj (17)
3) r̄ij ⊗ r̄ji = [rij rji , rij rji ]; =
− + + − 1 − rij (1 − rik )(1 − rkj )
4) r̄ij /r̄ji = [rij /rji , rij /rji ];
− Eq. (17) is equivalent to
5) λr̄ij = [λrij , λrij +
], λ ≥ 0.
 − −

 rik rkj
Definition 5. [11] Nonnegative matrix R̄ = (r̄ij )n×n =  rij

−
≥
− +
([rij −
, rij ])n×n is called an IFPRs if r̄ii = [0.5, 0.5], rij +
+rji =  − − − −
1 − rik − rkj + 2rik rkj
− (18)
rij + rji = 1, i, j ∈ N .
+


+ +
rik rkj


 rij ≤ 1 − r+ − r+ + 2r+ r+
+
− +
Element r̄ij = [rij , rij ] in IFPRs R̄ expresses the range of ik kj ik kj
membership degree of alternative xi over alternative xj . If where i, k, j ∈ N with k ̸= i, j ∧ i < j. [57] Eq. (18) can be
−
rij +
= rij , i, j ∈ N , then the interval can be transformed into transformed into:
a crisp number. Therefore, the FPRs is a special case of the  − − −
IFPRs. 
 rij rik rkj

 ≥
1) Additive consistency definitions of IFPRs:  1 − r− − −
(1 − rik )(1 − rkj )
ij
(19)
 rij

+ + +
rik rkj
Definition 6. [45] Let R̄ = (r̄ij )n×n be an IFPRs; R̄ is 

additively consistent if  1 − r+ ≤ (1 − r+ )(1 − r+ )
ij ik kj
{ − − −
rij + 0.5 = rik + rkj IFPRs essentially reflect the range of DM’s opinions, and
+ + + (11) complementarity and consistency are two important indexes
rij + 0.5 = rik + rkj
that balance whether a GDM is effective or not. With respect
hold for all i, k, j ∈ N with i < k < j. to intervals, endpoints are mostly used to perform calculations
with internal information being ignored; thus, a DM’s interval
Eq. (11) can be unified as:
valued preference is not regarded as a whole, or for specific
r̄ij ⊕ [0.5, 0.5] = r̄ik + r̄kj (12) distributions for an interval being considered. In fact, if DMs
express their preferences with interval values, they may be
holds for all i, k, j ∈ N with i < k < j.
generally more inclined to the median value, meaning that the
Definition 7. [28] Let R̄ = (r̄ij )n×n be an IFPRs; R̄ is interval may not be evenly distributed; however, the above
additively consistent if for every i, j, k ∈ N , the following problem has been often neglected in previous studies on
holds: IFPRs. Finally, the same GDM will not be conducted many
− +
∀rij ∈ [rij − +
, rij ], ∃rik ∈ [rik −
, rik ] ∧ ∃rkj ∈ [rkj +
, rkj ]: times, making it difficult to estimate the probability using
(13) probability theory. Therefore, the distribution function for a
rij = rik + rkj − 0.5 certain interval is hardly derived. As a result, such uncertain

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Transactions on Fuzzy Systems

problems cannot be fitted by frequency in probability theory, relations. The definition of UPRs contains the other three
but uncertainty theory provides a new solution. definitions, which need not be separately defined and more
comprehensive. In rationality, UPRs is more reasonable than
− +
IV. UPR S AND ITS CONSISTENT DEFINITIONS IFPRs and FPRs. For example, when rij ∼ L[rij , rij ], the
definition of UPRs is equivalent to IFPRs, that is, the sufficient
In practical decision-making, diversity is ubiquitous in an condition that IFPRs can use upper and lower limits for
environment and DM’s education background, and the quality complementary definition is that rij obeys linear uncertain
and quantity of information as well as other factors all make distribution, but it is not explained in the definition of IFPRs.
a DM’s judgment full of uncertainty. In addition, because no However, if rij does not obey the linear uncertain distribution,
sample can be obtained to estimate the distribution function it is unreasonable to use the upper and lower limits in IFPRs
with respect to an individual’s specific decisions, nor can it for definition. In this case, we still need to use the definition
derive the probability approximated by means of frequency. of UPRs.
However, as a useful mathematical tool, uncertainty theory
provides a new way to solve the above indeterministic prob- Definition 11. Let R = (rij )n×n be an UPRs, R is additively
lems. Referring to the previous definition on FPRs, UPRs can consistent if for any α, 0 ≤ α ≤ 1,
be defined by using uncertainty theory.
Φ−1 −1 −1
ij (α) + 0.5 = Φik (α) + Φkj (α) (20)
Definition 10. [58] Let R = (rij )n×n be a nonnegative
matrix, rij is an uncertain variable in R with an uncertain is true for i, k, j ∈ N with i < k < j.
− +
distribution function as Φij and a corresponding inverse Theorem 5. When rij ∼ L[rij , rij ], the definition of additive
uncertain distribution function as Φ−1 ij (α), 0 ≤ α ≤ 1 . If consistent UPRs is equivalent to IFPRs, and when rij is
Φ−1
ii (α) = 0.5, Φ−1
ij (α) + Φ −1
ji (1 − α) = 1, i, j ∈ N , namely, a constant, the definition of additive consistent UPRs is
global complementarity satisfies, then, R is an UPRs. If rij equivalent to FPRs.
− +
obeys a linear uncertain distribution (e.g. rij ∼ L[rij , rij ]),
the matrix R = (rij )n×n is called a linear UPRs (i.e., a Proof: The proof is similar to that for Theorem (4).
LUPRs). Definition 12. Let R = (rij )n×n be an UPRs with Φij
− + − +
Theorem 4. When rij ∼ L[rij , rij ], the definition of UPRs is being the distribution function of rij ∼ L[rij , rij ] and let
− +
equivalent to LUPRs. When rij ∼ L[rij , rij ], the definition Ψij be the distribution function of aij ∼ L[a− +
ij , aij ], where
of UPRs is equivalent to IFPRs. When rij is a constant, − +
rij rij
the definition of UPRs is equivalent to FPRs. That is, FPRs, a−ij = log
+
− , aij = log + . Then, R is multiplica-
1 − rij 1 − rij
IFPRs, LUPRs are special forms of UPRs, while UPRs is the tively consistent if for any α, 0 ≤ α ≤ 1,
generalization of FPRs, IFPRs and LUPRs.
− + Ψ−1 −1 −1
ij (α) = Ψik (α) + Ψkj (α) (21)
Proof: When rij ∼ L[rij , rij ], according to Def. (10),
UPRs is equivalent to LUPRs at this time. When rij ∼ is true for i, k, j ∈ N with i < k < j.
− +
L[rij , rij ], then for any α ∈ [0, 1], Φ−1 −1
ij (α) + Φji (1 − α) =
−1 Theorem 6. When aij ∼ L[a− +
ij , aij ], the definition of multi-
1, Φii (α) = 0.5 hold ({i, k, j} ∈ N ), that is,
{ plicative consistent UPRs is equivalent to IFPRs, and when rij
− −
(1 − α)rij +
+ αrij + αrji + (1 − α)rji+
=1 is a constant, the definition of multiplicative consistent UPRs
−
(1 − α)rii + αrii = 0.5
+ is equivalent to FPRs.
Proof: The proof is similar to that for Theorem (4).
holds for any α ∈ [0, 1], then we can get that:
{ According to the definitions of UPRs and their additive
− + + −
rij + rji = rij + rji =1 consistency and multiplicative consistency, we find that: by
− + setting different values for belief degree α, UPRs can be
rii = rii = 0.5
regarded as a whole in the definition and operating, thereby
This is consistent with the definition of IFPRs. preventing a loss of information. As an example, take a
When rij is a constant, similarly, the definition of UPRs can LUPRs, where by changing the value of α, every value
be converted into: within the interval satisfies complementarity and consistency
{
rij + rji = 1 so as to overcome the drawback in IFPRs, and it becomes
a further extension of IFPRs. Consider that IFPRs do not
rii = 0.5
elaborate the distribution of an interval, nor do they use the
This is consistent with the definition of FPRs. distribution and the inverse distribution to perform relevant
Although the definition of UPRs is equivalent to LUPRs, calculations, (i.e., only endpoints are considered). In fact,
IFPRs and FPRs when rij obeys different distribution, they are previous interval values are uniformly distributed by default.
different in terms of connotation, completeness and rationality. Thus, we present the definitions about UPRs, LUPRs, and
In terms of connotation, the judgment elements in UPRs their corresponding consistency, and we extensively explore
and LUPRs are uncertain variables with belief degree, while their relationships with FPRs and IFPRs. To more accurately
FPRs is crisp number and IFPRs is interval number. In terms define LUPRs, in order to obtain more accurate calculation
of perfection, UPRs is more perfect than other preference results, we distinguish between cases where intervals obey a

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− + − + −
linear distribution from other distribution forms. Meanwhile, Because rij ∼ L[rij , rij ], rik ∼ L[rik , rik ], rkj ∼ L[rkj +
, rkj ],
−1 −
in the next section, a theoretical basis is provided for the and considering that Φij (α) = (1 − α)rij + αrij , then +

completeness and consistency of incomplete UPRs. inequality system (27) becomes:

 ∑n
V. C OMPLETENESS AND ADDITIVE CONSISTENCY OF 

 n[(1 − θ)r −
+ θr +
+ 0.5] − −
[θrik +
INCOMPLETE AND INCONSISTENT LUPR S 
 ij ij




k=1
A. Completeness of incomplete LUPRs  (1 − θ)r+ + θr− + (1 − θ)r+ ] ≤ εij
ik kj kj
(28)
Let R = (rij )n×n be an incomplete and inconsistent 
 ∑n
− + 
 −
− n[θrij + (1 − θ)rij
+ −
[(1 − θ)rik
LUPRs, where rij ∼ L[rij , rij ], and Φij is the distribution 

+ 0.5] + +


function of rij . If rij is unknown, based on [28] and Eq. (14), 
 +
k=1
−
θrik + (1 − θ)rkj +
+ θrkj ] ≤ εij
we have: 
1∑ −
n

 − − ∑
n

 r ≥ (rik + rkj − 0.5) − + − + −
 ij n 1) If n[(1−θ)rij +θrij +0.5]− [θrik +(1−θ)rik +θrkj +
k=1 k=1
 ∑n (22)
− ∑
n
−

 r+ ≤ 1 (1 − θ)rkj
+
] ≥ −n[θrij + (1 − θ)rij +
+ 0.5] + [(1 − θ)rik +

 ij (r +
ik + r +
kj − 0.5) k=1
n ∑n
k=1 − − −
+
θrik + (1 − θ)rkj +
+ θrkj ], that is, n(rij +
+ rij + 1) ≥ (rik +
Eq. (22) determines the range of the uncertain distribution k=1
−
for the unknown variable rij . Let U = {unknown uncertain +
rik +rkj +rkj+
), the common solution for the inequality system
−
variable rij , i, j ∈ N }, U − = {unknown rij , i, j ∈ N }, (28) is derived as:
and U = {unknown rij , i, j ∈ N }. To ensure that the
+ +
∑
n
− −
UPRs satisfies the additive consistency under a minimum εij ≥n[(1 − θ)rij +
+ θrij + 0.5] − [θrik +
deviation and a maximum belief degree, the following model k=1
is constructed. −
(1 − θ)rik
+
+ θrkj + (1 −n θ)rkj
+
]
∑ ∑
M in εij −
=(1 − θ)[n(rij + 0.5) − + +
(rik + rkj )]+
∈U
 rij{  }
 
n(rij + 0.5)− ∑ (rik + rkj ) ≤ εij ≥ θ, rij ∈ U
k=1


n
∑
n

M   +
θ[n(rij + 0.5) − −
(rik −
+ rkj )]

 (29)
 k=1
−
rij ∼ L[rij +
, rij −
], 0 ≤ rij ≤ rij
+ −
≤ 1, rii +
= rii = 0.5, i, j ∈ N (23) k=1
∑
n
s.t. −1 − −

Φij (α) = (1 − α)rij + αrij , i, j ∈ N
+
≥(1 − θ)[n(rij + 0.5) − +
(rik +
+ rkj )]+

Φ−1 (α) + Φ−1 (1 − α) = 1, Φ−1 (α) = 0.5, i, j ∈ N

 ∑
n k=1
 ij ji ii
−
0 ≤ θ ≤ 1, εij ≥ 0 θ[ +
(rik +
+ rkj ) − n(rij + 0.5)]
k=1
For the convenience of description, each constraint in Model ∑
n
−
(23) is numbered as (23-1)-(23-5) in sequence. The constraint =(2θ − 1)[ (rik
+ +
+ rkj ) − n(rij + 0.5)]
k=1
(23-1) denotes that the belief degree is no less than θ, under
which the uncertain variable rij missing in the UPRs R = − + ∑
n
− + −
2) If n[(1−θ)rij +θrij +0.5]− [θrik +(1−θ)rik +θrkj +
(rij )n×n satisfies the additive consistency; (23-2) shows that k=1
rij obeys a linear uncertain distribution; (23-3) is the operation − ∑
n
−
(1 − θ)rkj
+
] ≤ −n[θrij + (1 − θ)rij
+
+ 0.5] + [(1 − θ)rik +
law for a linear uncertain distribution; (23-4) denotes the k=1
definition constraint for UPRs; and (23-5) indicates that both − − ∑
n
−
+
θrik +(1 −θ)rkj +
+θrkj ], namely, n(rij +
+rij +1) ≤ (rik +
the belief degree θ and deviation value εij are nonnegative. k=1
+ − +
rik +rkj +rkj ), the common solution for the inequality system
Theorem
∑ 7. The optimal value −of +the objective function (28) is obtained as:
M in εij , the missing values rij , rij , and the belief degree −
rij ∈U εij ≥ −n n[θrij + (1 − θ)rij
+
+ 0.5]+
θ in Model (23) satisfy ∑ − −
[(1 − θ)rik + θrik + (1 − θ)rkj
+ +
+ θrkj ]
∑ 1 ∑ ∑ + +
n
− −
M in εij = (θ− ) (rik +rkj −rik −rkj ) (24) k=1
∑
n
− −
2 =(1 − θ)[ (rik + rkj ) − n(rij
+
+ 0.5)]+
rij ∈U rij ∈U k=1
1 ∑ −
n k=1
− − 1 ∑
n
−
rij +
= rij = +
(rik + rik + rkj +
+ rkj )− (25) θ[ +
(rik +
+ rkj ) − n(rij + 0.5)]
2n 2 k=1 (30)
k=1 ∑
n
− −
1 ≥(1 − θ)[ (rik + rkj ) − n(rij
+
+ 0.5)]+
θ≥ (26) k=1
2 ∑
n
− −
+
θ[n(rij + 0.5) − (rik + rkj )]
Proof: Based on Def. (1) and Theorem (1), constraint k=1
(23-1) can be transformed into: ∑
n
− −
 =(2θ − 1)[n(rij
+
+ 0.5) − (rik + rkj )]
 ∑
n

 n[Φ−1 [Φ−1 −1 k=1

 ij (θ)+0.5]− ik (1−θ)+Φkj (1−θ)] ≤ εij
k=1 − + ∑
n
− + − +
(27) If and only if n(rij + rij + 1) = (rik + rik + rkj + rkj ),

 ∑
n

−n[Φ −1
− [Φ−1 −1 k=1
 ij (1 θ) + 0.5]+ ik (θ) + Φkj (θ)] ≤ εij inequalities (29) and (30) can simultaneously take the mark of
k=1

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“ ≥ ”, and we have: Considering Theorem (7), we further find that:

∑
n
−
≥ (2θ − 1)[ (rik ) − n(rij 1 ∑ −
+ + n
εij + rkj + 0.5)]
− −
k=1 rij = [(rik + rkj − 0.5) + (rik
+ +
+ rkj − 0.5)]
∑
n 2n
− − k=1
εij ≥ (2θ − 1)[n(rij
+
+ 0.5) − (rik + rkj )]
1 ∑n
− − − −
∑
n
k=1
≥ [(rik + rkj − 0.5) + (rik + rkj − 0.5)]
− − − 2n
2εij ≥ (2θ − 1)[ (rik
+ +
+ rkj − rik − rkj +
) + n(rij − rij )] k=1
1∑ −
k=1 n
−
1 = (rik + rkj − 0.5)
+
As rij −
≥ rij , i, j ∈ N, εij ≥ 0, we then obtain θ ≥ , and n
k=1
2 ∑n
it corresponds to the fact that the belief degree of one event 1 − −
1
+
rij = [(rik + rkj − 0.5) + (rik
+ +
+ rkj − 0.5)]
happens is no less than ; thus, we have: 2n
2 k=1
∑ +
n
∑n
≥ (2θ − 1)[ (rik + −
− rik −
− rkj − −
− rij 1
2εij + rkj ) + n(rij )] ≤ +
[(rik +
+ rkj − 0.5) + (rik
+ +
+ rkj − 0.5)]
k=1 2n
1 ∑ +
n k=1
− −
εij ≥ (θ − − rik − rkj 1∑ +
+ n
) (rik + rkj )
2
k=1 = +
(rik + rkj − 0.5)
n
− + − + ∑
n
−
k=1
If and only if rij = rij and n(rij + rij + 1) = (rik + The above findings indicate that all of the missing values
k=1
+ − + still satisfy Krejčı́’s additive consistency definition (Def.(7)
rik + rkj + rkj ), εij achieves the minimum, namely:
∑ 1 ∑ ∑ +
n
− −
and Eq(14)) [28] and Eq. (22) under a minimum deviation.
M in εij = (θ − ) +
(rik + rkj − rik − rkj ) (31) Therefore, the proposed model can be used to supplement the
rij ∈U
2 r ∈U
k=1
ij missing information in LUPRs. Meanwhile, the belief degree
1 ∑ −
n
− − 1 is a maximum when the missing values satisfy the additive
rij +
= rij = +
(rik + rik + rkj +
+ rkj )− (32)
2n 2 consistency under the minimum deviation. However, if the
k=1

1 known pre-determined values in LUPRs fail to be additively

θ≥ (33) consistent, then the LUPRs with missing information supple-
2
mented need to be adjusted to meet the global consistency.

Then, Eq. (32) becomes

1 ∑ −
n B. Additive consistency for inconsistent LUPRs
− −
rij +
= rij = [(rik +rkj −0.5)+(rik
+ +
+rkj −0.5)] (34) Let R = (rij )n×n be an (adjusted) complete but inconsis-
2n − +
k=1
tent LUPRs initially provided by DM, rij ∼ L[rij , rij ], and
Eq. (34) intuitively shows the relationship between UPRs and let Φij be the distribution function of rij ; R̃ = (r̃ij )n×n is the
the additive consistency for IFPRs. Next, we will prove that adjusted complete and globally additively consistent LUPRs,
the above conclusion also satisfies the constraint (23-4), and − +
r̃ij ∼ L[r̃ij , r̃ij ], and Φ̃ij is the distribution function of r̃ij .
that it is the global optimal solution for Model (23). Based on
Eq. (34), we have: To keep the adjustment amount a minimum from R to R̃, i.e.,
− −
to ensure that the sum of ξij = |r̃ij − rij | + |r̃ij
+
− rij
+
| achieves
Φ−1 −1
ij (α) + Φji (1 − α) a minimum, we derive R̃ to solve the following model based
− −
=(1 − α)rij +
+ αrij + αrji + (1 − α)rji
+
on the definitions for LUPRs and its additive consistency.
∑
1−α ∑ −
n
− M in ξij
= [(rik + rkj − 0.5) + (rik
+ +
+ rkj − 0.5)]+
2n  i,j∈N − −
k=1
 ξij = |r̃ij − rij | + |r̃ij
+
− rij+
|, i, j ∈ N

α ∑ − 
n − − −
− 
 r̃ij ∼L[r̃ij , r̃ij ], 0 ≤ r̃ij ≤ r̃ij ≤ 1, r̃ii =r̃ii =0.5, i, j ∈ N
+ + +
[(rik + rkj − 0.5) + (rik
+ +
+ rkj − 0.5)]+ −1 −
(35)
2n s.t. Φ̃ij (α) = (1 − α)r̃ij + αr̃ij , i, j ∈ N
+
k=1 

 Φ̃−1 (α) + Φ̃−1 −1
ji (1 − α) = 1, Φ̃ii (α) = 0.5, i, j ∈ N
α ∑ − 
n
−  ij −1 −1 −1
[(rjk + rki − 0.5) + (rjk
+ +
+ rki − 0.5)]+ Φ̃ij (α)+0.5 = Φ̃ik (α)+ Φ̃kj (α), i, k, j ∈ N, i < k < j
2n
k=1
Considering Theorems (4) and (5), Model (35) can be
1−α ∑ −
n
−
[(rjk + rki − 0.5) + (rjk
+ +
+ rki − 0.5)] transformed into
2n ∑
k=1 M in ξij
1 ∑n
− − − −  i,j∈N −
+ + + + −
= [(rik + rki )+ (rkj + rjk )+ (rik + rki )+ (rkj + rjk )−2] 
ξij = |r̃ij − rij | + |r̃ij+
− rij
+
|, i, j ∈ N
2n r̃ ∼ L[r̃ −
≤ −
≤ (36)
ij ≤ 1, i, j ∈ N
+ +
k=1 ij ij , r̃ ij ], 0 r̃ij r̃
s.t. − − −
=1 
r̃ + r̃ +
= 1, r̃ +
+ r̃ = 1, r̃ = r̃ +
= 0.5, i, j ∈ N
 ij−
ji
−
ij
−
ji ii ii
r̃ij +0.5 = r̃ik + r̃kj +
, r̃ij +0.5 = r̃ik + +
+ r̃kj , i, k, j ∈ N, i < k < j
It is clear that all missing values in R = (rij )n×n satisfy the
constraint (23-4), and all known variables by default meet the By solving Model (36), we derive the complete and additively
requirement of (23-4); thus, the conclusion in Theorem (7) is consistent LUPRs R̃ from the inconsistent LUPRs R with a
the optimal solution for Model (23). minimum adjustment.

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C. Determination of weight vector for additively consistent small as possible. Thus, a weight vector solving model for
UPRs UPRs is built as follows.
∑
M in δij
For FPRs, Tanino [20] suggests that once FPRs R =  i,j∈N
{  }
M  
∑n rij − [ 2 (ωi − ωj ) + 0.5] ≤ δij ≥ β, i, j ∈ N (37)
n−1
(rij )n×n satisfy additive consistency, then there exists a utility
function vector U = (u1 u2 ... un )T , max ui − min uj ≤ s.t.
0 ≤i=1 ωi = 1, 0 ≤ ωi ≤ 1, i ∈ N
1, {i, j} ∈ N , such that rij = 0.5(ui − uj + 1), ∀i, j ∈ N . β ≤ 1, δ ≥ 0, i, j ∈ N
ij

Since preference relationship is generally used for ranking For the convenience of description, each constraint in Model
[59], it is particularly crucial to determine the weight of the (37) is numbered as (37-1)-(37-3) in sequence. Constraint (37-
research object. Many scholars have also been devoted to 1) means that the belief degree of the event for which the
exploring the relationship between this utility function and 2 (ωi − ωj ) + 0.5
absolute of the deviation between rij and n−1
− + is no more than δij is no less than β. Based on Def. (1) and
weight. Xu [21] proposed if IFPRs R = ([rij , rij ])n×n meets Theorem (1), Model (37) is further converted to
additive consistency, then there ∑n exists a non-negative weight ∑
vector ω = (ω1 ω2 . . . ωn )T , i=1 ωi = 1, {i, j} ∈ N , such M in δij
−  −1
i,j∈N
that rij ≤ 0.5(ωi −ωj +1) ≤ rij +
, ∀i, j ∈ N . But this definition  Φij (β) ≤ n−1 (ωi − ωj ) + 0.5 + δij , i, j ∈ N

 −1 2
also has shortcomings, for example, Φ (1 − β) ≥ n−1
(ωi − ωj ) + 0.5 − δij , i, j ∈ N (38)
  s.t. ∑n ij 2

 i=1 ω = 1, 0 ≤ ωi ≤ 1, i ∈ N
[0.5, 0.5] [0.2, 0.2] [0.2, 0.2]  i
0 ≤ β ≤ 1, δij ≥ 0, i, j ∈ N
R = [0.8, 0.8] [0.5, 0.5] [0.5, 0.5] ,
[0.8, 0.8] [0.5, 0.5] [0.5, 0.5] Similarly, the constraints in Model (38) are numbered (38-
1)-(38-4) in turn. Constraints (38-1) and (38-2) are calculated
obviously, this is a special IFPRs that satisfies additive con- by using constraints (37-1). Model (38) can be used to derive
sistency, however, the weight vector obtained by the method the weight vector for UPRs with additive consistency being
1 8 8 T
proposed by Xu [21] is ω = (− 15 15 15 ) , this is clearly satisfied, and can be further applied to rank alternatives or
contrary to the non-negative conclusion. Based on this, we other GDM scenarios.
redefine the relations between rij and ωi , ωj , it can not only
reflect the utility function proposed by Tanino, but also rea- D. Algorithms for completeness and additive consistency
sonably obtain the weight vector, which successfully solving Algorithm 1: Algorithm for completeness and additive
the existing problems. consistency with respect to incomplete and inconsistent
Theorem 8. If FPRs satisfy additive consistency, there LUPRs
∑n exist a
nonnegative weight vector ω = (ω1 ω2 . . . ωn )T , i=1 ωi = Step 1: Supplement the incomplete LUPRs: suppose the
1, {i, j} ∈ N , such that rij = n−1 LUPRs provided by DMs are Rt = (rij t t
∼
2 (ωi − ωj ) + 0.5, ∀i, j ∈ N .
)n×n , where rij
L[rij , rij ], and Φijt is the distribution function of rij . If Rt
t− t+ t
Proof: rij + rji = n−1 2 (ωi − ωj ) + 0.5 + 2 (ωj − ωi ) +
n−1
is complete, then go to Step 2. Otherwise, we supplement the
0.5 = 1, rii = 2 (ωi −ωi )+0.5 = 0.5, rij +0.5 = n−1
n−1
2 (ωi − missing information in Rt by solving Model (23) or using
ωj ) + 0.5 + 0.5 = n−1 2 (ω i − ωk ) + 0.5 + n−1
2 (ω k − ω j ) + 0.5 = Theorem (7).
rik + rkj . It indicates that when rij = n−1 2 (ω i − ω j ) + 0.5, the Step 2: Obtain additively consistent LUPRs: let R̃t =
complementary definition and additive consistency definition t
(r̃ij )n×n be complete and globally additively consistent
of FPRs are both valid. We will then prove that the range of LUPRs, r̃ij t
∼ L[r̃ij
t− t+
, r̃ij ], and Φ̃ijt is the distribution function
ωi obtained by this definition is reasonable and valid: t
of r̃ij . By solving Model (36), we obtain the LUPRs R̃t with
n−1 a minimum adjustment from Rt .
rij =(ωi − ωj ) + 0.5
2 Step 3: Derive the consensus LUPRs: suppose w =
∑ ∑ (w1 w2 ... wm )T is the weight vector ∑mfor DMs dt , t ∈ M =
n n
n−1
⇒ rij = (nωi − ωj ) + 0.5n {1, 2, ... , m}, where 0 ≤ wt ≤ 1, t=1 wt = 1. Then, the
j=1
2 j=1 consensus LUPRs R̃ = (r̃ij )n×n aggregated by weighted av-
   eraging operators from R̃t , t ∈ M is still additively consistent,
1 2  ∑n
− +
⇒ ωi = 1 + rij − 0.5n where r̃ij ∼ L[r̃ij , r̃ij ], and Φ̃ij is the distribution function of
n n − 1 j=1 r̃ij (see Theorem (9) and its relevant proof).
Step 4: Determine the weight vector for LUPRs: obtain the
It can be obtained that max ωi = n2 , min ωi = 0. Since there weight vector for additively consistent LUPRs using Model
must be n ≥ 2 in FPRs, 0 ≤ ωi ≤ 1 always holds. (38).
Therefore, Theorem (8) guarantees that an effective weight Step 5: Rank: rank the alternatives with the weight vector
vector can be obtained when dealing with consistent FPRs. obtained in Step 4.
Suppose R = (rij )n×n is an UPRs, and rij is an uncertain
variable that obeys a certain kind of uncertain distribution, then Theorem 9. Additively consistent UPRs are still additively
the variable is viewed as a whole in the calculation of UPRs. consistent after being aggregated with weighted averaging
Therefore, when R = (rij )n×n satisfies additive consistency, operators.
the variable rij does not equal n−12 (ωi − ωj ) + 0.5. However,
we can obtain the optimal weight vector under a larger belief Proof: Suppose R̃1 , R̃2 , ..., R̃m are additively consistent
degree by keeping the deviation of the above two values as UPRs, w = (w1 w2 ... wm )T is the weight vector attached

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∑m ∑
to UPRs, where 0 ≤ wt ≤ 1, t=1 wt = 1, and R̃ is the M in ε1ij = 1.44,
UPRs aggregated with a weighted averaging operator. That is, rij ∈U
R̃ = ⊕m t
t=1 wt R̃ , then we have
 
[0.5, 0.5] [0.4, 0.8] [0.1, 0.1] [0.3, 0.6]
∑
m ∑
m  [0.2, 0.6] [0.5, 0.5] [0, 0] [0.2, 0.5] 
Φ̃−1 −1
ij (α) + Φ̃ji (1 − α) = wt Φ̃−1 wt Φ̃−1
jit (1 − α)
R2 = 
[0.9, 0.9]

ijt (α) + [1, 1] [0.5, 0.5] [0.85, 0.85]
t=1 t=1
[0.4, 0.7] [0.5, 0.8] [0.15, 0.15] [0.5, 0.5]
∑
m ∑
m
∑
= wt (Φ̃−1 −1
ijt (α) + Φ̃jit (1 − α)) = wt = 1, M in ε2ij = 1.2,
t=1 t=1
rij ∈U
∑
m ∑
m
 
Φ̃−1
ii (α) = wt Φ̃−1
iit (α) = wt · 0.5 = 0.5. [0.5, 0.5] [0.3, 0.7] [0.6, 0.6] [0.35, 0.35]
 [0.3, 0.7] [0.5, 0.5] [0.5, 0.9] [0.1, 0.4] 
R = 
t=1 t=1 3
 [0.4, 0.4] [0.1, 0.5] [0.5, 0.5] [0.2, 0.5] 
Therefore, R̃ is an UPRs. Because
[0.65, 0.65] [0.6, 0.9] [0.5, 0.8] [0.5, 0.5]
∑
m ∑
m
∑
Φ̃−1 −1
ij (α) + Φ̃jk (α) = wt Φ̃−1
ijt (α) + wt Φ̃−1
jkt (α) M in ε3ij = 1.26.
t=1 t=1 rij ∈U
∑
m ∑
m
= wt [Φ̃−1 −1
ijt (α) + Φ̃jkt (α)] = wt [Φ̃−1
ikt (α) + 0.5]
The above solutions are consistent with the results obtained
1 ∑ 4
t=1 t=1 by Theorem (7). For example, r12 1− 1+
= r12 = (r− +
∑m ∑
m 2 × 4 k=1 1k
= wt Φ̃−1
ikt (α) + wt · 0.5 = Φ̃−1
ik (α) + 0.5 − 1
+
r1k + rk2 +
+ rk2 ) − = 0.6, so the correctness of Theorem
t=1 t=1 2
(7) is indirectly validated. Upon examination, R1 , R2 , R3 are
Thus, R̃ is an additively consistent UPRs. not additively consistent, so by solving Model (36), we obtain
the additively consistent LUPRs R̃1 , R̃2 , R̃3 with minimum
E. Case study adjustments from R1 , R2 , R3 . Here, we take R̃1 as an instance,
 
Assume that four regions x1 , x2 , x3 , x4 will suffer flooding [0.5, 0.5] [0.6, 0.6] [0.36, 0.66] [0.21, 0.51]
 [0.4, 0.4] [0.5, 0.5] [0.26, 0.56] [0.11, 0.41]
owing to continuous heavy rainfall in their upstream area. R̃1 = [0.34, 0.64] [0.44, 0.74] [0.5, 0.5] [0.35, 0.35] ,

Because there is significant uncertainty during natural disas-
ters, the occurrence, extent, and intensity of the flooding can [0.49, 0.79] [0.59, 0.89] [0.65, 0.65] [0.5, 0.5]
only be estimated by existing data and domain experts. Three ∑
1
M in ξij = 2.
experts e1 , e2 , e3 are invited to assess the risk of the flooding,
i,j∈N
and to determine the possibility that a disaster occurred in
each region. The initial incomplete LUPRs expressed by Using the same mechanism, we derive R̃2 and R̃3 , respective-
et (t = 1, 2, 3) are Rt = (rij t
)n×n , where rij t
∼ L[rij t− t+
, rij ]. ly. Let w = (0.2 0.5 0.3)T be the weight vector for the three
t− t+
For convenience of expression, [rij , rij ] is used to denote experts, then the weighted aggregated consensus LUPRs is
t
rij ∼ L[rij
t− t+
, rij ]:  
[0.5, 0.5] [0.56, 0.64] [0.26, 0.4] [0.28, 0.56]
 1− 1+  [0.36, 0.44] [0.5, 0.5] [0.2, 0.26] [0.22, 0.42]
[0.5, 0.5] [r12 , r12 ] [0.3, 0.6] [0.4, 0.7] R̃ = 
 [0.6, 0.74]
,
[r , r ] [0.5, 0.5]
1− 1+
[0.4, 0.8] [0.1, 0.3]  [0.74, 0.8] [0.5, 0.5] [0.52, 0.66]
R1 =  21
 [0.4, 0.7]
21
1− 1+  ,

[0.44, 0.72] [0.58, 0.78] [0.34, 0.48] [0.5, 0.5]
[0.2, 0.6] [0.5, 0.5] [r34 , r34 ]
1− 1+
[0.3, 0.6] [0.7, 0.9] [r43 , r43 ] [0.5, 0.5] As a result, the consensus LUPRs R̃ is then derived, and it
 2− 2+  satisfies additive consistency based on Theorem (9), which
[0.5, 0.5] [0.4, 0.8] [r13 , r13 ] [0.3, 0.6]
 [0.2, 0.6] [0.5, 0.5] [r23 , r23 ] [0.2, 0.5] 
2− 2+ can be validated by examination; however, the relevant proofs
R2 =  [r2− , r2+ ] [r2− , r2+ ] [0.5, 0.5] [r2− , r2+ ] ,
 are omitted owing to space constraints. Let β = 0.9, then
31 31 32 32 34 34
[0.4, 0.7] [0.5, 0.8] [r43 2− 2+
, r43 ] [0.5, 0.5] the weights for the four regions x1 , x2 , x3 , x4 calculated by
  Model (38) are ω1 = 0.225, ω2 = 0.158, ω3 = 0.339, and
3− 3+ 3− 3+
[0.5, 0.5] [0.3, 0.7] [r13 , r13 ] [r14 , r14 ] ω4 = 0.278, respectively. Furthermore, on account of additive
 [0.3, 0.7] [0.5, 0.5] [0.5, 0.9] [0.1, 0.4]  consistency, the probability of the four regions being affected
R3 = [r31
.
3− 3+
, r31 ] [0.1, 0.5] [0.5, 0.5] [0.2, 0.5]  by the flooding are ranked as x3 ≻ x4 ≻ x1 ≻ x2 . Using
3− 3+
[r41 , r41 ] [0.6, 0.9] [0.5, 0.8] [0.5, 0.5] our result as a reference, the emergency department can better
carry out work such as transferring materials and allocating
Suppose the belief degree is θ = 0.8, then the complete LUPRs
personnel when conducting disaster prevention and mitigation
R1 , R2 , R3 solved by Model (23) are:
  tasks.
[0.5, 0.5] [0.6, 0.6] [0.3, 0.6] [0.4, 0.7]
[0.4, 0.4] [0.5, 0.5] [0.4, 0.8] [0.1, 0.3] 
R1 =  [0.4, 0.7] [0.2, 0.6]

[0.5, 0.5] [0.35, 0.35]
[0.3, 0.6] [0.7, 0.9] [0.65, 0.65] [0.5, 0.5]

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VI. C OMPLETENESS AND MULTIPLICATIVE CONSISTENCY Other constraints are the same as in Model (23).
OF INCOMPLETE AND INCONSISTENT LUPR S
A. Completeness of incomplete LUPRs Theorem 10. With respect to Model
∑ (42), the optimal value
R = (rij )n×n is supposed to be an incomplete and of the objective function M in εij , the missing values
− + rij ∈U
inconsistent LUPRs, where rij ∼ L[rij , rij ], and Φij is the
a− +
ij , aij , and the belief degree θ satisfy
distribution function of rij . If rij is an unknown variable,
then based on [30] and Eq. (19), we have ∑ 1 ∑ ∑ +
n
( − −
)n − −
M in εij = (θ− ) kj −aik −akj ) (43)
(aik +a+


−
rij ∏n
rik rkj 2

 ≥
rij ∈U rij ∈U k=1

 1 − rij − −
(1 − rik )(1 − rkj −
)
1 ∑ −
n
k=1
( + )n (39) a− = a+ = (aik + a+ − +

 rij ∏n + +
rik rkj ij ij ik + akj + akj ) (44)

 ≤
2n

 1 − r+
k=1
ij (1 − rik
+
)(1 − rkj +
)
k=1 1
θ≥ (45)
Inequality system (39) can be used to determine the approx- 2
imate scope of the uncertain variable rij . To better understand
this point, inequality system (39) is logarithmically processed Proof: Based on Def. (1) and Theorem (1), constraint
as (42-1) can be transformed as
 ( −
) 
 r − ∑n
r − r  ∑n

 ij kj  −1
[Ψ−1 −1
− ≥
ik


n log log − + log − 
 nΨ (θ) − ik (1 − θ) + Ψkj (1 − θ)] ≤ εij
1 − rij 1 − rik 1 − rkj  ij
k=1
( ) (40) k=1
(46)


+
rij ∑n +
rik
+
rkj 
 ∑n

 n log  −1 −1 −1
 + ≤ log + + log 
 −nΨij (1 − θ) + [Ψik (θ) + Ψkj (θ)] ≤ εij
1 − rij k=1
1 − rik 1 − rkj+
k=1

Let aij ∼ L[a− +

ij , aij ], and Ψij
is the distribution function Because aij ∼ L[a− +
ij , aij ], aik ∼ L[a− +
ik , aik ], akj ∼
−
rij +
rij L[a− +
kj , akj ], as
−1 − +
Ψij (α) = (1−α)aij +αaij , inequality system
of aij , a−
ij = log +
− , aij =
log + , i, j ∈ N , then, (46) can be converted as follows:
1 − rij 1 − rij
inequality system (40) can be transformed as  ∑n

 −
  n[(1 − θ)aij + θaij ] −

+
[θa−
ik + (1 − θ)aik
+
1∑ −
n

 


 a−
≥ (aik + a−ik )

 k=1
 ij n  + θa− + (1 − θ)a+ ] ≤ εij
k=1 kj kj
(41) (47)

 ∑n 
 ∑ n
a ≤
 + 1 + + 
 − n[θa −
+ (1 − θ)a +
] + [(1 − θ)a− +
 ij (aik + aik ) 
 ij ij ik + θaik
n 

k=1  k=1
+ (1 − θ)a− kj + θakj ] ≤ εij
+
Considering the definitions of multiplicative consistency for
UPRs (i.e., Def. (12)) and Theorem (6), we construct the ∑
n
following model to obtain the unknown variable aij and the 1) If n[(1−θ)a− +
ij +θaij ]− [θa− + −
ik +(1−θ)aik +θakj +(1−
− + k=1
minimum deviation εij , and we further derive rij , rij . ∑
n
−
∑ kj ] ≥ −n[θaij + (1 − θ)aij ] +
θ)a+ +
[(1 − θ)a−
ik + θaik + (1 −
+
M in εij k=1
 r{ ij ∈U  } ∑
n
  ∑n  θ)a− −
kj +θakj ], that is, n(aij +aij ) ≥
+ +
(a− + − +
ik +aik +akj +akj ),
M naij −
 (a + a ) ≤ εij ≥ θ, rij ∈ U

  ik kj  k=1

 k=1 then the common solution for inequality system (47) is:

 r − +
rij

aij ∼L[a− − ij
+ , i, j ∈ N ∑
+ +

 , a ], a =log − , a =log n
 ij ij ij
1 − rij ij
1 − rij εij ≥n[(1 − θ)a− [θa−
ij + θaij ] −
(42) +
s.t. rij ∼L[rij− − − ik +
 , r +
ij ], 0 ≤ r ij ≤ r +
ij ≤ 1, r ii = r +
ii = 0.5, i, j ∈ N

 −1 −
k=1
Φij (α) = (1 − α)rij + αrij , i, j ∈ N
+
 −

 −1 − (1 − θ)a+
ik + θakj + (1 − θ)akj ]
+

 Ψ (α) = (1 − α)a + αa ij , i, j ∈ N
+


ij
−1 −1
ij
∑
n

 Φ (α) + Φ (1 − α) = 1, Φ−1ii (α) = 0.5, i, j ∈ N =(1 − θ)[na−ij − (a+ +
 ij ji
ik + akj )]+
0 ≤ θ ≤ 1, εij ≥ 0
k=1
∑
n
Similarly, the constraints in Model (42) are numbered (42-1)- θ[na+
ij − (a−
ik + a−
kj )] (48)
(42-7) in turn. Constraint (42-1) denotes that the belief degree k=1
is no less than θ under which the uncertain variable aij satisfies ∑
n

1 ∑ n ≥(1 − θ)[na−
ij − (a+ +
ik + akj )]+
aij = (aik + akj ), with the deviation no more than εij . k=1
n k=1 ∑
n
−
ik + akj ) − naij ]
(a+ +
Based upon constraint (42-2), Def. (12), and Theorem (6), θ[
constraint (42-1) guarantees the belief degree for the LUPRs k=1
∑
n
R = (rij )n×n achieve a maximum while simultaneously −
=(2θ − 1)[ ik + akj ) − naij ]
(a+ +
satisfying a minimum deviation and multiplicative consistency. k=1

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∑
n 1
2) If n[(1−θ)a− +
ij +θaij ]− [θa− + −
ik +(1−θ)aik +θakj +(1− θ≥ (52)
k=1 2
− ∑n
θ)akj ] ≤ −n[θaij + (1 − θ)a+
+
ij ] + [(1 − θ)a−
ik + θaik + (1 −
+
k=1 Next, we will prove that the conclusion in Theorem (10)
∑n
θ)a− + −
kj +θakj ], that is, n(aij +aij ) ≤
+
(a− + − +
ik +aik +akj +akj ),
satisfies the constraint (42-6), and that it is the globally optimal
k=1 solution to Model (42). a− +
ij = aij can be derived from Eq.
then the common solution for inequality system (47) is: −
rij +
rij
∑
n (51) and constraint (42-2), namely, log − = log +.
1 − rij 1 − rij
εij ≥ − n[θa−
ij + (1 − θ)aij ] +
+
[(1 − θ)a−
ik + x
Because f (x) = log (0 ≤ x ≤ 1) monotonically
k=1
1−x
θa++ (1 −
ik + θ)a−
kj
+
θakj ] increases with respect to x, we have rij −
= rij+
. Further,
∑n the inverse distribution function for the uncertain variable
− +
=(1 − θ)[ (a− −
ik + akj ) − naij ]+
+ rij ∼ L[rij , rij ] is Φ−1 − +
ij (α) = rij = rij = rij . Replace
− +
k=1 rij rij
∑
n a−ij = log
+
− and aij = log + into Eq. (50) and
− 1 − rij 1 − rij
ik + akj ) − naij ]
(a+ +
θ[
(49) (51), we have
k=1
∑
n ∑ 1 ∑ ∑ +
n
− −
≥(1 − θ)[ (a− + a− − na+ M in εij =(θ − ) (aik + a+ kj − aik − akj )
ik kj ) ij ]+
rij ∈U
2 r ∈U
ij k=1
1 ∑ ∑
k=1 n + +
rik rkj
∑n =(θ − ) (log + log
(a− − 2 r ∈U 1 − rik+
1 − rkj
+
ij −
θ[na+ ik + akj )] ij
−
k=1
−
k=1 rik rkj
− log − − log − )
∑
n 1 − rik 1 − rkj
=(2θ − 1)[na+
ij − (a− −
ik + akj )] 1 ∑ ∑
n + + + +
rik rki rkj rjk
k=1 =(θ − ) log − − − −
2 r ∈U rik rki rkj rjk
∑
n k=1
ij
If and only if n(a− +
ij + aij ) = (a− + − +
ik + aik + akj + akj ),
1 ∑
k=1 − + n − +
inequalities (48) and (49) can simultaneously take the mark rij rij rik rik
log − = log (log
= − +log
of “ ≥ ”, and we have: 1− rij 1− 2n+
rijk=1
1 − rik 1 − rik+
− +
rkj rkj
∑
n
+ log − + log + )
− 1 − rkj 1 − rkj
εij ≥ (2θ − 1)[ ik + akj ) − naij ]
(a+ +
( n − + − +) 1
k=1
∑
n −
rij +
rij ∏ rik rik rkj rkj 2n
εij ≥ (2θ − 1)[na+ (a− − ⇒ − = + =
ij − ik + akj )] 1 − rij 1 − rij r− r+ r− r+
k=1 ki ki jk jk
k=1
∑
n ( ) 1
n r− r+ r− r+
2εij ≥ (2θ − 1)[ (a+
ik + a+
kj − a− − + −
ik − akj ) + n(aij − aij )]
∏ ik ik kj kj 2n
− + − +
k=1
− k=1 rki rki rjk rjk
⇒ rij +
= rij =
− 1 ( ) 1
Considering a+ij ≥ aij , i, j ∈ N, εij ≥ 0, we obtain θ ≥ , n r− r+ r− r+
∏ 2n
2 1+
ik ik kj kj
which corresponds to the fact that the belief degree of one − + − +
rki rki rjk rjk
k=1
1
event happens should be no less than ; thus, we have:
2 Thus, we obtain
∑n
Φ−1 −1
− − − − ij (α) + Φji (1 − α)
2εij ≥ (2θ − 1)[ (a+ ik + akj − aik − akj ) + n(aij − aij )]
+
− −
k=1
=(1 − α)rij +
+ αrij + αrji + (1 − α)rji
+

( ) 1 ( ) 1
1 ∑ +
n
− − n r− r+ r− r+
∏ 2n ∏n r− r+ r− r+ 2n
εij ≥ (θ − ) kj − aik − akj )
(aik + a+ ik ik kj kj jk jk ki ki
2 − + − + − + − +
k=1 k=1 rki rki rjk rjk k=1 rkj rkj rik rik
= +
∑
n ( ) 1 ( ) 1
If and only if a− + − +
ij = aij and n(aij + aij ) = (a− +
ik + aik + n r− r+ r− r+
∏ ik ik kj kj 2n n r− r+ r− r+
∏ jk jk ki ki 2n
k=1 1+ − + − + 1+ − + − +
a− +
kj + akj ), εij achieves the minimum, and we then have:
k=1 rki rki rjk rjk rkj rkj rik rik
k=1

( ) 1 ( ) 1
∑ 1 ∑ ∑ +
n
n r− r+ r− r+
∏ 2n n r− r+ r− r+
∏ 2n
− −
kj −aik −akj ) (50)
(aik +a+ ik ik kj kj jk jk ki ki
M in εij = (θ− ) 2+ − + − + + − + − +
2 k=1 rki rki rjk rjk k=1 rkj rkj rik rik
rij ∈U rij ∈U k=1
=
( ) 1 ( ) 1
1 ∑ −
n
n r− r+ r− r+
∏ 2n n r− r+ r− r+
∏ 2n
a− +
ij = aij = (aik + a+ − +
ik + akj + akj ) (51) 2+
ik ik kj kj
− + − + +
jk jk ki ki
− + − +
2n k=1 rki rki rjk rjk k=1 rkj rkj rik rik
k=1
=1

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It is clear that the missing values in R = (rij )n×n satisfy the under a minimum deviation. In other words, the missing
constraint (42-6), and because all of the pre-determined prefer- information for the LUPRs generated in this section causes the
ence relations meet the requirement of (42-6), the conclusion belief degree to be a maximum while satisfying multiplicative
in Theorem (10) is the optimal solution for Model (42). consistency. However, if there exist for LUPRs some known
According to the above proof, the following theorem is pre-determined values that are not multiplicatively consistent,
derived. then the LUPRs with supplemented information need to be
∑ adjusted to meet the global consistency.
Theorem 11. The optimal solution M in εij for the
rij ∈U
− +
objective function in Model (42), the missing values rij , rij , B. Multiplicative consistency for inconsistent LUPRs
and the belief degree θ satisfies
Let R = (rij )n×n be an (adjusted) complete but mul-
∑ 1 ∑ ∑
n + + + +
rik rki rkj rjk tiplicatively inconsistent LUPRs expressed by DMs, where
M in εij = (θ − ) log − − − − (53) rij ∼ L[rij − +
, rij ], and Φij is the distribution function of
2 rik rki rkj rjk
rij ∈U r ∈U k=1 ij
rij ; let R̃ = (r̃ij )n×n be the complete and multiplicatively
− +
( ) 1 consistent LUPRs adjusted from R, where r̃ij ∼ L[r̃ij , r̃ij ],
n r− r+ r− r+
∏ 2n and Φ̃ij let be the distribution function of r̃ij . Suppose
ik ik kj kj
− + − +
k=1 rki rki rjk rjk
ãij ∼ L[ã− +
ij , ãij ] with its distribution function denoted as Ψ̃ij ,
− + − +
rij = rij = (54) r̃ij r̃ij
( ) 1 where ã− ij = log − , ã +
ij = log + . Considering the
− + − +
∏ rik rik rkj rkj 2n
n 1 − r̃ij 1 − r̃ij
1+ − + − + definition on multiplicative consistency for LUPRs (i.e., Def.
k=1 rki rki rjk rjk (12)), we build the following model to solve R̃ in order to
1 keep the adjustment from R as small as possible, namely, the
− −
θ≥ (55) sum of ψij = |r̃ij − rij | + |r̃ij+
− rij
+
|, ∀i, j ∈ N is a minimum.
2 ∑
It is clear that the conclusion of Theorem (11) is the optimal M in ψij
 i,j∈N
− −
ψij = |r̃ij− − +rij | + |r̃−ij − r+ij |, i, j −∈ N +
solution for Model (42). In addition, by analyzing Theorem 
+ +

 ∼ L[r̃ ≤ ≤ ij ≤ 1, r̃ii = r̃ii = 0.5, i, j ∈ N
(10), we further obtain: 
 r̃ ij , r̃ ], 0 r̃ r̃


ij ij ij
− +

ã ∼L[ã− , ã+ ], ã− = log r̃ij , ã+ = log r̃ij , i, j ∈N (56)
1 ∑ −
n
a−
ij = (aik + a+ − +
ik + akj + akj ) s.t.
ij ij ij ij
1− r̃ij− ij +
1− r̃ij
2n 
 −1 −
k=1 
 Φ̃ij (α) = (1 − α)r̃ij + αr̃ij , i, j ∈ N +


1 ∑n  −1 −
Ψ̃ij (α) = (1 − α)ãij + αãij , i, j ∈ N
+
≥ (a− − − − 
 −1
ik + aik + akj + akj ) Φ̃ij (α) + Φ̃ji (1 − α) = 1, Φ̃−1
−1
ii (α) = 0.5, i, j ∈ N
2n
k=1
1∑ − Based on Theorems (4) and (6), Model (56) can be trans-
n
= (aik + a−
ik ) formed into
n
k=1
∑
M in ψij
1 ∑ −
n
a+ (aik + a+ − +  i,j∈N
− −
ij = ik + akj + akj ) ψij = |r̃ij − rij | + |r̃ij − rij |, i, j ∈ N
+ +
2n 


 − + −
k=1

r̃ ij ∼ L[r̃ , r̃ ], 0 ≤ r̃ ≤ r̃ +
≤ 1, i, j ∈ N
1 ∑ +
n ij ij ij ij (57)
− − −
s.t. r̃ij + r̃ji = 1, r̃ij + r̃ji = 1, r̃ii = r̃ii = 0.5, i, j ∈ N
+ + +
≤ (aik + a+ + +
ik + akj + akj )  − −
2n  −
 r̃ij r̃ik r̃kj r̃ij + + +
r̃ik r̃kj
k=1 

 + = , = − − , i, j, k ∈ N, i < k < j
1∑ +
n + + −
r̃ji r̃ki r̃jk r̃ji r̃ki r̃jk
= (aik + a+kj )
n
k=1 Complete and multiplicatively consistent LUPRs R̃ can be de-
 ( −
) rived from the above Model (57) with a minimum adjustment
−

 rij ∑n r − rkj

n log 1 − r− ≥
 ik from the original inconsistent LUPRs R.
log − + log −
1 − rik 1 − rkj
⇒ ij k=1
( )


+
rij ∑n +
rik
+
rkj

n log 1 − r+ ≤
 log
1 − rik + + log
1 − rkj
+ C. Determination of weight vector for multiplicatively consis-
ij k=1
( )n tent UPRs
− − −

 rij ∏n rik rkj

 ≥ For FPRs, Tanino [20] proposes that if FPRs R = (rij )n×n
 1 − r− − −
k=1 (1 − rik )(1 − rkj ) is multiplicatively consistent, then there exists a utility func-
⇒ ( + ij )n

 rij ∏n + +
rik rkj tion vector U = (u1 u2 ... un )T , max ui − min uj ≤ 1,

 ≤ such that rij = uiu+u , ∀i, j ∈ N . Thus, we derive rij + rji =
 1 − r+ i

k=1 (1 − rik )(1 − rkj )

+ +
ij
The above findings verify that all of the missing values in
LUPRs still satisfy the multiplicative consistency definition
of Krejčı́ (Def.(9) and Eq. (19)) [30] and satisfy Eq. (39)
j
1, rii = 0.5 and rij rjk rki = rji rik rkj . Obviously, Tanino’s
definition may be a method that can determine the weights for
FPRs by utility function. Similar to the case in Section 5.3,
a weight-vector solving model for multiplicatively consistent

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This article has been accepted for publication in a future issue of this journal, but has not been fully edited. Content may change prior to final publication. Citation information: DOI 10.1109/TFUZZ.2020.2965909, IEEE
Transactions on Fuzzy Systems

13

UPRs is built as follows.  

∑ [0.5, 0.5] 1− 1+
[0.3, 0.6] [r13 , r13 ] [0.5, 0.7]
M in δij  1− 1+ 
[0.4, 0.7] [0.5, 0.5] [0.4, 0.8] [r24 , r24 ]
 i,j∈N{  } R1 = 
[r1− , r1+ ] ,
   [0.2, 0.6] [0.5, 0.5] [0.6, 0.9] 
 M rij − ωiω+ω i
 ≤ δ ij ≥ β, i, j ∈ N (58) 31 31
s.t. ∑n j
[0.3, 0.5] 1− 1+
[r42 , r42 ] [0.1, 0.4] [0.5, 0.5]
 i=1 ωi = 1, 0 ≤ ωi ≤ 1, i ∈ N  

0 ≤ β ≤ 1, δij ≥ 0, i, j ∈ N [0.5, 0.5] 2− 2+
[r12 , r12 ] [0.3, 0.5] [0.6, 0.7]
 [r 2− 2+ 2− 2+ 2− 2+ 
Similarly, the constraints in Model (58) are numbered (58- R2 =  21 , r21 ] [0.5, 0.5] [r23 , r23 ] [r24 , r24 ]
,
 [0.5, 0.7] 2− 2+
[r32 , r32 ] [0.5, 0.5] [0.4, 0.7] 
1)-(58-3) in turn. Constraint (58-1) indicates that the belief 2− 2+
degree is no less than β under which the absolute value for [0.3, 0.4] [r42 , r42 ] [0.3, 0.6] [0.5, 0.5]
the deviation between rij and ωiω+ω i
is no more than δij .  3− 3+ 
j [0.5, 0.5] [r12 , r12 ] [0.4, 0.6] [0.5, 0.6]
Considering operation law in uncertainty theory, Model (58)  [r 3− 3+
[0.6, 0.8] 
R3 =  21 , r21 ] [0.5, 0.5] [0.3, 0.7] 
is converted as follows:  [0.4, 0.6] 3− 3+  .
∑ [0.3, 0.7] [0.5, 0.5] [r34 , r34 ]
M in δij 3− 3+
[0.4, 0.5] [0.2, 0.4] [r43 , r43 ] [0.5, 0.5]
 i,j∈N
 Φ−1
ij (β) ≤ ωi +ωj + δij , i, j ∈ N
ωi Suppose the belief degree θ = 0.8, then the complete LUPRs

 −1 (59) R1 , R2 , R3 solved by Model (42) are:
Φ (1 − β) ≥ ωiω+ω i
− δij , i, j ∈ N
s.t. ∑ijn j  

 i=1 ωi = 1, 0 ≤ ωi ≤ 1, i ∈ N
[0.5, 0.5] [0.3, 0.6] [0.42, 0.42] [0.5, 0.7]
  [0.4, 0.7]
0 ≤ β ≤ 1, δij ≥ 0, i, j ∈ N [0.5, 0.5] [0.4, 0.8] [0.77, 0.77]
R1 = [0.58, 0.58]
,
[0.2, 0.6] [0.5, 0.5] [0.6, 0.9] 
Similarly, the constraints in Model (59) are numbered (59-1)-
[0.3, 0.5] [0.23, 0.23] [0.1, 0.4] [0.5, 0.5]
(59-4) in turn. Constraints (59-1) and (59-2) are calculated by
∑
using (58-1) . The weight vector for multiplicatively consistent M in φ1ij = 6.82,
UPRs can be obtained by using Model (59), and it can further rij ∈U
be applied into multiple GDM, such as ranking for alternatives.  
[0.5, 0.5] [0.59, 0.59] [0.3, 0.5] [0.6, 0.7]
[0.41, 0.41] [0.5, 0.5] [0.38, 0.38] [0.5, 0.5]
2 
R = ,
D. Algorithms for completeness and multiplicative consistency [0.5, 0.7] [0.62, 0.62] [0.5, 0.5] [0.4, 0.7]
Algorithm 2: Algorithm for completeness and mul- [0.3, 0.4] [0.5, 0.5] [0.3, 0.6] [0.5, 0.5]
tiplicative consistency with respect to incomplete and ∑
M in φ2ij = 3.05,
inconsistent LUPRs
rij ∈U
Step 1: Supplement the incomplete LUPRs: suppose the  
LUPRs provided by DMs dt , t ∈ M are Rt = (rij t
)n×n , where [0.5, 0.5] [0.41, 0.41] [0.4, 0.6] [0.5, 0.6]
t
∼ L[rij , rij ], and Φtij is the distribution function of rij
t− t+ t  [0.59, 0.59] [0.5, 0.5] [0.3, 0.7] [0.6, 0.8] 
rij . If R3 = 
 [0.4, 0.6]
,
Rt is complete, then go to Step 2. Otherwise, we supplement [0.3, 0.7] [0.5, 0.5] [0.63, 0.63]
the missing information in Rt by solving Model (42) or using [0.4, 0.5] [0.2, 0.4] [0.37, 0.37] [0.5, 0.5]
Theorem (11). ∑
Step 2: Obtain multiplicatively consistent LUPRs: let R̃t = M in φ3ij = 4.67.
t rij ∈U
(r̃ij )n×n be a complete and globally multiplicatively consis-
tent LUPRs, r̃ij t
∼ L[r̃ij
t− t+
, r̃ij ], and Φ̃ijt is the distribution The above solutions are consistent with the results de-
t 1− 1+
function of r̃ij . By solving Model (57), we obtain the LUPRs rived by Theorem (11). For instance, r13 = r13 =
1
R̃t with a minimum adjustment from Rt . ( 4 − + − +)
Step 3: Determine the weight vector: obtain the weight vector ∏ r1k r1k rk3 rk3 2 × 4
− + − +
ω t = (ω1t ω2t ... ωnt )T for LUPRs R̃t , t ∈ M using Model k=1 rk1 rk1 r3k r3k
= 0.42. Thus, the correctness
(59). 1
( 4 − + − +)
Step 4: Derive the consensus weight vector: suppose w = ∏ r1k r1k rk3 rk3 2 × 4
1+
∑m vector for DM dt , t ∈
(w1 w2 ... wm )T is the weight − + − +
k=1 rk1 rk1 r3k r3k
M , where 0 ≤ wt ≤ 1, t=1 wt = 1, ∑ then the con- of Theorem (11) is indirectly proven. In fact, R1 , R2 and R3
c m t
sensus
∑m weight ∑m vector is obtained
∑m as ω = t=1 wt ω = are not multiplicatively consistent in UPRs, so we then derive
t t t T
( t=1 wt ω1 t=1 wt ω2 ... t=1 wt ωn ) . the multiplicatively consistent LUPRs R̃1 , R̃2 , R̃3 by solving
Step 5: Rank: rank the alternatives using the weight vector Model (57) with minimum adjustments from R1 , R2 and R3 ,
obtained in Step 4. respectively. As an example, consider R̃1 as follows.
 
[0.5, 0.5] [0.34, 0.36] [0.4, 0.42] [0.5, 0.7]
[0.64, 0.66] [0.5, 0.5] [0.56, 0.56] [0.66, 0.81]
E. Case study R̃1 = 
 [0.58, 0.6] [0.44, 0.44] [0.5, 0.5]
,
[0.6, 0.76] 
Under the case background of Section 5.4, the original
[0.3, 0.5] [0.19, 0.34] [0.24, 0.4] [0.5, 0.5]
LUPRs provided by experts et (t = 1, 2, 3) are Rt = (rij
t
)n×n
and rij ∼ L[rij , rij ]:
t t− t+

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Transactions on Fuzzy Systems
∑
1
M in ψij = 1.97.
i,j∈N
Suppose β = 0.9, then based on Model (59), we obtain the
weight vector for R̃1 as ω11 = 0.202, ω21 = 0.373, ω31 =
0.290, ω41 = 0.135; in a similar manner, the weight vector
for R̃2 is ω12 = 0.284, ω22 = 0.197, ω32 = 0.322, ω42 = 0.197,
and the weight vector for R̃3 is ω13 = 0.240, ω23 = 0.346, ω33 =
0.261, ω43 = 0.153. Because the weights for the three experts
are w = (0.2 0.5 0.3)T , we have the consensus weights as
ω1c = 0.254, ω2c = 0.277, ω3c = 0.297, and ω4c = 0.172.
Therefore, under multiplicative consistency, the possibility
of the four regions being affected by flooding is ranked as
x3 ≻ x2 ≻ x1 ≻ x4 .
VII. C ONCLUSIONS
When dealing with IFPRs, intervals are not always consid-
ered as a whole when performing calculations. More specifi-
cally, the upper and lower bounds of the interval are separately
calculated, thereby making the original data discrete, and
resulting in the distortion of the decision information. With
the help of uncertainty theory, we introduce the concepts
of belief degree and minimum deviation, and provide new
definitions for UPRs as well as their consistency properties.
In this paper, the preferences of DMs are expressed by linear
uncertain distributions as a whole, and are also denoted by
interval values in a mathematical sense, effectively overcoming
the limitation that exists when performing calculations using
traditional IFPRs. We prove that the consistent definitions for
UPRs can still be applied into GDM with classic consistent
FPRs and IFPRs. Moreover, we present new models and
algorithms to generate the missing information for incomplete
LUPRs, and verify the usefulness of the proposed approach
using a practical ranking application. A detailed comparison
of these four types of preference relations is presented in Table
1. In summary, the main contributions of this paper are as
follows:
• We proposed new definitions for UPRs, additive consis-
tency, and multiplicative consistency.
• We supplemented missing information by employing op-
timization models and algorithms based on consistency.
• We constructed a relationship between the minimum
deviation and the belief degree, and we derived analytic
formulas of the missing values when the minimum devi-
ation was achieved.
• We built a weight-vector solving model for LUPRs with
incomplete information.
Our future research will focus on UPRs that are expressed
by other forms of uncertain distributions.
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15

TABLE I
C OMPARISON OF FOUR KINDS OF PREFERENCE RELATIONS

UPRs LUPRs FPRs IFPRs

Element Uncertain variable Uncertain variable obeys linear distribution Crisp number Interval number
Based on belief degree Based on belief degree The rule of Interval operation
Algorithm
and inverse distribution and inverse distribution arithmetic operations based on [60], [61]
Can it achieve the √ √ √
×
global complementarity?
Is the interval √ √ √
×
case considered?
Is the interval √ √
− ×
distribution considered?
Is it all involved √ √ √
×
in the operation?
Can it be adapted √ √
× ×
to all distributions?
Can incomplete values under √
× × ×
different distributions be obtained?
Can the form of analytic solution of √ √
× ×
incomplete values be obtained directly?
Can incomplete values with √ √
× ×
different belief degree be obtained?
√
: represents yes or can; ×: represents no or can’t; −: represents not involved

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