An improved algorithm exploiting the characteristics of a distance-based preference function to converge to preferred solutions

KARAKAYA G., Köksalan M.

European Journal of Operational Research, 2025 (SCI-Expanded, Scopus) identifier

  • Publication Type: Article / Article
  • Publication Date: 2025
  • Doi Number: 10.1016/j.ejor.2025.08.036
  • Journal Name: European Journal of Operational Research
  • Journal Indexes: Science Citation Index Expanded (SCI-EXPANDED), Scopus, International Bibliography of Social Sciences, ABI/INFORM, Applied Science & Technology Source, Business Source Elite, Business Source Premier, Compendex, Computer & Applied Sciences, EconLit, INSPEC, Public Affairs Index, zbMATH, Civil Engineering Abstracts
  • Keywords: Exact algorithm, Interactive algorithm, Most preferred solution, Multiple objective programming
  • Middle East Technical University Affiliated: Yes

Abstract

We address the problem of choosing the most preferred of a set of alternatives that are defined by multiple criteria. We assume that the decision maker's preferences can be represented by a general class of weighted distance functions that can take a wide variety of forms. We exploit the characteristics of these functions and develop an interactive algorithm that guarantees to find the most preferred alternative of a decision maker whose preferences are consistent with a distance-based function. In contrast with a benchmark algorithm that uses similar preference functions, our algorithm moves through different distance functions effectively to converge to the best alternative quickly. Our experiments on a variety of three- and four-objective problems demonstrate that our algorithm performs well, far outperforming the benchmark algorithm in terms of the required preference information from the decision maker.