Estimating the form of a decision maker's preference function and converging towards preferred solutions

KARAKAYA G., Koksalan M.

IISE TRANSACTIONS, cilt.52, sa.6, ss.651-664, 2020 (SCI-Expanded) identifier identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 52 Sayı: 6
  • Basım Tarihi: 2020
  • Doi Numarası: 10.1080/24725854.2019.1670373
  • Dergi Adı: IISE TRANSACTIONS
  • Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Sayfa Sayıları: ss.651-664
  • Anahtar Kelimeler: Multiple objective programming, interactive algorithm, preference function form, QUASI-CONCAVE, MULTIPLE, CONVEX
  • Orta Doğu Teknik Üniversitesi Adresli: Evet

Özet

Preference functions have been widely used to scalarize multiple objectives. Various forms such as linear, quasiconcave, or general monotone have been assumed. In this article, we consider a general family of functions that can take a variety of forms and has properties that allow for estimating the form efficiently. We exploit these properties to estimate the form of the function and converge towards a preferred solution(s). We develop the theory and algorithms to efficiently estimate the parameters of the function that best represent a decision maker's preferences. This in turn facilitates fast convergence to preferred solutions. We demonstrate on a variety of experiments that the algorithms work well both in estimating the form of the preference function and converging to preferred solutions.