解决非单调标准下的多准则排序建模问题,提升实际应用中的准确性。
Lexicographic optimization-based approaches to learning a representative model for multi-criteria sorting with non-monotonic criteria
- 基于字典序优化构建非单调标准的排序模型
- 通过约束集检测并修正偏好信息不一致
- 适用于复杂决策场景,如医疗或金融评估
基于价值函数的偏好分解方法在多准则排序(MCS)问题中日益受到关注。然而,现有方法通常假设标准具有单调性,这与现实场景中的复杂性不符。本文提出一种结合阈值驱动的价值排序方法,通过定义变换函数将边际值和类别阈值映射至类似UTA的函数空间,并构建约束集以建模非单调标准。同时,设计优化模型用于检验和修正决策者提供的排序示例中的偏好不一致性。为兼顾模型复杂度与判别能力,开发了两种不同的字典序优化方法,以推导出具有非单调标准的代表性模型。最后,通过一个示例和全面的模拟实验验证了所提方法的可行性和有效性。
原文摘要 · Abstract (English)
Deriving a representative model using value function-based methods from the perspective of preference disaggregation has emerged as a prominent and growing topic in multi-criteria sorting (MCS) problems. A noteworthy observation is that many existing approaches to learning a representative model for MCS problems traditionally assume the monotonicity of criteria, which may not always align with the complexities found in real-world MCS scenarios. Consequently, this paper proposes some approaches to learning a representative model for MCS problems with non-monotonic criteria through the integration of the threshold-based value-driven sorting procedure. To do so, we first define some transformation functions to map the marginal values and category thresholds into a UTA-like functional space. Subsequently, we construct constraint sets to model non-monotonic criteria in MCS problems and develop optimization models to check and rectify the inconsistency of the decision maker's assignment example preference information. By simultaneously considering the complexity and discriminative power of the models, two distinct lexicographic optimization-based approaches are developed to derive a representative model for MCS problems with non-monotonic criteria. Eventually, we offer an illustrative example and conduct comprehensive simulation experiments to elaborate the feasibility and validity of the proposed approaches.
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