Abstract
Some multiple-criteria decision making methods rank actions by associating weights to the different criteria or actions, which are pairwise compared via a positive reciprocal matrix A. There is a vast literature on proposals of different mathematical-programming methods to infer weights from such matrix A. However, it is seldom observed that such optimization problems may be multimodal, thus the standard local-search resolution techniques suggested may be trapped in local optima, yielding a wrong ranking of alternatives. In this note we show that standard tools of global optimization based on interval analysis, lead to globally optimal weights in reasonable time.
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Carrizosa, E., Messine, F. An exact global optimization method for deriving weights from pairwise comparison matrices. J Glob Optim 38, 237–247 (2007). https://doi.org/10.1007/s10898-006-9073-5
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DOI: https://doi.org/10.1007/s10898-006-9073-5