In the context of multicriteria decision making, the ordered weighted averaging (OWA) functions play a crucial role in aggregating multiple criteria evaluations into an overall assessment to support decision makers reaching a decision. The determination of OWA weights is, therefore, an important task in this process. Solving real-life problems with a large number of OWA weights, however, can be very challenging and time consuming. In this research we recall that OWA functions correspond to the Choquet integrals associated with symmetric capacities. The problem of defining all Choquet capacities on a set of n criteria requires 2^n real coefficients. Grabisch introduced the k-additive framework to reduce the exponential computational burden. We review the binomial decomposition framework with a constraint on k-additivity whereby OWA functions can be expressed as linear combinations of the first k binomial OWA functions and the associated coefficients of the binomial decomposition framework. In particular, we investigate the role of k-additivity in two particular cases of the binomial decomposition of OWA functions, the 2-additive and 3-additive cases. We identify the relationship between OWA weights and the associated coefficients of the binomial decomposition of OWA functions. Analogously, this relationship is also studied for two well-known parametric families of OWA functions, namely the S-Gini and Lorenzen welfare functions. Finally, we propose a new approach to determine OWA weights in large-scale problems by using the binomial decomposition of OWA functions with natural constraints on k-additivity to control the complexity of the OWA weight distributions.
The algebraic representation of OWA functions in the binomial decomposition framework and its applications in large-scale problems / Nguyen, Hong Thuy. - (2019), pp. 1-103.
The algebraic representation of OWA functions in the binomial decomposition framework and its applications in large-scale problems
Nguyen, Hong Thuy
2019-01-01
Abstract
In the context of multicriteria decision making, the ordered weighted averaging (OWA) functions play a crucial role in aggregating multiple criteria evaluations into an overall assessment to support decision makers reaching a decision. The determination of OWA weights is, therefore, an important task in this process. Solving real-life problems with a large number of OWA weights, however, can be very challenging and time consuming. In this research we recall that OWA functions correspond to the Choquet integrals associated with symmetric capacities. The problem of defining all Choquet capacities on a set of n criteria requires 2^n real coefficients. Grabisch introduced the k-additive framework to reduce the exponential computational burden. We review the binomial decomposition framework with a constraint on k-additivity whereby OWA functions can be expressed as linear combinations of the first k binomial OWA functions and the associated coefficients of the binomial decomposition framework. In particular, we investigate the role of k-additivity in two particular cases of the binomial decomposition of OWA functions, the 2-additive and 3-additive cases. We identify the relationship between OWA weights and the associated coefficients of the binomial decomposition of OWA functions. Analogously, this relationship is also studied for two well-known parametric families of OWA functions, namely the S-Gini and Lorenzen welfare functions. Finally, we propose a new approach to determine OWA weights in large-scale problems by using the binomial decomposition of OWA functions with natural constraints on k-additivity to control the complexity of the OWA weight distributions.File | Dimensione | Formato | |
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