Full-text resources of CEJSH and other databases are now available in the new Library of Science.
Visit https://bibliotekanauki.pl

Results found: 13

first rewind previous Page / 1 next fast forward last

Search results

Search:
in the keywords:  Optymalizacja wielokryterialna
help Sort By:

help Limit search:
first rewind previous Page / 1 next fast forward last
1
Publication available in full text mode
Content available

Incomplete Pairwise Comparison Matrix and Its Application to Ranking of Alternatives

100%
Ramik J.
Multiple Criteria Decision Making
|
2013
|
vol. 8
114-128
EN
A fuzzy preference matrix is the result of pairwise comparison - a powerful method in multi-criteria optimization. When comparing two elements, the decision maker assigns a value between 0 and 1 to any pair of alternatives representing the element of the fuzzy preference matrix. Here, we investigate relations between transitivity and consistency of fuzzy preference matrices and multiplicative preference ones. The results obtained are applied to decision situations where some elements of the fuzzy preference matrix are missing. We propose a new method for completing the fuzzy preference matrix with missing elements called the extension of the fuzzy preference matrix and investigate an important particular case of the fuzzy preference matrix with missing elements. Next, using the eigenvector of the transformed matrix we obtain the corresponding priority vector. Illustrative numerical examples are supplied.
2
Publication available in full text mode
Content available

Analiza procesu negocjacji z wykorzystaniem procedury TOPSIS

75%
Roszkowska E.
Studia Ekonomiczne
|
2013
|
vol. 138
95-108
EN
With respect to the complex nature of negotiation situation, in analysis of the negotiation, mathematical tools of multi-criteria decision making can be used. The aim of the paper is presentation of some applications of the classical TOPSIS method in analysis of the process of negotiation. The TOPSIS method let us to order offers, according to the value of the result of synthesis of multi-criteria evaluation, with respect to their similarities to the most preferable one, assignment of the alternative offers, estimating the value of concessions, or the estimation of the negotiation agreement. The similarity is determined on basis of minimization of distance negotiation offer, to the most preferable, and maximization of distance to the least preferable one.
3
Publication available in full text mode
Content available

Wykorzystanie podejścia quasi-hierarchicznego w wielokryterialnym drzewie decyzyjnym

75%
Nowak M.
Studia Ekonomiczne
|
2014
|
vol. 208
59-73
PL
Drzewo decyzyjne jest efektywnym narzędziem opisu dynamicznych procesów decyzyjnych w warunkach ryzyka. Korzystając z niego dąży się zwykle do wyznaczenia rozwiązania optymalizującego wartość oczekiwaną rozważanego kryterium decyzyjnego. Stosunkowo rzadko narzędzie to jest wykorzystywane do rozwiązywania problemu wielokryterialnego, w którym decydent jest zainteresowany realizacją kilku wzajemnie konfliktowych celów. W pracy przedstawiono metodę pozwalającą na rozwiązanie problemu opisanego wielokryterialnym drzewem decyzyjnym za pomocą podejścia quasi-hierarchicznego. Zakładamy, że decydent jest w stanie określić hierarchię kryteriów oraz określić, w jakim stopniu można pogorszyć optymalną wartość kryterium o wyższym priorytecie w celu poprawy wartości kryterium o niższej wadze. Sposób działania metody zilustrowano przykładem opartym na danych umownych.
EN
Decision tree is an effective tool for describing dynamic decision making processes under risk. It is usually used to identify the solution optimizing the expected value of the analyzed criterion. However, it is relatively rarely used when multiple conflicting criteria are considered. In the paper a quasi-hierarchical approach is used to solve a problem represented by a multiple criteria decision tree. It is assumed that the decision maker is able to define a hierarchy of the criteria and specify how much the optimal value of a more important criterion can be decreased in order to improve the value of a less important criterion. A numerical example is presented to show the applicability of the procedure.
4
Publication available in full text mode
Content available

Preference-Driven Multiobjective Optimization Using Robust Ordinal Regression for Cone Contraction

75%
Kadziński M., Słowiński R.
Multiple Criteria Decision Making
|
2013
|
vol. 8
67-83
EN
We present a new interactive procedure for multiobjective optimization problems (MOO), which involves robust ordinal regression in contraction of the preference cone in the objective space. The most preferred solution is achieved by means of a systematic dialogue with the decision maker (DM) during which (s)he species pairwise comparisons of some non-dominated solutions from a current sample. The origin of the cone is located at a reference point chosen by the DM. It is formed by all directions of isoquants of the achievement scalarizing functions compatible with the pairwise comparisons of non-dominated solutions provided by the DM. The compatibility is assured by robust ordinal regression, i.e. the DM's statements concerning strict or weak preference relations for pairs of compared solutions are represented by all compatible sets of weights of the achievement scalarizing function. In successive iterations, when new pairwise comparisons of solutions are provided, the cone is contracted and gradually focused on a subregion of the Pareto optimal set of greatest interest. The DM is allowed to change the reference point and the set of pairwise comparisons at any stage of the method. Such preference information does not need much cognitive e ort on the part of the DM. The phases of preference elicitation and cone contraction alternate until the DM nds at least one satisfactory solution, or there is no such solution for the current problem setting.
5
Publication available in full text mode
Content available

Incomplete Preference Matrix on Alo-Group and Its Application to Ranking of Alternatives

75%
Ramik J.
Multiple Criteria Decision Making
|
2015
|
vol. 10
124-140
EN
Pairwise comparison is a powerful method in multi-criteria optimiza- tion. When comparing two elements, the decision maker assigns a value from the given scale which is an Abelian linearly ordered group (Alo- group) of the real line to any pair of alternatives representing an element of the preference matrix (P-matrix). Both non-fuzzy and fuzzy mul- tiplicative and additive preference matrices are generalized. Then we focus on situations where some elements of the P-matrix are missing. We propose a general method for completing fuzzy matrix with missing elements, called the extension of the P-matrix, and investigate some im- portant particular cases of fuzzy preference matrix with missing elements. Eight illustrative numerical examples are included.
6
Publication available in full text mode
Content available

Algorithm for Bi-Criteria Stochastic Generalized Transportation Problem

75%
Anholcer M.
Multiple Criteria Decision Making
|
2013
|
vol. 8
5-17
EN
The Generalized Transportation Problem is a variant of the classical Transpor-tation Problem, where the sum of the amounts of goods delivered to the destina-tion points is different from (usually lower than) the total amount sent from the sources. The Stochastic Generalized Transportation Problem (SGTP) is a version with random demand. We present the Bi-Criteria SGTP and propose an algorithm for determining the set of effective solutions.
7
Publication available in full text mode
Content available

Wielokryterialny model optymalizacji wielkości zakupów w kopalni węgla kamiennego

75%
Jankowska-Suwalska K.
Studia Ekonomiczne
|
2014
|
vol. 207
99-109
PL
W pracy przedstawiono wielokryterialny model wielkości zamówień materiałów używanych w produkcji. Pokazano na przykładzie zastosowanie modelu dla wyznaczenia wielkości zamówień na klej poliuretanowy, drewno kopalniane oraz stojaki stalowe cierne w jednej z kopalń węgla kamiennego.
EN
This paper presents a multi-criteria model of order size of materials used in production. It is shown on an example how to use the model to determine the order sizes for polyurethane adhesive, wood and steel upright in a hard-coal mine.
8
Publication available in full text mode
Content available

Decision Maker's Preferences, Airport Gate Assignment Problem and Multiobjective Optimisation

63%
Kaliszewski I., Miroforidis J., Stańczak J.
Multiple Criteria Decision Making
|
2013
|
vol. 8
84-100
EN
We present an application of a methodology we developed earlier to capture a decision maker's preferences in multiobjective environments to a notorious problem in the realm of Air Traffic Management, namely the Airport Gate Assignment Problem. The problem has been modelled as an all-integer optimisation problem with two criteria. We have implemented this methodology into the commercial solver CPLEX and also into an Evolutionary Multiobjective Optimisation algorithm and we have solved with them a numerical instance of the Airport Gate Assignment Problem for a couple of decision making scenarios.
9
Publication available in full text mode
Content available

Optymalny portfel inwestycyjny z kryterium maksymalnej skośności

63%
Kopańska-Bródka D.
Studia Ekonomiczne
|
2014
|
vol. 208
46-58
PL
Celem artykułu jest przedstawienie problemu wyboru optymalnego portfela akcji w sytuacji, kiedy preferencje inwestora odnoszą się do wartości oczekiwanej, wariancji i skośności rozkładu stopy zwrotu portfela. Zadanie zostaje sformułowane jako zagadnienie wielokryterialne, w którym trzeci moment centralny rozkładu przyjmowany jest jako miara skośności. W artykule dyskutowane są różne podejścia do rozwiązania problemu wielokryterialnego oraz trudności związane z technikami obliczeniowymi. W szczególności przedstawiono problemy związane z zastosowaniem metod programowania celowego do określenia struktury optymalnego portfela inwestycyjnego.
EN
In this paper we analyze the portfolio optimization problem when investor preferences relate to the expected value, variance and skewness of distribution of portfolio return. The third central moment of the distribution is taken as a measure of skewness. Portfolio optimization using higher moments is a more involved problem than the mean-variance approach. The problem is formulated as multi-objective programming problem there the investor tries to maximize expected return and skewness, while simultaneously minimizing variance. To solve such portfolio problem, we can use specific approaches and techniques. We take especially account by utilizing Goal Programming to determine the optimal structure of the investment portfolio and incorporate investors preferences for higher moments.
10
Publication available in full text mode
Content available

Evolutionary Multiobjective Optimization for Intensity Modulated Radiation Therapy

63%
Kaliszewski I., Miroforidis J.
Multiple Criteria Decision Making
|
2015
|
vol. 10
82-92
EN
As cancer diseases take nowadays a heavy toll on societies worldwide, extensive research is being conducted to provide more accurate diagnoses and more effective treatments. In particular, Multiobjective Optimization has turned out to be an appropriate and efficient framework for timely and accurate radiotherapy planning. In the paper, we sketch briefly the background of Multiobjective Optimization research to Intensity Modulated Radiation Therapy, and next we present a rudimentary formulation of the problem. We also present a generic methodology we developed for Multiple Criteria Decision Making, and we present preliminary results with it when applied to radiation treatment planning.
11
Publication available in full text mode
Content available

Multiple Criteria Decision Making in the Valuation of Real Options

51%
Targiel K.
Multiple Criteria Decision Making
|
2013
|
vol. 8
129-142
EN
Traditional project evaluation is based on discounted cash flow method (DCF) with Net Present Value (NPV) as the main measure. This approach sometimes leads to the abandonment of profitable projects, because the DCF method does not take into account the role of managerial flexibility. The Real Options Valuation (ROV) method takes into account future situations in the valuation, assuming that the project is properly managed. The Project Manager shall have the right to take action as appropriate. A widely used method for the valuation of real options is the binomial tree method (CRR), proposed by Cox, Ross and Rubinstein. It takes into account one state variable. In many real problems, however, many factors should be considered. This leads to a multi-criteria decision-making problem. This paper presents an extension of the CRR method for several state variables.
12
Publication available in full text mode
Content available

Fuzzy Pareto Dominance in Multiple Criteria Project Scheduling Problem

51%
Krzeszowska-Zakrzewska B.
Multiple Criteria Decision Making
|
2015
|
vol. 10
93-104
EN
Planning is one of the most important aspects of project management. A project plan defines objectives, activities and timeframe for project realization. To be able to define the required timeframe for project realization it is important to prepare its schedule. The purpose of this paper is to present the project scheduling problem as a multiple criteria decision making problem and to solve it using two evolutionary algorithms: SPEA2 and an evolutionary algorithm driven by the fuzzification of Pareto dominance. A comparison of these two approaches is conducted to investigate if it is reasonable to use the fuzzification of the Pareto dominance relation in evolutionary algorithms for the multiple criteria project scheduling problem
13
Publication available in full text mode
Content available

A decision rule for uncertain multicriteria mixed decision making based on the coefficient of optimism

51%
Gaspars-Wieloch H.
Multiple Criteria Decision Making
|
2015
|
vol. 10
32-47
EN
This paper is devoted to multicriteria decision making under uncertainty with scenario planning. This topic has been explored by many researchers since almost all real-world decision problems contain multiple conflicting criteria and a deterministic criteria evaluation is often impossible. We propose a procedure for uncertain multi-objective optimization which may be applied when a mixed strategy is sought after. A mixed strategy, as opposed to a pure strategy, allows the decision maker to select and perform a weighted combination of several accessible alternatives. The new approach takes into account the decision maker’s preference structure and attitude towards risk. This attitude is measured by the coefficient of optimism on the basis of which a set of the most probable events is suggested and an optimization problem is formulated and solved.
first rewind previous Page / 1 next fast forward last
JavaScript is turned off in your web browser. Turn it on to take full advantage of this site, then refresh the page.