The multilinear model in multicriteria decision making: The case of 2-additive capacities and contributions to parameter identification

Article dans une revue: In several multicriteria decision making problems, it is important to consider interactions among criteria in order to satisfy the preference relations provided by the decision maker. This can be achieved by using aggregation functions based on fuzzy measures, such as the Choquet integral and the multilinear model. Although the Choquet integral has been studied in a large number of works, one does not find the same literature with respect to the multilinear model. In this context, the contribution of this work is twofold. We first provide a formulation of the multilinear model by means of a 2-additive capacity. A second contribution lies in the problem of capacity identification. We consider a supervised approach and apply optimization models with and without regularization terms. Results obtained in numerical experiments with both synthetic and real data attest the performance of the considered approaches.

Auteur(s)

Guilherme Dean Pelegrina, Leonardo Tomazeli Duarte, Michel Grabisch, João Marcos Travassos Romano

Revue
  • European Journal of Operational Research
Date de publication
  • 2020
Mots-clés
  • 2-additive capacity
  • Capacity identification
  • Multilinear model
  • Multi-attribute utility theory
  • Multiple criteria analysis
Pages
  • 945-956
Version
  • 1
Volume
  • 282