A Decision Support System and a Heuristic Interactive Approach for Solving Discrete Multiple Criteria Problems

Abstract

The paper consists of two parts: (1) a decision-support system (DSS) 
for discrete multiple criteria decision-making (MCDM) problems; and 
(2) a heuristic interactive approach when the decision-maker (DM) 
responds to paired comparisons of alternatives. In the DSS, the DM 
is provided with flexibility in terms of using different approaches, 
different assumptions, and manipulating and controlling the solution 
procedure in a very simple and convenient way. In the interactive 
approach it is assumed that the DM wishes to maximize an unknown 
quasiconcave utility function for discrete MCDM problems. Several 
heuristic procedures are developed for ranking and eliminating 
alternatives, assuming that the DM can make paired comparisons and 
indicate strength of preference. An interactive paired comparison 
method is developed using these heuristics and a gradient-based 
procedure. Heuristic approaches for finding local adjacent discrete 
points to approximate the gradient and for identifying discrete points 
for the one-dimensional search are discussed.