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WINPRE - Workbench for Interactive Preference Programming

WINPRE - Workbench for Interactive Preference Programming. Raimo P. Hämäläinen Jyri Helenius http://www.hut.fi/Units/Systems.Analysis. Interval MCDA methods:. PAIRS = Preference Assessment by Incomplete Ratio Statements (Salo ,Hämäläinen OR 1992)

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WINPRE - Workbench for Interactive Preference Programming

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  1. WINPRE - Workbench for Interactive Preference Programming Raimo P. Hämäläinen Jyri Helenius http://www.hut.fi/Units/Systems.Analysis

  2. Interval MCDA methods: • PAIRS = Preference Assessment by Incomplete Ratio Statements (Salo ,Hämäläinen OR 1992) • SPAIRS = Simple PAIRS = Interval SMART/SWING (New method) • Interval AHP-Preference programming (Salo,Hämäläinen MCDM 1991,EJOR 1995)

  3. Related Work • Non-hierarchical models: • UTA (Jacquet-Lagreze & Siskos 1982): • Additive utility function estimated from regression analysis of ordinal preference statements • HOPIE (Weber 1985): • Constraints on additive or multiplicative utility function from value intervals and holistic judgements among hypothetical alternatives

  4. ARIADNE • Imprecision modelled by set inclusion; holistic judgements among alternatives • ISMAUT (White et al. 1984, Scherer et al. 1986): • Uncertainty about attribute weights and utilities, exactly specified probabilities • Hierarchical models: • RID (Moskowitz et al. 1989): • Imprecise probabilities and utilities in decision trees • MCRID (Moskowitz et al. 1991): • imprecise attribute weights; reduction of the set of non-dominated alternatives via stochastic dominance

  5. AHP: • Saaty & Vargas (1987): • Interval valued replies to pairwise comparisons suggested as a way to capture subjective uncertainty direct analysis of interval matrices intractable • Arbel (1989): • Interval judgements interpreted as linear constraints on local priorities • Salo & Hämäläinen (1990): • Efficient decomposition scheme for processing interval judgements in hierarchies

  6. PAIRS - Preference Assessment by Imprecise Ratio Statements • Interval value tree analysis • Pairwise ratio statements about the relative importance of attributes ( as intervals) • Value intervals for the alternative scores (imprecition in value function and measurements combined in WINPRE) • Inconsistency in pairwise statements not allowed

  7. Dominance I Absolute: a dominates b if lower bound of the value interval for a is higher than upper bound of the value interval for b. II Pairwise: a dominates b if there are no feasible weights, so that V(b) > V( a). I => II , not II => I

  8. SPAIRS = Interval SMART/SWING • Simple PAIRS : local comparisons made with respect to one reference attribute only • Generalization: • Reference : most / least important or intermediate • No inconsistency problems ( because there are no extra comparisons) • Easier to use than other interval methods.

  9. Interval AHP • Preference Programming term first used for AHP (Arbel 1988) • Pairwise comparisons with upper and lower limits for criteria and alternatives • Inconsistency not allowed • not a version of true AHP • consistency must in elicitation

  10. Preference programming • DM gives preference statements, which define intervals of the weight ratios: • Value intervals for alternatives: Series of LP - problems.

  11. The feasible region • “The attribute X is at least two but no more than four times as attractive as attribute Y” • Feasible region = the set of local priority vectors which satisfy the inequalities arising from the interval judgements, i.e.

  12. Ambiguity Index • Index, which characterizes how specific the DM’s preference statements are • Properties

  13. Advantages of interval methods • Partial progressively increasing information • Allows ambiquity -all comparisons not necessary • Group decision support • all opinions embedded into the interval

  14. WINPRE • First to solve all interval methods • Efficient algorithm computes extreme points instantaneously - sensitivity analysis • Maximum number of subcriteria or alternatives is 9 • Number of levels in the value tree not limited • Results can be copied or linked to /from other Windows programs (e.g. Excel)

  15. Value ratings on attributes

  16. SPAIRS with reference attribute in the middle

  17. SPAIRS with reference attribute the most important = SWING

  18. Interval AHP: pairwise comparison of attributes and alternatives

  19. Export of results into Excel

  20. Future research • Description of stuctured procedures based on interval method • Behavioural testing with real cases and decision makers-individual and group • Winpre software is a fully operational DSS tool available free for research purposes: • http://www.hut.fi/Units/Systems.Analysis

  21. References The underlying methodology of the program is described in the references below. PAIRS Salo and R.P. Hämäläinen: Preference assessment by imprecise ratio statements, Operations Research, Vol. 40, No. 6, November-December 1992, pp. 1053-1061. Preference Programming (INPRE-mode) Salo and R.P. Hämäläinen: Preference programming through approximate ratio comparisons, European Journal of Operational Research, Vol. 82, Issue 3, 1995, pp. 458-475. Salo and R.P. Hämäläinen: Processing interval judgments in the analytic hierarchy process, Proc. of the Ninth International Conference: Theory and Applications in Business, Industry and Government, in: Multipl Criteria Decision Making, A. Goicocchea, L. Duckstein and S. Zionts (eds.), Springer-Verlag, New-York, August 1990, Fairfax, Virginia, 1991, pp. 359-371. Salo: Inconsistency analysis by approximately specified priorities, Mathematical and Computer Modelling, Vol. 17, No. 4/5, 1993, pp. 123-133.

  22. Related articles M. Pöyhönen and R.P. Hämäläinen: On the convergence of multiattribute weighting methods, Helsinki University of Technology, Systems Analysis Laboratory Research Reports A69, October 1997. (Available from http://www.hut.fi/Units/Systems.Analysis/Publications/) M. Pöyhönen, R.P. Hämäläinen and A. A. Salo: An experiment on the numerical modeling of verbal ratio statements, Journal of Multi-Criteria Decision Analysis, Vol. 6, 1997, pp. 1-10. Salo and R.P. Hämäläinen: PRIME - Preference ratios in multiattribute evaluation, Helsinki University of Technology, Systems Analysis Laboratory Research Reports A43, July 1992. (revised December 1997) (Available from http://www.hut.fi/Units/Systems.Analysis/Publications/) A. Salo and R.P. Hämäläinen: On the measurement of preferences in the analytic hierarchy process, (and comments by V. Belton, E. Choo, T. Donegan, T. Gear, T. Saaty, B. Schoner, A. Stam, M. Weber, B. Wedley) Journal of Multi-Criteria Decision Analysis, Vol. 6, 1997, pp. 309-339. A. Salo and R.P. Hämäläinen: Rejoinder: The issue is understanding the weights, Journal of Multi-Criteria Decision Analysis, Vol. 6, 1997, pp. 340-343

  23. Applications, Group decisions See the references below to get information about applications of the PAIRS and Preference Programming methods. A. Salo: Interactive decision aiding for group decision support, European Journal of Operational Research, Vol. 84, 1995, pp. 134-149. R.P. Hämäläinen and O. Leikola: Spontaneous decision conferencing in parliamentary negotiations, Proc. of the 27th Hawaii International Conference on Systems Sciences, IEEE Computer Society Press, Hawaii, January 4-7, Vol. IV, 1995, pp. 290-299. R.P. Hämäläinen and O. Leikola: Spontaneous decision conferencing with top-level politicians, OR Insight, Vol. 9, Issue 1, 1996, pp. 24-28. R.P. Hämäläinen and M. Pöyhönen: On-line group decision support by preference programming in traffic planning, Group Decision and Negotiation, Vol. 5, 1996, pp. 485-500. R.P. Hämäläinen, A. Salo and K. Pöysti: Observation about consensus seeking in a multiple criteria environment, Proc. of the Twenty-Fifth Hawaii International Conference on Systems Sciences, Hawaii, Vol. IV, January 1992, pp. 190-198. R.P. Hämäläinen and E. Kettunen: On-line group decision support by HIPRE 3+ Group Link, Proc. of the 3rd International Symposium on the Analytic Hierarchy Process, Washington, D.C., July 11-13, 1994, pp. 547-557 A. Salo and R.P. Hämäläinen: Decision support under ambigous preference statements, Proc. of the AIRO'90 Annual conference of the Italian OR society, Sorrento, Italy, October 1990, pp. 229-243

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