判断矩阵与优先权向量之间的冲突现象及其检验

首先分析了判断矩阵与优先权向量之间存在的冲突现象,指出AHP的不一致不仅包括判断矩阵本身的不一致,还包括因判断矩阵与优先权向量之间的冲突而导致的不一致,因此,AHP一致性检验也应该包括冲突误差检验.然后,给出了冲突的定义及其误差的度量指标和计算方法,对目前常见的七种数字标度,运用统计模拟方法,通过随机产生1000个3～9各种阶数的判断矩阵,计算出冲突误差的临界值,从而与传统的一致性检验一起构成更加完备的检验体系.     

基于基本回路修正的AHP一致性调整方法研究

为解决AHP一致性问题,提出一种基于基本回路修正的调整方法,能够同时解决数值不一致和逻辑不一致问题,同时保证对原始信息的修改量最小。数值不一致和逻辑不一致均由决策者的不准确判断引起,其中数值不一致可以通过降低一致性比率(CR)值进行改善,而逻辑不一致只有将判断矩阵中所有三阶回路去除才能得到解决。因此,通过对n阶判断矩阵进行基本矩阵分解,得到C³_n个3阶的基本矩阵,其中存在三阶回路的称为基本回路,从而将判断矩阵的一致性修正问题转化为基本回路的一致性修正问题。通过对基本回路的一致性比较,提出了两种确定最不一致元素的方法,即CR和最大法和优化法,并设计了优化模型对最不一致元素进行修正。最后,通过算例分析验证了本文方法的可行性,与已有方法的对比结论证明了本文方法更为有效。     

Fuzzified AHP in the evaluation of scientific monographs

Fuzzification of the analytic hierarchy process (AHP) is of great interest to researchers since it is a frequently used method for coping with complex decision making problems. There have been many attempts to fuzzify the AHP. We focus particularly on the construction of fuzzy pairwise comparison matrices and on obtaining fuzzy weights of objects from them subsequently. We review the fuzzification of the geometric mean method for obtaining fuzzy weights of objects from fuzzy pairwise comparison matrices. We illustrate here the usefulness of the fuzzified AHP on a real-life problem of the evaluation of quality of scientific monographs in university environment. The benefits of the presented evaluation methodology and its suitability for quality assessment of R&D results in general are discussed. When the task of quality assessment in R&D is considered, an important role is played by peer-review evaluation. Evaluations provided by experts in the peer-review process have a high level of subjectivity and can be expected in a linguistic form. New decision-support methods (or adaptations of classic methods) well suited to deal with such inputs, to capture the consistency of experts’ preferences and to restrict the subjectivity to an acceptable level are necessary. A new consistency condition is therefore defined here to be used for expertly defined fuzzy pairwise comparison matrices.     

An action learning approach for assessing the consistency of pairwise comparison data

Pairwise comparison data are used in various contexts including the generation of weight vectors for multiple criteria decision making problems. If this data is not sufficiently consistent, then the resulting weight vector cannot be considered to be a reliable reflection of the evaluator’s opinion. Hence, it is necessary to measure its level of inconsistency. Different approaches have been proposed to measuring the level of inconsistency, but they are often based on ‘rules of thumb” and/or randomly generated matrices, and are not interpretable. In this paper we present an action learning approach for assessing the consistency of the input pairwise comparison data that offer interpretable consistency measures.     

An experiment on the consistency of aggregated comparison matrices in AHP

The analytic hierarchy process can be used for group decision making by aggregating individual judgments or individual priorities. The most commonly used aggregation methods are the geometric mean method and the weighted arithmetic mean method. While it is known that the weighted geometric mean comparison matrix is of acceptable consistency if all individual comparison matrices are of acceptable consistency, this paper addresses the following question: Under what conditions would an aggregated geometric mean comparison matrix be of acceptable consistency if some (or all) of the individual comparison matrices are not of acceptable consistency? Using Monte Carlo simulation, results indicate that given a sufficiently large group size, consistency of the aggregate comparison matrix is guaranteed, regardless of the consistency measures of the individual comparison matrices, if the geometric mean is used to aggregate. This result implies that consistency at the aggregate level is a non-issue in group decision making when group size exceeds a threshold value and the geometric mean is used to aggregate individual judgments. This paper determines threshold values for various dimensions of the aggregated comparison matrix.     

Geometric means of structured matrices

The geometric mean of positive definite matrices is usually identified with the Karcher mean, which possesses all properties—generalized from the scalar case—a geometric mean is expected to satisfy. Unfortunately, the Karcher mean is typically not structure preserving, and destroys, e.g., Toeplitz and band structures, which emerge in many applications. For this reason, the Karcher mean is not always recommended for modeling averages of structured matrices. In this article a new definition of a geometric mean for structured matrices is introduced, its properties are outlined, algorithms for its computation, and numerical experiments are provided. In the Toeplitz case an existing mean based on the Kähler metric is analyzed for comparison.     

Transitive calibration of the AHP verbal scale

One of the strengths of the Analytic Hierarchy Process (AHP) is that it allows decision-makers to specify their preferences using a verbal scale. Yet, as is well known, a strict reliance on the corresponding Saaty 1–9 numeric scale can induce some inconsistency. Hence we argue that, in certain situations, it may be appropriate to calibrate the verbal scale. The result of this calibration is a geometric scale based on a single parameter. We present some limited evidence that this geometric scale marginally outperforms the Saaty 1–9 scale. Moreover, we suggest that this calibration can be used to do a simple sensitivity analysis in cases where judgements are uncertain.     

The consistency index in reciprocal matrices: Comparison of deterministic and statistical approaches

When checking the inconsistency level of a positive reciprocal matrix Saaty uses a deterministic criterion based on two parameters, a benchmark (the average), and a consistency level, usually 10%. Using results from a simulation experiment with 100,000 positive random reciprocal matrices of size varying from 3 to 15, we developed a probabilistic criterion and compare it to Saaty’s index. We found that if a positive reciprocal matrix is consistent according to the deterministic criterion is also consistent according to the probabilistic criterion only if we accept a higher than usual probability of Type I error. Reducing this error implies that the benchmark must be a small percentile of the probability distribution of the consistency index.     

Comparison of statistical procedures in analytic hierarchy process using a ranking test

Several statistical procedures for estimation of the priority parameters in the setup of the Analytic Hierarchy Process (AHP) exist in the literature. The purpose of this article is to make appropriate comparisons of such statistical methods. Pairwise comparison matrices are simulated using different statistical distributions of the error part used in the procedures. Priority parameters are estimated for each simulated pairwise comparison matrix using the method suggested. Standard nonparametric statistical procedures are applied to check whether the order of the priority estimates is consistent with that of their parameter values irrespective of the choice of particular statistical procedure. Statistical procedures based on the reciprocal matrices are also compared with the eigenvalue method.     

Note on group consistency in analytic hierarchy process

We study the paper of Xu [Z. Xu, On consistency of the weighted geometric mean complex judgement matrix in AHP, European Journal of Operational Research 126 (2000) 683–687] for the group consistency in analytic hierarchy process of multicriteria decision-making. The purpose of this note is threefold. First, we point out the questionable results in this paper. Second, for three by three comparison matrices, we provide a patchwork for his method. Third, we constructed a counter example to show that in general his method is wrong. Numerical examples are provided to illustrate our findings. If there are four or more alternatives, then we may advise researchers to ignore his results to avoid questionable estimation of group consistency.     

Roots in Operator and Banach Algebras

We show that several known facts concerning roots of matrices generalize to operator algebras and Banach algebras. We show for example that the so-called Newton, binomial, Visser, and Halley iterative methods converge to the root in Banach and operator algebras under various mild hypotheses. We also show that the ‘sign’ and ‘geometric mean’ of matrices generalize to Banach and operator algebras, and we investigate their properties. We also establish some other facts about roots in this setting.     

An intrinsic consistency threshold for reciprocal matrices

In this paper we present a new, intrinsic and scale independent consistency threshold for reciprocal matrices in the Analytic Hierarchy Process (AHP). Its derivation is based upon the relation between the consistency measure of the AHP and the reduction of weight of a new alternative. We compare this standard with an existing one.     

A new error in variables model for solving positive definite linear system using orthogonal matrix decompositions

The need to estimate a positive definite solution to an overdetermined linear system of equations with multiple right hand side vectors arises in several process control contexts. The coefficient and the right hand side matrices are respectively named data and target matrices. A number of optimization methods were proposed for solving such problems, in which the data matrix is unrealistically assumed to be error free. Here, considering error in measured data and target matrices, we present an approach to solve a positive definite constrained linear system of equations based on the use of a newly defined error function. To minimize the defined error function, we derive necessary and sufficient optimality conditions and outline a direct algorithm to compute the solution. We provide a comparison of our proposed approach and two existing methods, the interior point method and a method based on quadratic programming. Two important characteristics of our proposed method as compared to the existing methods are computing the solution directly and considering error both in data and target matrices. Moreover, numerical test results show that the new approach leads to smaller standard deviations of error entries and smaller effective rank as desired by control problems. Furthermore, in a comparative study, using the Dolan-Moré performance profiles, we show the approach to be more efficient.     

Max-algebra and pairwise comparison matrices, II

This paper is a continuation of our 2004 paper “Max-algebra and pairwise comparison matrices”, in which the max-eigenvector of a symmetrically reciprocal matrix was used to approximate such a matrix by a transitive matrix. This approximation was based on minimizing the maximal relative error. In a later paper by Dahl a different error measure was used and led to a slightly different approximating transitive matrix. Here some geometric properties of this approximation problem are discussed. These lead, among other results, to a new characterization of a max-eigenvector of an irreducible nonnegative matrix. The case of Toeplitz matrices is discussed in detail, and an application to music theory that uses Toeplitz symmetrically reciprocal matrices is given.     

Acceptable consistency of aggregated comparison matrices in analytic hierarchy process

The analytic hierarchy process is a method for solving multiple criteria decision problems, as well as group decision making. The weighted geometric mean method is appropriate when aggregation of individual judgements is used. This paper presents a new proof which confirms the property that if the comparison matrices of all decision makers are of acceptable consistency, then the weighted geometric mean complex judgement matrix (WGMCJM) also is of acceptable consistency. This property was presented and first proved by Xu (2000), but Lin et al. (2008) rejected the proof. We also discuss under what conditions the WGMCJM is of acceptable consistency when not all comparison matrices of decision makers are of acceptable consistency. For this case we determine the sufficient condition for the WGMCJM to be of acceptable consistency and provide numerical examples. For a special case of two decision makers with 3 × 3 comparison matrices we find out some additional conditions for the WGMCJM to be of acceptable consistency.     

On Binary Resilient Functions

Using a lifting formula for the coefficients of Boolean functions, we characterize binary resilient functions as binary matrices with certain row or column intersection properties. We give some new constructions of binary resilient functions based on this characterization. In particular, we show that the incidence matrix of a Steiner system can be used to construct binary resilient functions.     

A new data envelopment analysis method for priority determination and group decision making in the analytic hierarchy process

The DEAHP method for weight deviation and aggregation in the analytic hierarchy process (AHP) has been found flawed and sometimes produces counterintuitive priority vectors for inconsistent pairwise comparison matrices, which makes its application very restrictive. This paper proposes a new data envelopment analysis (DEA) method for priority determination in the AHP and extends it to the group AHP situation. In this new DEA methodology, two specially constructed DEA models that differ from the DEAHP model are used to derive the best local priorities from a pairwise comparison matrix or a group of pairwise comparison matrices no matter whether they are perfectly consistent or inconsistent. The new DEA method produces true weights for perfectly consistent pairwise comparison matrices and the best local priorities that are logical and consistent with decision makers (DMs)’ subjective judgments for inconsistent pairwise comparison matrices. In hierarchical structures, the new DEA method utilizes the simple additive weighting (SAW) method for aggregation of the best local priorities without the need of normalization. Numerical examples are examined throughout the paper to show the advantages of the new DEA methodology and its potential applications in both the AHP and group decision making.     

A fuzzy programming method for deriving priorities in the analytic hierarchy process

The estimation of the priorities from pairwise comparison matrices is the major constituent of the Analytic Hierarchy Process (AHP). The priority vector can be derived from these matrices using different techniques, as the most commonly used are the Eigenvector Method (EVM) and the Logarithmic Least Squares Method (LLSM). In this paper a new Fuzzy Programming Method (FPM) is proposed, based on geometrical representation of the prioritisation process. This method transforms the prioritisation problem into a fuzzy programming problem that can easily be solved as a standard linear programme. The FPM is compared with the main existing prioritisation methods in order to evaluate its performance. It is shown that it possesses some attractive properties and could be used as an alternative to the known prioritisation methods, especially when the preferences of the decision-maker are strongly inconsistent.     

On Eigenvector Bounds

We show under very general assumptions that error bounds for an individual eigenvector of a matrix can be computed if and only if the geometric multiplicity of the corresponding eigenvalue is one. Basically, this is true if not computing exactly like in computer algebra methods. We first show, under general assumptions, that nontrivial error bounds are not possible in case of geometric multiplicity greater than one. This result is also extended to symmetric, Hermitian and, more general, to normal matrices. Then we present an algorithm for the computation of error bounds for the (up to normalization) unique eigenvector in case of geometric multiplicity one. The effectiveness is demonstrated by numerical examples.This revised version was published online in October 2005 with corrections to the Cover Date.