基于相对目标接近度的多目标决策方法及其应用

对多目标决策问题 ,引进多目标决策问题的理想点、多目标决策问题的负理想点和任意可行解对应的的目标向量的概念 ;然后将多目标决策问题的理想点、多目标决策问题的负理想点和任意可行解对应的的目标向量标准化 ;再利用 AHP法计算目标函数的权重向量 ;考虑权重后 ,定义任意可行解对应的目标向量的标准化向量到理想点的标准化向量 (和负理想点的标准化向量 )的加权距离 ,从而引进目标向量与理想点的相对目标接近度概念 ,进而提出了一种基于相对目标接近度的多目标决策方法 .并应用该方法对投资组合问题进行决策

A Method Based on Objective Adjacent Scale for Multi-Objective Decision-Making and its Application

For multi-objective decision-making, we introduce into conceptions of ideal point of multi-objective decision-making、negative ideal point of multi-objective decision-making and objective vector of any feasible solution, and standardize them. After we use AHP to calculate weight vector of objective function, we define the weight distance from the standardized vector of objective vector of any feasible solution to the standardized vector of ideal point and the standardized vector of negative ideal point, furthermore a new index-relatively objective adjacent scale for objectives is proposed, and a method based on this index for multi-objective decision-making is also presented, and we use this method to make decision for investment constitute problem.