We consider decision problems of rating alternatives based on their pairwise comparisons according to two criteria. Given pairwise comparison matrices for each criterion, the problem is to find the overall scores of the alternatives. We offer a solution that involves the minimax approximation of the comparison matrices by a common consistent matrix of unit rank in terms of the Chebyshev metric in logarithmic scale. The approximation problem reduces to a bi-objective optimization problem to minimize the approximation errors simultaneously for both comparison matrices. We formulate the problem in terms of tropical (idempotent) mathematics, which focuses on the theory and applications of algebraic systems with idempotent addition. To solve the optimization problem obtained, we apply methods and results of tropical optimization to derive a complete Pareto-optimal solution in a direct explicit form ready for further analysis and straightforward computation. We then exploit this result to solve the bi-criteria decision problem of interest. As illustrations, we present examples of the solution of two-dimensional optimization problems in general form, and of a decision problem with four alternatives in numerical form.
Original languageEnglish
Pages (from-to)79-104
Number of pages26
JournalComputational Management Science
Volume17
Issue number1
Early online date26 Nov 2018
DOIs
StatePublished - 1 Jan 2020
EventXV International Conference on Computational Management Science - Norwegian University of Science and Technology (NTNU), Trondheim, Norway
Duration: 29 May 201831 May 2018
https://www.ntnu.edu/cms2018

    Scopus subject areas

  • Control and Optimization
  • Decision Sciences (miscellaneous)
  • Algebra and Number Theory
  • Management Science and Operations Research

    Research areas

  • ANALYTIC HIERARCHY PROCESS, MAX-ALGEBRA, PAIRWISE

ID: 36062477