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Kristóf Ábele-Nagy

Publications and source records attributed to Kristóf Ábele-Nagy.

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Geometry of efficient weight vectors

Pairwise comparison matrices and the weight vectors obtained from them are important concepts in multi-criteria decision making. A weight vector calculated from a pairwise comparison matrix is called Pareto efficient if the approximation of the matrix elements by the weight ratios cannot be improved for any element of the matrix without worsening it for another element. The aim of this paper is to show the geometrical properties of the set of Pareto efficient weight vectors for $4\times 4$ pairwise comparison matrices. We prove that the set of efficient weight vectors is a union of three tetrahedra, each determined by four weight vectors calculated from an incomplete submatrix of the pairwise comparison matrix that can be represented by a path spanning tree graph. It is shown that with suitable rearrangements the orientations of the $4$-cycles in the Blanquero-Carrizosa-Conde graphs for the efficient weight vectors are determined as well. The special cases (double perturbed, simple perturbed, consistent matrices) are discussed in the online appendices.

math.OC↗

Efficiency analysis of double perturbed pairwise comparison matrices

Efficiency is a core concept of multi-objective optimization problems and multi-attribute decision making. In the case of pairwise comparison matrices a weight vector is called efficient if the approximations of the elements of the pairwise comparison matrix made by the ratios of the weights cannot be improved in any position without making it worse in some other position. A pairwise comparison matrix is called double perturbed if it can be made consistent by altering two elements and their reciprocals. The most frequently used weighting method, the eigenvector method is analyzed in the paper, and it is shown that it produces an efficient weight vector for double perturbed pairwise comparison matrices.

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Efficiency analysis of simple perturbed pairwise comparison matrices

Efficiency, the basic concept of multi-objective optimization is investigated for the class of pairwise comparison matrices. A weight vector is called efficient if no alternative weight vector exists such that every pairwise ratio of the latter's components is at least as close to the corresponding element of the pairwise comparison matrix as the one of the former's components is, and the latter's approximation is strictly better in at least one position. A pairwise comparison matrix is called simple perturbed if it differs from a consistent pairwise comparison matrix in one element and its reciprocal. One of the classical weighting methods, the eigenvector method is analyzed. It is shown in the paper that the principal right eigenvector of a simple perturbed pairwise comparison matrix is efficient.

math.OC↗