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Improving an optimization‐based framework for sensitivity analysis in multi‐criteria decision‐making
Author(s) -
Proll L.G.,
Salhi A.,
Rios Insua D.
Publication year - 2001
Publication title -
journal of multi‐criteria decision analysis
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.462
H-Index - 47
eISSN - 1099-1360
pISSN - 1057-9214
DOI - 10.1002/mcda.283
Subject(s) - sensitivity (control systems) , computer science , bilinear interpolation , context (archaeology) , decision analysis , mathematical optimization , variation (astronomy) , operations research , mathematics , engineering , paleontology , statistics , physics , electronic engineering , astrophysics , computer vision , biology
The framework for sensitivity analysis in discrete multi‐criteria decision analysis developed by Rios Insua and French allows simultaneous variation of all parameters and applies to many paradigms for decision analysis. However, its computational load may inhibit use, particularly in the context of a decision conference where results are required in near real time. In order to improve on the current algorithm and its implementation, we investigate, on the one hand, an opportunistic approach aimed at reducing the number of optimization problems solved in the original framework and, on the other, an alternative framework based on distance analysis. Computational results on linear and bilinear models are reported. Copyright © 2001 John Wiley & Sons, Ltd.