基于相对目标接近度的多目标决策方法及其应用
发布时间：2019-01-30 10:57
【摘要】：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
[Abstract]:For multi-objective decision problems, the concepts of ideal points of multi-objective decision-making problems, negative ideal points of multi-objective decision making problems and objective vectors corresponding to arbitrary feasible solutions are introduced. Then the ideal point of the multi-objective decision making problem, the negative ideal point of the multi-objective decision making problem and the target vector corresponding to any feasible solution are standardized, and the weight vector of the objective function is calculated by using AHP method. After considering the weight, the weighted distance between the normalized vector of the target vector corresponding to any feasible solution and the normalized vector of the ideal point (and the normalized vector of the negative ideal point) is defined. Thus, the concept of relative target proximity between target vector and ideal point is introduced, and a multi-objective decision making method based on relative target proximity is proposed. The method is used to make decision on portfolio problem.
【作者单位】： 华侨大学数学系
【分类号】：C934
，
本文编号：2418059
[Abstract]:For multi-objective decision problems, the concepts of ideal points of multi-objective decision-making problems, negative ideal points of multi-objective decision making problems and objective vectors corresponding to arbitrary feasible solutions are introduced. Then the ideal point of the multi-objective decision making problem, the negative ideal point of the multi-objective decision making problem and the target vector corresponding to any feasible solution are standardized, and the weight vector of the objective function is calculated by using AHP method. After considering the weight, the weighted distance between the normalized vector of the target vector corresponding to any feasible solution and the normalized vector of the ideal point (and the normalized vector of the negative ideal point) is defined. Thus, the concept of relative target proximity between target vector and ideal point is introduced, and a multi-objective decision making method based on relative target proximity is proposed. The method is used to make decision on portfolio problem.
【作者单位】： 华侨大学数学系
【分类号】：C934
，
本文编号：2418059
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