1. Insights into Weighted Sum Sampling Approaches for Multi-Criteria Decision Making Problems
- Author
-
Williams, Aled and Cai, Yilun
- Subjects
Mathematics - Optimization and Control ,90C29, 65K10 ,G.1.6 - Abstract
In this paper we explore several approaches for sampling weight vectors in the context of weighted sum scalarisation approaches for solving multi-criteria decision making (MCDM) problems. This established method converts a multi-objective problem into a (single) scalar optimisation problem by assigning weights to each objective. We outline various methods to select these weights, with a focus on ensuring computational efficiency and avoiding redundancy. The challenges and computational complexity of these approaches are explored and numerical examples are provided. The theoretical results demonstrate the trade-offs between systematic and randomised weight generation techniques, highlighting their performance for different problem settings. These sampling approaches will be tested and compared computationally in an upcoming paper., Comment: 41 pages, 5 figures
- Published
- 2024