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Abstract
A lot of research has been devoted to the critical analysis of the Analytic Hierarchy Process (AHP), from various per-
spectives. However, as far as we know, no one has addressed a fundamental problem, discussed in this paper, concerning
the meaning of the priority vector derived from the principal eigenvalue method used in AHP. The role of AHP’s consis-
tency ratio is also analysed.
2006 Elsevier B.V. All rights reserved.
Keywords: Decision analysis; Analytic Hierarchy Process; Eigenvalue method; Condition of order preservation
1. Introduction and objective of the analysis Dyer, 1990a,b; Barzilai and Golany, 1994; Salo
and Hämäläinen, 1997). A debate about the main
Since Saaty (1977, 1980) introduced the Analytic criticisms of AHP can be found in Belton and Stew-
Hierarchy Process (AHP), many applications in art (2002) and Smith and von Winterfeldt (2004).
real-world decision-making have been reported (cf. Saaty has frequently contested these critics (see,
Zahedi, 1986; Golden et al., 1989; Shim, 1989; Var- for example, Saaty et al., 1983; Saaty and Vargas,
gas, 1990; Saaty, 2000; Forman and Gass, 2001; 1984; Saaty, 1990, 1997; Saaty and Hu, 1998) and,
Golden and Wasil, 2003; Vaidya and Kumar, in essence, has not modified his original method
2006). In parallel, AHP has often been criticised in (see Saaty, 2005). Independently of our agreement
the literature, from several perspectives (see, for with some of those criticisms, the analysis of which
example, Watson and Freeling, 1982, 1983; Belton is beyond the scope of this paper, we believe that the
and Gear, 1983, 1985; French, 1988; Holder, 1990; elicitation of pairwise comparison judgements and
the possibility of expressing them verbally are cor-
nerstones of the popularity of AHP.
*
Corresponding author. Address: CEG-IST, Centre for Man- There is, however, a key problem that, as far as
agement Studies of IST, Technical University of Lisbon, Lisbon, we know, has never before been addressed in the lit-
Portugal.
E-mail addresses: c.bana@lse.ac.uk (C.A. Bana e Costa),
erature. It concerns the meaning of the priority vec-
vansnick@umh.ac.be (J.-C. Vansnick). tor derived from the principal eigenvalue method
1
This author was supported by POCTI and LSE. used in AHP. The ‘‘AHP uses a principal eigenvalue
0377-2217/$ - see front matter 2006 Elsevier B.V. All rights reserved.
doi:10.1016/j.ejor.2006.09.022
C.A. Bana e Costa, J.-C. Vansnick / European Journal of Operational Research 187 (2008) 1422–1428 1423
method (EM) to derive priority vectors’’ (Saaty and cuss them with the evaluator before proposing any
Hu, 1998, p. 121). Following Saaty, the priority vec- priority scale. A complementary objective of this
tor has two meanings: ‘‘The first is a numerical paper is to analyse if the consistency ratio used in
ranking of the alternatives that indicates an order AHP can reveal such situations.
of preference among them. The other is that the The rest of this paper is organised in the following
ordering should also reflect intensity or cardinal manner: in Section 2, we review the principal eigen-
preference as indicated by the ratios of the numeri- value method used in AHP to derive priority vectors;
cal values (. . .)’’ (Saaty, 2003, p. 86). This second in Sections 3 and 4, we present some examples in
meaning requires, in our view, that these ratios pre- which it would be possible to satisfy the COP, how-
serve, whenever possible, the order of the respective ever, the AHP priority vectors violate it; in Section 5,
preference intensities, which is not always the case we show that the AHP consistency ratio is not suit-
for AHP priority vectors. Indeed, the ratios of able for detecting the existence (or the non-existence)
AHP priority values can violate this order albeit of a numerical scale satisfying the COP; a brief
the ratios of alternative priority values, derived conclusion is presented in Section 6.
from the same pairwise comparisons, preserve it.
From our decision-aid perspective, this is a basic 2. Overview of the principal eigenvalue method (EM)
drawback of AHP. Consider the following
condition: Let X = {x1, x2, . . . , xn} be a set of elements and }
Condition of Order Preservation (COP): For all ‘‘a property or criterion that they have in common’’
alternatives x1, x2, x3, x4 such that x1 dominates2 x2 (Saaty, 1996, p. 24) – for example, X could be a set
and x3 dominates x4, if the evaluator’s judgements of cars and } their comfort. How can we help a per-
indicate the extent to which x1 dominates x2 is son J quantify the relative priority (or importance)
greater that the extent to which x3 dominates x4, that the elements of X have for her, in terms of }?
then the vector of priorities w should be such that, The EM used in AHP to derive priorities for the
not only w(x1) > w(x2) and w(x3) > w(x4) (preserva- elements of X requires that a number – denoted wij –
tion of order of preference) but also that w(x1)/ be assigned to each pair of elements (xi, xj) repre-
w(x2) > w(x3)/w(x4) (preservation of order of inten- senting, in the opinion of J, the ratio of the priority
sity of preference). of the dominant element (xi) relative to the priority
For instance, if x1 strongly dominates x2 and x3 of the dominated element (xj) (Saaty, 1997). J is
moderately dominates x4, it is from our view funda- invited to compare the elements pairwise and can
mental that, whenever possible, the vector of prior- express her judgements in two different ways:
ities w be such that w(x1)/w(x2) > w(x3)/w(x4);
indeed, these judgements indicate that the intensity • either numerically, by giving a real number
of preference of x1 over x2 is higher than the inten- between 1 (inclusive) and 10 (exclusive) (Saaty,
sity of preference of x3 over x4. 1989) – for example, if xi is a Chevrolet and xj
We will prove with simple examples that the a Lada and if J judges the Chevrolet to be six
AHP priority vector does not necessarily satisfy times more comfortable than the Lada, than
the COP, even though it is possible to respect this wij = 6;
condition. In such cases, alternative priority values • or verbally, by choosing one of the following
that satisfy COP can easily be found by a mathe- expressions: equal importance, moderate domi-
matical program including COP constrains. The nance, strong dominance, very strong domi-
particular program that we used is not important nance, extreme dominance, or an intermediate
in the scope of this paper, since our intention is judgement between two consecutive expressions;
not at all to suggest an alternative procedure to each verbal pairwise comparison elicited is then
AHP. automatically converted into a number wij as
Note that a numerical scale that satisfies the COP exhibited in Table 1 – for example, if xi is a Peu-
does not always exist. In our constructive perspec- geot and xj an Opel and if J judges the Peugeot to
tive, it is essential to detect these situations and dis- be moderately more comfortable than the Opel,
then wij = 3.
2
In this paper, ‘‘dominance’’ is used in the sense of ‘‘strict During the elicitation process, a positive recipro-
preference’’. cal matrix, in which each element x1, x2, . . . , xn of X
1424 C.A. Bana e Costa, J.-C. Vansnick / European Journal of Operational Research 187 (2008) 1422–1428
Consequently, given the judgements of J, the pri- The corresponding positive reciprocal matrix is
orities obtained through the EM are
0 1
wðx1 Þ ¼ 0:426; 1 2:5 4 9:5
wðx2 Þ ¼ 0:281; B 1=2:5 1 3 6:5 C
B C
B C
wðx3 Þ ¼ 0:165; @ 1=4 1=3 1 5 A
wðx4 Þ ¼ 0:101; 1=9:5 1=6:5 1=5 1
wðx5 Þ ¼ 0:027: for which the normalised eigenvector corresponding
Then, in particular, w(x1)/w(x4) 4.218 and to its maximal eigenvalue is
0 1
w(x4)/w(x5) 3.741, that is, w(x1)/w(x4) > w(x4)/ 0:533
w(x5). Given that J judged that x4 very strongly B 0:287 C
B C
dominates x5 and x1 strongly dominates x4, the pri- B C:
@ 0:139 A
ority vector given by the EM violates the COP. Yet,
for example, the scale w* 0:041
Table 2
Example 1 – values of the ratios w*(xi)/w*(xj)
Possible verbal judgements (xi, xj) pair(s) and respective w*(xi)/w*(xj) ratios
Equal to moderate (x1, x2): 1.40 (x2, x3): 1.41 (x3, x4): 1.56
Moderate (x1, x3): 1.97
Moderate to strong (x2, x4): 2.20
Strong (x1, x4): 3.08
Strong to very strong ;
Very strong (x4, x5): 6.25
Very strong to extreme (x3, x5): 9.75
Extreme (x2, x5): 13.75 (x1, x5): 19.25
1426 C.A. Bana e Costa, J.-C. Vansnick / European Journal of Operational Research 187 (2008) 1422–1428
Table 3 Saaty (1977, pp. 254–256) and Saaty (1980, pp. 40–
Example 2 – values of wij and w(xi)/w(xj) 41) to empirically validate the EM. We refer to the
wij w(xi)/w(xj) example of pairwise comparisons of the GNP of
{x1, x4} 9.5 13 several countries, in which, for a given matrix of
{x2, x4} 6.5 7 verbal judgements, the priorities given by the AHP
{x3, x4} 5 3.39 are remarkably close to the normalised GNP values.
{x1, x3} 4 3.83
{x2, x3} 3 2.06
The countries are (Saaty’s notation) ‘‘US, USSR,
{x1, x2} 2.5 1.86 China, France, UK, Japan and W. Germany’’ and
the matrix of judgements presented is
0 1
US USSR China France UK Japan W: Germany
Consequently, given the judgements of J, the pri- US B 1 4 9 6 6 5 5 C
B C
orities obtained through the EM are B C
USSR B 1=4 1 7 5 5 3 4 C
B C
China B 1=9 1=7 1 1=5 1=5 1=7 1=5 C
wðx1 Þ ¼ 0:533; B C
B C
France B 1=6 1=5 5 1 1 1=3 1=3 C
B C
wðx2 Þ ¼ 0:287; UK B 1=6 1=5
B 5 1 1 1=3 1=3 C
C
B C
wðx3 Þ ¼ 0:139; Japan @ 1=5 1=3 7 3 3 1 2 A
W: Germany 1=5 1=4 5 3 3 1=2 1
wðx4 Þ ¼ 0:041:
For all i, j 2 {1, 2, 3, 4} such that i < j, Table 3 pre- The corresponding priorities are
sents the numerical value wij given by J when she wðUSÞ ¼ 0:427;
judged how many times xi dominates xj, together wðUSSRÞ ¼ 0:230;
with the respective value of the ratio w(xi)/w(xj).
It is not surprising that the values of w(xi)/w(xj) wðChinaÞ ¼ 0:021;
are not the same as the numerical judgements wij wðFranceÞ ¼ 0:052;
(because the latter are not cardinally consistent) but wðUKÞ ¼ 0:052;
it is surprising to verify that their order is not wðJapanÞ ¼ 0:123;
preserved by the ratios. Indeed, w34 > w13 but w(x3)/
w(x4) < w(x1)/w(x3). This proves that, again, the wðW: GermanyÞ ¼ 0:094:
priority vector given by the EM violates the COP. These are the priorities appearing in Saaty
Yet, for example, the scale w*: (1980), which are a little different from those in
w ðx1 Þ ¼ 0:48; Saaty (1977): 0.429, 0.231, 0.021, 0.053, 0.053,
0.119, and 0.095, respectively. Nevertheless, in both
w ðx2 Þ ¼ 0:32;
of these priority vectors the same five violations of
w ðx3 Þ ¼ 0:16; the COP can be observed. We will analyse two of
w ðx4 Þ ¼ 0:04; these hereafter.
respects the COP. Indeed,
(1) According to the matrix of judgements, US
w ðx1 Þ w ðx2 Þ w ðx3 Þ w ðx1 Þ dominates USSR (4 times) more than Japan
¼ 12 > ¼8> ¼4>
w ðx4 Þ w ðx4 Þ w ðx4 Þ w ðx3 Þ dominates France (3 times). But, w(US)/
w ðx2 Þ w ðx1 Þ w(USSR) 1.857 and w(Japan)/w(France)
¼3>
¼2> ¼ 1:5: 2.365, that is, w(US)/w(USSR) < w(Japan)/
w ðx3 Þ w ðx2 Þ
w(France).
Moreover, the value of the consistency ratio for (2) According to the matrix of judgements, Japan
the judgements in Example 2 is 0.05, significantly dominates China (7 times) more than US
smaller than the 0.10 threshold; therefore in AHP’s dominates UK (6 times). But, w(Japan)/
perspective the judgements need not be revised. w(China) 5.857 and w(US)/w(UK) 8.212,
that is, w(Japan)/w(China) < w(US)/w(UK).
4. Analysis of one of Saaty’s examples
In spite of this, it is possible to avoid all of the
violations of the COP, as for example with the
Example 3. In this section, we analyse the violation following priority vector of priorities w* (see Table
of the COP in one of the examples presented in 4):
C.A. Bana e Costa, J.-C. Vansnick / European Journal of Operational Research 187 (2008) 1422–1428 1427
derived from it can violate a condition of order pres- Holder, R.D., 1990. Some comments on the analytic hierarchy
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1073–1076.
decision aiding – an activity in which it is essential Saaty, T.L., 1977. A scaling method for priorities in hierarchical
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