Multiple Criteria Decision Making using Generalized Data Envelopment Analysis

Y.B. Yun1, H. Nakayama2, M. Arakawa1, H. Ishikawa1

1 Faculty of Engineering, Kagawa University, Japan 1 2 Faculty of Science & Engineering, Konan University, Japan 2

E-mail:{yun,arakawa,ishikawa}@eng.kagawa-u.ac.jp, nakayama@konan-u.ac.jp E-mail:{yun,arakawa,ishikawa}@eng.kagawa-u.ac.jp, nakayama@konan-u.ac.jp

CSM'2001:15th JISR-IIASA Workshop, August 27-29, 2001

Purpose of This Research

to suggest the method for supporting decision makers in multiple criteria decision making (MCDM) to show an effectiveness of the proposed method through a numerical example
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Contents
Background The Proposed method Numerical example Conclusion
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Multiple Criteria Decision Making

min f ( x) = ( f1 ( x ),L ,f m ( x) )
x T

s.t. x X = { x R k|g j ( x) 0, j = 1,L ,l} x : design variable, f : criteria function

Pareto optimal solutions

Interactive optimization methods

ex) preferential optimization satisisficing quasi-satisficing

Final solution of decision making

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MCDM by Interactive Optimization

solving an auxiliary optimization problem to obtain Pareto optimal solutions closest to the given aspiration level revising aspiration levels by making trade-off analysis
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Multi-Objective Optimization Requiring Analysis

In engineering design problems, f cannot be given explicitly f(x) is obtained by some analyses such as structural, thermodynamic and fluid mechanical analysis These analyses take expensive computation time It takes too much time to obtain a Pareto optimal solution closest to the aspiration level Practically, interactive optimization methods are useless
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Optimization by Genetic Algorithms

objective function = 2 or 3, GA is effective for figuring efficient frontiers
trade-off analysis based on visualized efficient

objective function 4, it is difficult to figure Pareto optimal solutions

decide a final decision making solution

To suggest an

aspiration level approach to GDEA

for supporting a decision making
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Main Process of the Method

Step 1 Generation of Pareto Optimal
Initialization Crossover Mutation Fitness by GDEAAL Selection

Step 2

Step 3
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Fitness Function
(GDEAAL)

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Geometric Interpretation
f2
f (X )

y1

f : aspiration level
y2

f* : ideal point

f1
10

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Simple Example

( min f1 ( x ), f 2 ( x ) ) = ( x1 , x 2 )
x

s.t. x1 3 x1 x 2 0
3

x1 1, x 2 2

Fig. 1. Population at the 30 generation

Fig. 2. Pareto optimal values obtained until 30 generation

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Main Process of the Method

Step 1 Generation of Pareto Optimal
Initialization Crossover Mutation Fitness by GDEAAL Selection

Step 2 Selection of Alternatives

For x j being of the set Pareto otpimal solutions generated in Step 1, fi ( x j ) f i )0 )0 (1) A0 = f ( x ), where x = arg min max * x j i =1,L , p f i fi ) ) ( 2 ) Ai = f ( x i ), where x i = arg min f i ( x j ) f i , i = 1, L , p
xj

Step 3
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Alternatives
f2
f (X )

A2 A0

f : aspiration level
A1

f* : ideal point

f1
13

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Main Process of the Method

Step 1 Generation of Pareto Optimal
Initialization Crossover Mutation Fitness by GDEAAL Selection

Step 2 Selection of Alternatives

For x j being of the set Pareto otpimal solutions generated in Step 1, fi ( x j ) f i )0 )0 (1) A0 = f ( x ), where x = arg min max * x j i =1,L , p f i fi ) ) ( 2 ) Ai = f ( x i ), where x i = arg min f i ( x j ) f i , i = 1, L , p
xj

Step 3 Trade-off Analysis

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Robust Design Problem

This problem is cited from 1) K.M. Ragsdell and D.T. Phillips, 1976. or 2) S.S. Rao, Engineering Optimization, 1996

h+hR

P (26689N) t

l+lR

L (=0.3556m) Fig. Cantilever Beam b

* Design Variables
hdepth of the weldllength of the weldtheight of the beam bthicknessof the beam h R error of the weld's depth l R error of the weld's length

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Formulation
This is reformulated on the basis of Arakawa et als, 1998

Objective functions :
68216.1h 2 l + 2970.8tb( L + l ) min 136432.2hlh R + (68216.1h 2 + 2970.8tb)l R min 2970.8tbLR min h R max l R max
where, = + l + 2 , = R

Constraints :
: g1 shearing stress= a : gstress= a 2 : gdeviation= a 3 : gbuckling load= P Pc 4 g 5 := h R + h < b
P 2hl , = MR J

g 6 := h R h g 7 := l R l

l 2 (h + b) 2 l 2 + (h + b) 2 M = P(L + l/ 2 ), R = , J = 2hl + 6 4 4 3 3 6 PL 6 PL3 4.013 EI 1 t EI , I = tb , = Gtb = 2 , = 3 , Pc = 2L 12 3 t b Et b L2 P = 26689.3 (N), L = 0.3542 (m), E = 206.843 (GPa), G = 82.7371 (GPa), LR = 0.01 L (m)

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Assumptions
Until 30 generation Ideal Point f * = (2.08836, 0.3688, 0.01381, 0.00205, 0.07535) Aspiration Level f = (2.2350, 0.450, 0.0150, 0.001, 0.006)

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Alternatives to Aspiration Level

A0 0 -0.2 -0.4 -0.6 -0.8 -1
f f 1 f2 f 2 f3 f 3 f 4 f4 f 5 f5 * ( f1' , f2' , f3' , f4' , f5' , ) := 1 f f* , f f* , f f* , f* f , f* f 1 2 3 4 5 2 3 4 5 1

A1

A2

A3

A4

A5

f1' f2' f3' f4' f5'

Suppose improving f2 at A0
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Trade-off Analysis
A0 A1 0
A2

f4 0.2 f5 0.25

-0.2 -0.4 -0.6 -0.8 -1

f1' f2' f3' f4' f5'

f f 1 f2 f 2 f3 f 3 f 4 f4 f 5 f5 * ( f1' , f2' , f3' , f4' , f5' , ) := 1 f f* , f f* , f f* , f* f , f* f 1 2 3 4 5 2 3 4 5 1

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Improvement of Alternatives
A0
0 -0.2 f1' -0.4 -0.6 -0.8 -1
f f 1 f2 f 2 f3 f 3 f 4 f4 f 5 f5 * ( f1' , f2' , f3' , f4' , f5' , ) := 1 f f* , f f* , f f* , f* f , f* f 1 2 3 4 5 2 3 4 5 1

f2' f3' f4' f5'

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Conclusions
Through this study, the following results are obtained: By the proposed method, it is possible to 1. 2. 3. helpful for supporting decision making make trade-off analysis applicable to wide optimization problems

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