Exact Approaches for Parameter Elicitation in Lexicographic Ordering

摘要

In this paper, we study the use of exact approaches based on constraint programming and mixed integer programming, to tackle the parameter elicitation problem in the lexicographic ordering approach (LO). Like all multicriteria optimization methods, the LO method has the criteria order parameter that should be fixed carefully. Indeed, the criteria usually conflict with each other, and thus, finding an appropriate order between the criteria is challenging. This is why we propose elicitation methods in order to assist the Decision Maker (DM) in fixing this parameter. These methods require some prior knowledge, that the DM can give easily. We present some numerical experiments, showing the effectiveness of our approaches.