A note on using centroid weights in additive Multi-Criteria Decision Analysis

Pierre L. Kunsch, Alessio Ishizaka

Research output: Contribution to journalArticlepeer-review

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Abstract

In this short communication, the authors challenge the comparison experiments made by several authors regarding the performances of surrogate weights frequently used in additive multicriteria decision analysis. Statistical tests compare the rankings obtained, either with random ‘true weights’ from a given weight simplex, or with the considered surrogate techniques. It is shown that the performance ranking of the surrogate techniques entirely depends on the way the weight simplex is defined. As an example, the rank-order-centroid weights, often found in this way to be the most performant ones, are only first-ranked when a point-allocation elicitation approach is adopted.
Original languageEnglish
Pages (from-to)391-393
JournalEuropean Journal of Operational Research
Volume277
Issue number1
Early online date15 Feb 2019
DOIs
Publication statusPublished - 16 Aug 2019

Keywords

  • Decision processes
  • Surrogate weights
  • Simplex Centroid
  • Comparison of performances

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