ISSN 1064-5624, Doklady Mathematics, 2011, Vol. 83, No. 3, pp. 418–420. © Pleiades Publishing, Ltd., 2011.
Original Russian Text © V.D. Noghin, O.V. Baskov, 2011, published in Doklady Akademii Nauk, 2011, Vol. 438, No. 4, pp. 456–459.
418
Many applied problems in economics and engi-
neering can be formulated as a multicriteria choice
problem with several numerical functions. A specific
feature of multicriteria problems is that, starting a
choice procedure, the decision maker (DM) cannot,
as a rule, precisely express his or her interests and pref-
erences, which underlie the choice made. Thus,
beginning the search for a set (in a special case, a sin-
gleton) of “best” elements, the DM does not have the
exact definition of this concept. Frequently, these best
elements are detected in the course of decision making
based on available information about the DM’s prefer-
ences.
Numerous procedures and methods have been pro-
posed for solving multicriteria problems depending on
the type and character of information on the DM’s
preferences [1, 2]. Frequently, these are heuristic pro-
cedures that yield substantially different best solutions.
According to the overwhelming majority of research-
ers, best solutions have to be sought in the set of Pareto
optimal (effective, tradeoff) alternatives. This circum-
stance is expressed in the Edgeworth–Pareto princi-
ple, which has relatively recently been axiomatically
substantiated [3]. Thus, the problem of choosing a set
of best alternatives can be reformulated as the problem
of Pareto set reduction.
Consider the model of multicriteria choice [3],
which contains a set X of initial alternatives, a vector
criterion y = f(x) = (f
1
(x), f
2
(x), …, f
m
(x)), and an
asymmetric binary preference relation
X
defined
on X. Let Y = f(X), and let
Y
be a binary relation on the
set Y induced by the relation
X
as follows: x
1
X
x
2
⇔
f(x
1
)
Y
f (x
2
) for all x
1
∈ , x
2
∈ ; , ∈ ,
where is the collection of equivalence classes gener-
ated by the equivalence relation x
1
~ x
2
⇔ f (x
1
) = f (x
2
)
x
˜
1
x
˜
2
x
˜
1
x
˜
2
X
˜
X
˜
on X. The sets of chosen (best) alternatives and vectors
are denoted by C(X) and C(Y) = f (C(X)), respectively.
These are the sets to be determined in the course of
making a choice. The set of Pareto optimal alternatives
with respect to the vector criterion f on X is denoted
by P
f
(X).
The Pareto set P
f
(X) can be reduced (i.e., certain
Pareto-optimal elements can be eliminated) if we have
additional information on the DM’s preferences. The
most reliable and simple from a practical point of view
is information on the DM’s readiness to make a cer-
tain compromise. Frequently, this compromise means
that the DM agrees to lose according to insignificant
criteria while gaining according to significant criteria.
Taking into account information on the DM’s
preference relation, which the DM is usually initially
totally unaware of, underlies an axiomatic approach to
the reduction of the Pareto set. This approach has
been developed for almost three decades [3]. First, it
was established how one should use a single piece of
information (“information quantum”) in the form of
two collections of numbers, of which one indicates the
admissible upper limits of losses for the group of insig-
nificant criteria and the other shows the gain values for
the significant criteria that are larger than or equal to
those the DM would agree to receive when making the
compromise. Later, possibilities of using various col-
lections of such information (several information
quanta) for Pareto set reduction were studied.
In the geometric language, an information quan-
tum about the DM’s preference relation means [3]
that the relation u
Y
0 holds for some u ∈ N
m
, where
N
m
is a set of m-dimensional vectors with at least one
strictly positive and one strictly negative component.
The specification of a collection of information
quanta is equivalent to the fulfillment of the relations
u
i
Y
0, i = 1, 2, …, k.
In this paper, we propose two universal algorithms
(methods) based on taking into account an arbitrary
finite collection of information quanta for Pareto set
reduction. The first (geometric) algorithm was devel-
oped by the first author. It involves the solution of the
Pareto Set Reduction Based on an Arbitrary Finite Collection
of Numerical Information on the Preference Relation
V. D. Noghin and O. V. Baskov
Presented by Academician S.K. Korovin January 21, 2011
Received February 17, 2011
DOI: 10.1134/S1064562411030288
St. Petersburg State University, Universitetskii pr. 28,
Petrodvorets, St. Petersburg, 198504 Russia
e-mail: noghin@gmail.com
COMPUTER
SCIENCE