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Mathematical programming and the sensitivity of multi-criteria decisions

  • Section II Algorithms For Parallel Computers
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Abstract

We report on the current state of a project whose aim is to implement a framework for sensitivity analysis in Multi-Criteria Decision Making (MCDM). The framework is largely based on mathematical programming. Due to the potentially large number and nature of the mathematical programmes, it is far from trivial to provide solutions to all of them in acceptable computing times. The challenge is even greater when we recognize that much decision analysis is performed in the context of decision conferences where any sensitivity analysis needs to be conducted in near real time (preferably) on a PC. We present a parallel processing approach to this challenge and point to some of the difficulties still to be resolved. Preliminary results obtained on a network of transputers are discussed.

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Authors and Affiliations

  1. Division of Operational Research and Information Systems, School of Computer Studies, University of Leeds, LS2 9JT, Leeds, UK

    L. G. Proll & A. Salhi

  2. Dipartimento de Inteligencia Artificial, Universidad Politecnica de Madrid, Madrid, Spain

    D. Rios Insua

Authors
  1. L. G. Proll
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  2. D. Rios Insua
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  3. A. Salhi
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Proll, L.G., Rios Insua, D. & Salhi, A. Mathematical programming and the sensitivity of multi-criteria decisions. Ann Oper Res 43, 109–122 (1993). https://doi.org/10.1007/BF02024488

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  • DOI: https://doi.org/10.1007/BF02024488

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