IDEAS home Printed from
   My bibliography  Save this article

Solving the Discrete Multiple Criteria Problem using Convex Cones


  • Pekka Korhonen

    (Helsinki School of Economics and Business Administration, Runeberginkatu 14-16, 00100 Helsinki, Finland)

  • Jyrki Wallenius

    (Department of Economics and Management, University of Jyvaskyla, Jyvaskyla, Finland)

  • Stanley Zionts

    (School of Management, State University of New York, Buffalo, New York 14214)


An interactive method employing pairwise comparisons of attainable solutions is developed for solving the discrete, deterministic multiple criteria problem assuming a single decision maker who has an implicit quasi-concave increasing utility (or value) function. The method chooses an arbitrary set of positive multipliers to generate a proxy composite linear objective function which is then maximized over the set of solutions. The maximizing solution is compared with several solutions using pairwise judgments asked of the decision maker. Responses are used to eliminate alternatives using convex cones based on expressed preferences, and then a new set of weights is found that satisfies the indicated preferences. The requisite theory and proofs as well as a detailed numerical example are included. In addition, the results of some computational experiments to test the effectiveness of the method are described.

Suggested Citation

  • Pekka Korhonen & Jyrki Wallenius & Stanley Zionts, 1984. "Solving the Discrete Multiple Criteria Problem using Convex Cones," Management Science, INFORMS, vol. 30(11), pages 1336-1345, November.
  • Handle: RePEc:inm:ormnsc:v:30:y:1984:i:11:p:1336-1345

    Download full text from publisher

    File URL:
    Download Restriction: no

    References listed on IDEAS

    1. Ian I. Mitroff, 1972. "The Myth of Objectivity OR Why Science Needs a New Psychology of Science," Management Science, INFORMS, vol. 18(10), pages 613-618, June.
    Full references (including those not matched with items on IDEAS)


    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:inm:ormnsc:v:30:y:1984:i:11:p:1336-1345. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Mirko Janc). General contact details of provider: .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.