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Solution of the least squares method problem of pairwise comparison matrices

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  • Sándor Bozóki

Abstract

The aim of the paper is to present a new global optimization method for determining all the optima of the Least Squares Method (LSM) problem of pairwise comparison matrices. Such matrices are used, e.g., in the Analytic Hierarchy Process (AHP). Unlike some other distance minimizing methods, LSM is usually hard to solve because of the corresponding nonlinear and non-convex objective function. It is found that the optimization problem can be reduced to solve a system of polynomial equations. Homotopy method is applied which is an efficient technique for solving nonlinear systems. The paper ends by two numerical example having multiple global and local minima. Copyright Springer-Verlag 2008

Suggested Citation

  • Sándor Bozóki, 2008. "Solution of the least squares method problem of pairwise comparison matrices," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 16(4), pages 345-358, December.
    • Handle: RePEc:spr:cejnor:v:16:y:2008:i:4:p:345-358
    DOI: 10.1007/s10100-008-0063-1
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    References listed on IDEAS

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    1. Golany, B. & Kress, M., 1993. "A multicriteria evaluation of methods for obtaining weights from ratio-scale matrices," European Journal of Operational Research, Elsevier, vol. 69(2), pages 210-220, September.
    2. Gass, S. I. & Rapcsak, T., 2004. "Singular value decomposition in AHP," European Journal of Operational Research, Elsevier, vol. 154(3), pages 573-584, May.
    3. Cook, Wade D. & Kress, Moshe, 1988. "Deriving weights from pairwise comparison ratio matrices: An axiomatic approach," European Journal of Operational Research, Elsevier, vol. 37(3), pages 355-362, December.
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