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Monotone decomposition of 2-additive Generalized Additive Independence models

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  • Michel Grabisch

    (CES - Centre d'économie de la Sorbonne - UP1 - Université Paris 1 Panthéon-Sorbonne - CNRS - Centre National de la Recherche Scientifique, PSE - Paris School of Economics - UP1 - Université Paris 1 Panthéon-Sorbonne - ENS-PSL - École normale supérieure - Paris - PSL - Université Paris Sciences et Lettres - EHESS - École des hautes études en sciences sociales - ENPC - École des Ponts ParisTech - CNRS - Centre National de la Recherche Scientifique - INRAE - Institut National de Recherche pour l’Agriculture, l’Alimentation et l’Environnement)

  • Christophe Labreuche

    (Laboratoire Albert Fert (ex-UMPhy Unité mixte de physique CNRS/Thales) - THALES [France] - Université Paris-Saclay - CNRS - Centre National de la Recherche Scientifique)

Abstract

The GAI (Generalized Additive Independence) model proposed by Fishburn is a generalization of the additive value function model, which need not satisfy preferential independence. Its great generality makes however its application and study difficult. We consider a significant subclass of GAI models, namely the discrete 2-additive GAI models, and provide for this class a decomposition into nonneg-ative monotone terms. This decomposition allows a reduction from exponential to quadratic complexity in any optimization problem involving discrete 2-additive models, making them usable in practice.

Suggested Citation

  • Michel Grabisch & Christophe Labreuche, 2018. "Monotone decomposition of 2-additive Generalized Additive Independence models," PSE-Ecole d'économie de Paris (Postprint) hal-02043268, HAL.
    • Handle: RePEc:hal:pseptp:hal-02043268
    DOI: 10.1016/j.mathsocsci.2017.09.007
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    References listed on IDEAS

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    1. Greco, Salvatore & Mousseau, Vincent & Słowiński, Roman, 2014. "Robust ordinal regression for value functions handling interacting criteria," European Journal of Operational Research, Elsevier, vol. 239(3), pages 711-730.
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    3. Michel Grabisch & Christophe Labreuche, 2010. "A decade of application of the Choquet and Sugeno integrals in multi-criteria decision aid," Annals of Operations Research, Springer, vol. 175(1), pages 247-286, March.
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    1. Labreuche, Christophe & Grabisch, Michel, 2018. "Using multiple reference levels in Multi-Criteria Decision aid: The Generalized-Additive Independence model and the Choquet integral approaches," European Journal of Operational Research, Elsevier, vol. 267(2), pages 598-611.
    2. GRABISCH, Michel & LABREUCHE, Christophe & RIDAOUI, Mustapha, 2019. "On importance indices in multicriteria decision making," European Journal of Operational Research, Elsevier, vol. 277(1), pages 269-283.
    3. Michel Grabisch & Christophe Labreuche & Mustapha Ridaoui, 2022. "Well-formed decompositions of generalized additive independence models," Annals of Operations Research, Springer, vol. 312(2), pages 827-852, May.

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