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Nonlinear programming applied to the reduction of inconsistency in the AHP method

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  • Valdecy Pereira
  • Helder Costa

Abstract

Analytic Hierarchy Process is one of the most known multicriteria decision aid methods. Nevertheless, as it relies on decision makers (DM) pairwise comparisons, a problem may occur if some comparisons are not well done. This issue, known as inconsistency, appears when an inconsistency threshold is violated. One way to deal with inconsistency is to redo all judgments, as many times as needed, in order to reach acceptable levels. This work proposes a nonlinear programming model that reduces inconsistency to zero or near zero, without needing to redo all judgments. The reduction is achieved by adjusting the original judgments in a minimum way, keeping the DM’s decisions within a tolerable range. Only discrete values are generated, so the solution respects the limits of the Saaty scale (1–9). To illustrate the efficiency of the nonlinear model, a comparison between the proposed model and other models taken from recent literature was made. The results show that the proposed model performed better, since the original judgments were changed in a minimum way, also the inconsistency was completely removed. Alternatively, if some inconsistency is allowed more original judgments can be preserved. Copyright Springer Science+Business Media New York 2015

Suggested Citation

  • Valdecy Pereira & Helder Costa, 2015. "Nonlinear programming applied to the reduction of inconsistency in the AHP method," Annals of Operations Research, Springer, vol. 229(1), pages 635-655, June.
  • Handle: RePEc:spr:annopr:v:229:y:2015:i:1:p:635-655:10.1007/s10479-014-1750-z
    DOI: 10.1007/s10479-014-1750-z
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    References listed on IDEAS

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    1. Mehdi Ghazanfari & Majid Nojavan, 2004. "Educing Inconsistency In Fuzzy Ahp By Mathematical Programming Models," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 21(03), pages 379-391.
    2. Ergu, Daji & Kou, Gang & Peng, Yi & Shi, Yong, 2011. "A simple method to improve the consistency ratio of the pair-wise comparison matrix in ANP," European Journal of Operational Research, Elsevier, vol. 213(1), pages 246-259, August.
    3. Han-Lin Li & Li-Ching Ma, 2008. "Ranking Decision Alternatives By Integrated Dea, Ahp And Gower Plot Techniques," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., vol. 7(02), pages 241-258.
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    5. Saaty, Thomas L., 2003. "Decision-making with the AHP: Why is the principal eigenvector necessary," European Journal of Operational Research, Elsevier, vol. 145(1), pages 85-91, February.
    6. Aguaron, Juan & Escobar, Maria Teresa & Moreno-Jimenez, Jose Maria, 2003. "Consistency stability intervals for a judgement in AHP decision support systems," European Journal of Operational Research, Elsevier, vol. 145(2), pages 382-393, March.
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    Cited by:

    1. Wu, Zhibin & Huang, Shuai & Xu, Jiuping, 2019. "Multi-stage optimization models for individual consistency and group consensus with preference relations," European Journal of Operational Research, Elsevier, vol. 275(1), pages 182-194.
    2. Paul Thaddeus Kazibudzki, 2016. "An examination of performance relations among selected consistency measures for simulated pairwise judgments," Annals of Operations Research, Springer, vol. 244(2), pages 525-544, September.
    3. Ping Heidi Huang & Tzuong-tsieng Moh, 2017. "A non-linear non-weight method for multi-criteria decision making," Annals of Operations Research, Springer, vol. 248(1), pages 239-251, January.
    4. Jean-Pierre Magnot & Jiří Mazurek & Viera Cernanova, 2021. "A gradient method for inconsistency reduction of pairwise comparisons matrices," Working Papers hal-03313878, HAL.
    5. Kun Chen & Gang Kou & J. Michael Tarn & Yan Song, 2015. "Bridging the gap between missing and inconsistent values in eliciting preference from pairwise comparison matrices," Annals of Operations Research, Springer, vol. 235(1), pages 155-175, December.
    6. Liang, Fuqi & Brunelli, Matteo & Rezaei, Jafar, 2020. "Consistency issues in the best worst method: Measurements and thresholds," Omega, Elsevier, vol. 96(C).
    7. Zorica Dodevska & Sandro Radovanović & Andrija Petrović & Boris Delibašić, 2023. "When Fairness Meets Consistency in AHP Pairwise Comparisons," Mathematics, MDPI, vol. 11(3), pages 1-18, January.
    8. Idil Yavuz & Orrin Cooper, 2017. "A dynamic clustering method to improve the coherency of an ANP Supermatrix," Annals of Operations Research, Springer, vol. 254(1), pages 507-531, July.
    9. Antonella Basso & Stefania Funari, 2020. "A three-system approach that integrates DEA, BSC, and AHP for museum evaluation," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 43(2), pages 413-441, December.
    10. Mustafa Kemal Yilmaz & Ali Osman Kusakci & Ekrem Tatoglu & Orkun Icten & Feyzullah Yetgin, 2019. "Performance Evaluation of Real Estate Investment Trusts using a Hybridized Interval Type-2 Fuzzy AHP-DEA Approach: The Case of Borsa Istanbul," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., vol. 18(06), pages 1785-1820, November.
    11. Pietro Amenta & Alessio Ishizaka & Antonio Lucadamo & Gabriella Marcarelli & Vijay Vyas, 2020. "Computing a common preference vector in a complex multi-actor and multi-group decision system in Analytic Hierarchy Process context," Annals of Operations Research, Springer, vol. 284(1), pages 33-62, January.
    12. Matteo Brunelli, 2017. "Studying a set of properties of inconsistency indices for pairwise comparisons," Annals of Operations Research, Springer, vol. 248(1), pages 143-161, January.

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