Preference elicitation for a ranking method based on multiple reference profiles

Abstract

Multiple criteria decision aid methodologies support decision makers (DM) facing decisions involving conflicting objectives. DM’s preferences should be captured to provide meaningful recommendations. Preference elicitation aims at incorporating DM’s preferences in decision models. We propose a new preference elicitation tool for a ranking model based on reference points (RMP—Ranking with Multiple Profiles). Our methodology infers an RMP model from a list of pairwise comparisons provided by the DM. The inference algorithm makes use of a Mixed Integer mathematical programming formulation. We prove the applicability by performing extensive numerical experiments on datasets whose size corresponds to real-world problem.