一种基于置换率的多人有关联两层多目标决策方法

A Method Based on Trade-Off Rate for Two-Level Multiobjective Decision Making with Several Decision Makers Interconnected

本文首先建立了基于Stackelberg主从策略的多人有关联的两层多目标决策问题的数字模型,利用目标的参考值和Kuhn-Tucker条件把两层多目标规划问题转化为非凸约束全局优化问题,并采用收敛外部逼近法求解此非凸约束全局优化问题的全局最优解,然后利用所求得的置换率进行分析人与决策人之间的交互,最终获得两层决策问题的满意解。

In this paper, we first set up a mathematical model of two-level multiobjective decision making proble with several decision makers interconnected based on Stackelberg leader-follower game. With the help of reference values of objective and Kuhn-Tucker conditon, we change the two-level multiobjective programming problem into a singular-level, singular objective, nonconvex constraint global optimization problem to which the convergent outer approximation method gives the global optimal solution afterwards. And then, the analyst and the decision makers interact in virtue of the resulting trade-off rate to achieve the preferred solution to the two-level decision making problem.