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Computers & Operations Research 29 (2002) 1969–2001<br />

www.elsevier.com/locate/dsw<br />

A<strong>GP</strong>-<strong>AHP</strong> <strong>method</strong> <strong>for</strong> <strong>solving</strong> <strong>group</strong> <strong>decision</strong>-<strong>making</strong> <strong>fuzzy</strong><br />

<strong>AHP</strong> problems<br />

Abstract<br />

Chian-Son Yu ∗<br />

Department of In<strong>for</strong>mation Management, Shih Chien University, Taipei 10497, Taiwan, ROC<br />

Received 1 September 2000; received in revised <strong>for</strong>m 1 May 2001<br />

The analytic hierarchy process (<strong>AHP</strong>) elicits a corresponding priority vector interpreting the preferred<br />

in<strong>for</strong>mation from the <strong>decision</strong>-maker(s), based on the pairwise comparison values of a set of objects.<br />

Since pairwise comparison values are the judgments obtained from an appropriate semantic scale, in<br />

practice the <strong>decision</strong>-maker(s) usually give some or all pair-to-pair comparison values with an uncertainty<br />

degree rather than precise ratings. By employing the property of goal programming (<strong>GP</strong>) to treat a<br />

<strong>fuzzy</strong> <strong>AHP</strong> problem, this paper incorporates an absolute term linearization technique and a <strong>fuzzy</strong> rating<br />

expression into a <strong>GP</strong>-<strong>AHP</strong> model <strong>for</strong> <strong>solving</strong> <strong>group</strong> <strong>decision</strong>-<strong>making</strong> <strong>fuzzy</strong> <strong>AHP</strong> problems. In contrast to<br />

current <strong>fuzzy</strong> <strong>AHP</strong> <strong>method</strong>s, the <strong>GP</strong>-<strong>AHP</strong> <strong>method</strong> developed herein can concurrently tackle the pairwise<br />

comparison involving triangular, general concave and concave–convex mixed <strong>fuzzy</strong> estimates under a<br />

<strong>group</strong> <strong>decision</strong>-<strong>making</strong> environment.<br />

Scope and purpose<br />

Many real world <strong>decision</strong> problems involve multiple criteria in qualitative domains. As expected, such<br />

problems will be increasingly modeled as multiple criteria <strong>decision</strong>-<strong>making</strong> problems, which involve<br />

scoring on subjective=qualitative domains. This results in a class of signi cant problems <strong>for</strong> which an<br />

evaluation framework, which handles occurrences of seeming intransitivity and inconsistency will be<br />

required. Another interesting issue of <strong>group</strong> <strong>decision</strong>-<strong>making</strong> analysis is how to deal with disagreements<br />

between two or more di erent rankings within an alternative set. These phenomena are likely to appear<br />

in qualitative=subjective domains where the <strong>decision</strong>-<strong>making</strong> environment is ambiguous and vague.<br />

There<strong>for</strong>e, this study proposes a <strong>GP</strong>-<strong>AHP</strong> model that is su ciently robust to permit con ict and imprecision.<br />

Numerical examples demonstrate the e ectiveness and applicability of the proposed models in<br />

deriving the most promising priority vector from a <strong>fuzzy</strong> <strong>AHP</strong> problem within a <strong>group</strong> <strong>decision</strong>-<strong>making</strong><br />

environment. ? 2002 Elsevier Science Ltd. All rights reserved.<br />

Keywords: Group <strong>decision</strong>-<strong>making</strong>; Fuzzy <strong>AHP</strong>; Fuzzy numbers<br />

∗ Tel.: +886-2-25381111; fax: +886-2-25336293.<br />

E-mail address: csyu@mail.scc.edu.tw (C.-S. Yu).<br />

0305-0548/02/$ - see front matter ? 2002 Elsevier Science Ltd. All rights reserved.<br />

PII: S 0305-0548(01)00068-5


1970 C.-S. Yu / Computers & Operations Research 29 (2002) 1969–2001<br />

1. Introduction<br />

The analytic hierarchy process (<strong>AHP</strong>) pioneered in 1971 by Saaty [1] is a widespread<br />

<strong>decision</strong>-<strong>making</strong> analysis tool <strong>for</strong> modeling unstructured problems in areas such as political,<br />

economic, social, and management sciences. Based on the pair-by-pair comparison values <strong>for</strong><br />

a set of objects, <strong>AHP</strong> is applied to elicit a corresponding priority vector that represents preferences.<br />

Since pairwise comparison values are the judgments obtained using a suitable semantic<br />

scale, it is unrealistic to expect that the <strong>decision</strong>-maker(s) have either complete in<strong>for</strong>mation or<br />

a full understanding of all aspects of the problem [2–10]. Many researchers [9,11–13] have also<br />

noted that <strong>fuzzy</strong>ness and vagueness are characteristics of many <strong>decision</strong>-<strong>making</strong> problems. It has<br />

been inferred that good <strong>decision</strong>-<strong>making</strong> models and <strong>decision</strong>-makers must tolerate vagueness<br />

or ambiguity and be able to function in such situations.<br />

Since it is di cult to map qualitative preferences to point estimates, a degree of uncertainty<br />

will be associated with some or all pairwise comparison values in an <strong>AHP</strong> problem. The problem<br />

of generating such a priority vector in the uncertain pair-to-pair comparison environment is called<br />

the <strong>fuzzy</strong> <strong>AHP</strong> problem, as described below.<br />

Assume there is a set of objects {1; 2;:::;n}. The evaluator’s preference regarding these<br />

objects is represented numerically via a positive reciprocal matrix A = {ãij} with ãij =1=ãji,<br />

where ãij is a <strong>fuzzy</strong> number that is the numerical equivalent of the comparison between objects<br />

‘i’ and ‘j’. For the comparison of each pair of objects ‘i’ and ‘j’, the ultimate objective is to<br />

generate the most promising priority vector w =(w1;w2;:::;wn) such that the ratio wij = wi=wj<br />

is the best approximation to the evaluator’s speci ed ãij. There<strong>for</strong>e, a <strong>fuzzy</strong> <strong>AHP</strong> problem can<br />

be <strong>for</strong>mulated as follows:<br />

Problem 1.<br />

Minimize �<br />

�<br />

� �<br />

�<br />

�<br />

i<br />

j¿i<br />

wi<br />

− ãij<br />

wj<br />

�<br />

�<br />

�<br />

�<br />

Subject to wi; ãij¿0 (i; j) ∈ (I; J )={(i; j) | 1 6 i¡j6 n}; �<br />

wi =1;<br />

where ãij represents the <strong>fuzzy</strong> number to which object i is preferred over object j; n is the<br />

number of objects, the ratio wi=wj is the comparison between each pair of objects ‘i’ and ‘j’,<br />

and ãij =1=ãji from a <strong>fuzzy</strong> positive reciprocal matrix.<br />

2. Literature review<br />

A<strong>fuzzy</strong> <strong>AHP</strong> problem was rst presented in 1980 by Graan [14]. His <strong>method</strong> of extracting<br />

the priority vector from an <strong>AHP</strong> problem with <strong>fuzzy</strong> ratings falls into two levels. The<br />

rst level assigns <strong>fuzzy</strong> weights ˜i to each criteria Ci (i =1; 2;:::;m) while the second level<br />

assigns <strong>fuzzy</strong> weights ˜ ij (j =1; 2;:::;n) to the alternatives Aj under each criterion Ci sepa-<br />

rately. Then the nal <strong>fuzzy</strong> priority vector ˜W =(˜w1; ˜w2;:::; ˜wn) can be obtained by calculating<br />

;j=1; 2;:::;n.<br />

� m<br />

i=1 ˜i ˜ ij<br />

i


C.-S. Yu / Computers & Operations Research 29 (2002) 1969–2001 1971<br />

Laarhoven et al. [8] in 1983 proposed the following mathematical model using logarithmic<br />

least squares <strong>method</strong> (LLSM) to solve Problem 1:<br />

Minimize � ij �<br />

(ln wi − ln wj − ln aijk) 2<br />

i¡j k=1<br />

⎛<br />

Subject to ‘i ⎝<br />

mi<br />

ui<br />

⎛<br />

⎝<br />

⎛<br />

⎝<br />

n�<br />

j=1;j�=i<br />

n�<br />

j=1;j�=i<br />

n�<br />

j=1;j�=i<br />

ij<br />

ij<br />

ij<br />

⎞<br />

⎠ −<br />

⎞<br />

⎠ −<br />

⎞<br />

⎠ −<br />

n�<br />

j=1;j�=i<br />

n�<br />

j=1;j�=i<br />

n�<br />

j=1;j�=i<br />

ijuj =<br />

ijmj =<br />

ij‘j =<br />

n�<br />

ij �<br />

j=1;j�=i k=1<br />

n�<br />

ij �<br />

j=1;j�=i k=1<br />

n�<br />

ij �<br />

j=1;j�=i k=1<br />

‘ijk; i=1; 2;:::;n;<br />

mijk; i=1; 2;:::;n;<br />

uijk; i=1; 2;:::;n;<br />

where aijk (k =1; 2;:::; ij) are ij estimates <strong>for</strong> wi=wj ( ij can equal zero, if no comparisons<br />

are available; equal to or greater than one, in which case there are multiple comparisons) and<br />

‘ijk, mijk, and uijk are lower, modal, and upper values of ln ãijk = − ln ãjik, respectively. LLSM<br />

is applied to reduce the fractional <strong>for</strong>m wi=wj in Problem 1 into linear <strong>for</strong>m ln wi − ln wj. The<br />

quadratic <strong>for</strong>m (ln wi − ln wj − log aijk) 2 is employed to ensure the variance from |wi=wj − ãij|<br />

in Problem 1 ¿ 0.<br />

Boender et al. [2] in 1989 improved Laarhoven et al.’s model as follows:<br />

m� m� �<br />

Minimize<br />

{ln(wijk‘) − ln(ai‘)+ln(aju)} 2 + {ln(wijkm) − ln(aim)+ ln(ajm)} 2<br />

Subject to ln(ai‘)<br />

i=1 j=i+1 k∈Dij<br />

+ {ln(wijku) − ln(aiu)+ln(aj‘)} 2<br />

ln(aim)<br />

ln(aiu)<br />

m�<br />

j�=i<br />

m�<br />

j�=i<br />

m�<br />

ij −<br />

ij −<br />

ij −<br />

m�<br />

j�=i<br />

m�<br />

j�=i<br />

m�<br />

ij ln(aju)=<br />

ij ln(ajm)=<br />

ij ln(aj‘)=<br />

m� �<br />

ln(wijk‘); i=1; 2;:::;m;<br />

j�=i k∈Dij<br />

m� �<br />

ln(wijkm); i=1; 2;:::;m;<br />

j�=i k∈Dij<br />

m� �<br />

ln(wijku); i=1; 2;:::m;<br />

j�=i j�=i<br />

j�=i k∈Dij<br />

where wijk‘; wijkm; wijku are derived lower, modal, and upper priority vectors, respectively. Fuzzy<br />

ratings ãij are represented by ln(ai‘); ln(aim); ln(aiu); ln(aj‘), ln(ajm) and ln(aju).<br />

Over the last two decades, numerous <strong>method</strong>s [2–9,11,12,15–22] have been developed to<br />

generate the priority vector by comparing all pairs of criteria and <strong>decision</strong> alternatives under<br />

a <strong>fuzzy</strong> environment. Despite these e orts, conventional <strong>fuzzy</strong> <strong>AHP</strong> <strong>method</strong>s continue to use<br />

either repetitive extension principal procedures like -cut approaches to optimize the intersection<br />

among membership functions or tedious arithmetic calculations like geometric mean techniques


1972 C.-S. Yu / Computers & Operations Research 29 (2002) 1969–2001<br />

to deal with the operation among <strong>fuzzy</strong> values. The major shortcoming of conventional <strong>fuzzy</strong><br />

<strong>AHP</strong> <strong>method</strong>s is not the requirement of repeated extension principal processes or tedious arithmetic<br />

computations, but rather in ignoring the interactions among the <strong>fuzzy</strong> variables and the<br />

<strong>decision</strong>-makers. Furthermore, when conventional <strong>method</strong>s are employed, only triangular membership<br />

functions can be interpreted while more general concave, convex, or concave–convex<br />

mixed membership functions cannot be conveniently interpreted. Another disadvantage of the<br />

traditional <strong>fuzzy</strong> <strong>AHP</strong> <strong>method</strong> is the derived solution is a <strong>fuzzy</strong> priority vector where extra<br />

defuzzi cation calculation is required to produce a crisp solution.<br />

3. Problem <strong>for</strong>mulations<br />

Goal programming (<strong>GP</strong>) <strong>method</strong>s employed to derive the priority vector from the reciprocal<br />

matrix of pairwise comparison has been reported [23–28]. The primary merit of combining<br />

the <strong>GP</strong> and LLSM techniques to <strong>for</strong>mulating an <strong>AHP</strong> problem as a <strong>GP</strong>-<strong>AHP</strong> model is that<br />

this model can easily to treat an <strong>AHP</strong> problem with <strong>fuzzy</strong>, point, and interval ratings as well<br />

as some ratings without available in<strong>for</strong>mation simultaneously. Furthermore, in a deterministic<br />

<strong>AHP</strong> problem using <strong>GP</strong> <strong>for</strong> priority derivation cannot only ful ll the four axioms that Fichtner<br />

[26] proposed, but also ful lls another axiom called single outlier neutralization [23,24]. Hence,<br />

within <strong>fuzzy</strong> <strong>AHP</strong> problems, this study employs <strong>GP</strong> and LLSM properties to minimize the<br />

variance from vague pairwise comparisons. Accordingly, Problem 1 can be re<strong>for</strong>mulated as<br />

follows:<br />

Problem 2.<br />

Minimize � �<br />

| (log vi − log vj) − log ãij|<br />

i<br />

j¿i<br />

Subject to vi; ãij ¿ 0; (i; j) ∈ (I; J )={(i; j) | 1 6 i¡j6 n};<br />

where ãij represents <strong>fuzzy</strong> numbers, the un-normalized vector V =(v1;:::;vn) will be normalized<br />

to produce the vector W =(w1;:::;wn) with vi=vj = wi=wj, and �<br />

i wi =1.<br />

In many practical applications, an <strong>AHP</strong> problem frequently encounters not only imprecise<br />

ratings, but also a <strong>group</strong> evaluation [10,21,29–33] such as that from a committee or expert<br />

representatives. Hence, this study incorporates a new piecewise linear expression and an absolute<br />

term linearization means into a <strong>GP</strong>-<strong>AHP</strong> model to solve <strong>group</strong> <strong>decision</strong>-<strong>making</strong> <strong>fuzzy</strong> <strong>AHP</strong><br />

problems. Treating <strong>group</strong> <strong>decision</strong>-<strong>making</strong> <strong>fuzzy</strong> <strong>AHP</strong> problems with triangular membership<br />

functions, which are based on Corollary 1 (will be discussed in Section 4), Problem 2 can then<br />

be programmed as follows:<br />

Problem 3.<br />

Minimize<br />

n�<br />

n�<br />

i=1 j¿i e=1<br />

E�<br />

| (log vi − log vj) − log ae ij| (3.1)


Maximize<br />

C.-S. Yu / Computers & Operations Research 29 (2002) 1969–2001 1973<br />

n�<br />

n�<br />

E�<br />

i=1 j¿i e=1<br />

(log a e ij)<br />

Subject to log a e ij = { (log a e ij)+(s e ij;R − s e ij;L) log a e ij;2<br />

−(s e ij;R − s e ij;L)d e ij + s e ij;L log a e ij;1 }=se ij;R;<br />

log ae ij + log ae ij;2 + de ij ¿ 0; vi;de ij;ae ij ¿ 0;<br />

(i; j) ∈{(i; j) | 1 6 i¡j6 n};<br />

(3.2)<br />

where ae ij represents the eth <strong>decision</strong>-maker’s uncertainty assessment to which object i is<br />

preferred more than object j; n depicts the number of objects, E represents the number of<br />

<strong>decision</strong>-makers, <strong>fuzzy</strong> values log ae ij are conducted by (log aeij ), the term |log vi −log vj −log ae ij |<br />

in (3.1) is the sum of deviations where <strong>decision</strong>-makers would like to minimize, and the term<br />

(log ae ij ) in (3.2) is the sum of all membership functions’ grades where <strong>decision</strong>-makers want<br />

to maximize.<br />

To integrate (3.1) and (3.2), the following theorem is introduced.<br />

Theorem 1. Problem 3 is equivalent to the following problem:<br />

Problem 4.<br />

Minimize<br />

n�<br />

n�<br />

i=1 j¿i e=1<br />

E�<br />

| (log vi − log vj) − log ae ij |−<br />

n�<br />

n�<br />

E�<br />

i=1 j¿i e=1<br />

(log a e ij)<br />

Subject to log a e ij = { (log a e ij)+(s e ij;R − s e ij;L) log a e ij;2 − (se ij;R − s e ij;L)d e ij<br />

+ s e ij;Llog a e ij;1 }=se ij;R;<br />

log ae ij + log ae ij;2 + de ij ¿ 0;<br />

vi;de ij;ae ij ¿ 0; (i; j) ∈{(i; j) | 1 6 i¡j6 n};<br />

(3.3)<br />

where is a trade-o weight speci ed by =(n×E)=|M 1 −M 0 | <strong>for</strong> n×E membership functions.<br />

Proof. The lower ratio deviation within |log vi − log vj − log ae ij | in (3.1) implies that the higher<br />

promising priority vector vij = vi=vj will be generated. The higher grade of membership functions<br />

(log ae ij ) in (3.2) implies that the higher evaluators’ desirability will be derived. In <strong>solving</strong><br />

problems with multiple and non-commensurable goals a single solution capable of optimizing<br />

all the goals generally does not exit. Consequently, in certain sense the optimal solution in<br />

Problem 3 is a trade-o solution.<br />

The optimization of simultaneously considering both an objective function and a <strong>group</strong> of<br />

membership functions constitutes a trade-o problem. By assuming each (log aij) equals one<br />

and after <strong>solving</strong> Problem 3, the obtained solution is denoted by M 1 . In contrast, when each<br />

(log aij) equal zero, after Problem 3 is solved M 0 denotes the obtained solution. The technique<br />

<strong>for</strong> order preference by similarity to ideal solution (TOPSIS) initially developed by Yoon et al.


1974 C.-S. Yu / Computers & Operations Research 29 (2002) 1969–2001<br />

Fig. 1. Atriangle membership function.<br />

[34] and LINnear programming techniques <strong>for</strong> multidimensional analysis of preference (LIN-<br />

MAP) initially presented by Srinivasan et al. [34] are adopted here. Nevertheless, by computing<br />

=(n × E)=|M 1 − M 0 | <strong>for</strong> n × E membership functions, the trade-o weighting value, ,is<br />

determined. This proves the theorem.<br />

4. Treating <strong>fuzzy</strong> numbers<br />

To interpret <strong>fuzzy</strong> numbers, an obvious representation of a triangular membership function<br />

without symmetric restriction is rst introduced.<br />

Proposition 1. Fig. 1 depicts (log aij) as a triangle membership function of a <strong>fuzzy</strong> number<br />

log aij; where log aij;k (k =1; 2; 3) are the possible lowest; middle and highest values; respectively.<br />

Let<br />

sij;L = (log aij;2) − (log aij;1)<br />

log aij;2 − log aij;1<br />

represent the slope of the line segment between log aij;1 and log aij;2; and<br />

sij;R = (log aij;3) − (log aij;2)<br />

aij;3 − aij;2<br />

represent the slope of the line segment between log aij;2 and log aij;3. Hence (log aij) can then<br />

be represented as<br />

(log aij)=sij;L(log aij − log aij;1)+ sij;R − sij;L<br />

(|log aij − log aij;2| + log aij − log aij;2);<br />

2<br />

(4.1)<br />

where |o| is the absolute value of o.


C.-S. Yu / Computers & Operations Research 29 (2002) 1969–2001 1975<br />

Fig. 2. A<strong>fuzzy</strong> value log a12.<br />

Proof. This proposition can be veri ed as follows:<br />

(i) If log aij 6 log aij;2 then<br />

(log aij)=sij;L(log aij − log aij;1)+ sij;R − sij;L<br />

(|log aij − log aij;2| + log aij − log aij;2)<br />

2<br />

= sij;L(log aij − log aij;1):<br />

(ii) If log aij;2 6 log aij 6 log aij;3 then<br />

(log aij)=sij;L(log aij − log aij;1)+ sij;R − sij;L<br />

(|log aij − log aij;2| + log aij − log aij;2)<br />

2<br />

= sij;L(log aij − log aij;1)+(sij;R − sij;L)(log aij − log aij;2)<br />

= sij;L(log aij;2 − log aij;1)+sij;R(log aij − log aij;2):<br />

This proposition is then proved. Consider the following example.<br />

Example 1.<br />

Maximize (log a12)<br />

Subject to a12 ¿ 0;<br />

where log a12 is a <strong>fuzzy</strong> value depicted in Fig. 2.<br />

Through Proposition 2, (log a12) can be expressed as follows:<br />

−14:93718 − 5:67887<br />

(log a12)=5:67887(log a12 − log 2) +<br />

2<br />

(|log a12 − log 3| + log a12 − log 3)


1976 C.-S. Yu / Computers & Operations Research 29 (2002) 1969–2001<br />

=5:67887(log a12 − log 2) − (20:61605=2)<br />

(|log a12 − log 3| + log a12 − log 3): (4.2)<br />

To linearize the absolute term, the following proposition is presented:<br />

Proposition 2. An absolute term program with a negative coe cient is expressed as follows:<br />

{Maximize Z = c=2 (|f(X ) − g| + f(X ) − g) subject to X ∈ F (F is a feasible set); c is a<br />

negative coe cient (i:e:; c 6 0) and g is a given constant} can be trans<strong>for</strong>med into following<br />

linear program<br />

{Maximize ZZ = c(f(X ) − g + d) subject to f(X ) − g + d ¿ 0;d¿ 0;c6 0;X ∈ F}.<br />

Proof. This proposition can be examined as follows:<br />

(i) Case 1: If f(x) − g ¿ 0; z= c(f(X ) − g).<br />

At the optimal solution d will be <strong>for</strong>ced into d = 0, resulting in ZZ = c(f(X ) − g)=Z.<br />

(ii) Case 2: If f(x) − g¡0; z= o.<br />

At the optimal solution d will be <strong>for</strong>ced into d = g − f(x), resulting in ZZ =0=Z.<br />

This proposition is then proved.<br />

Referring to Proposition 1, expression (4.2) can be linearized as follows:<br />

where<br />

(log a12)=5:67887(log a12 − log 2) − 20:61605(log a12 − log 3+d12)<br />

= −14:93718 log a12 − 20:61605d12 +8:126845435;<br />

log a12 − log 3+d12 ¿ 0; a12;d12 ¿ 0: (4.3)<br />

Hence, Example 1 can be <strong>for</strong>mulated as the following program:<br />

Maximize (log a12)<br />

Subject to (log a12)=− 14:93718 log a12 − 20:61605d12 +8:126845435;<br />

log a12 − log 3+d12 ¿ 0; a12;d12 ¿ 0:<br />

By executing the above program on either LINDO [35] or EXCEL [36], the obtained solution<br />

set becomes ( (log a12)=1;d12 =0; log a12 =0:477121 and a12 = 3).<br />

From the basis of Propositions 1 and 2, the following corollary is presented:<br />

Corollary 1. A triangular <strong>fuzzy</strong> value log aij can be interpreted as<br />

log aij = { (log aij)+(sij;R − sij;L) log aij;2 − (sij;R − sij;L)dij + sij;L log aij;1}=sij;R;<br />

where log aij + log aij;2 + dij ¿ 0; aij;2;dij ¿ 0.<br />

Proof. Within Proposition 1, a triangle membership function (log aij) can be interpreted by<br />

(log aij)=sij;L(log aij − log aij;1)+(sij;R − sij;L)=2(|log aij − log aij;2| + log aij − log aij;2).


C.-S. Yu / Computers & Operations Research 29 (2002) 1969–2001 1977<br />

By applying Proposition 2, (log aij) can then be linearized as<br />

where<br />

(log aij)=sij;R log aij − (sij;R − sij;L) log aij;2 +(sij;R − sij;L)dij − sij;L log aij;1;<br />

log aij − log aij;2 + dij ¿ 0 and aij;2;dij ¿ 0: (4.4)<br />

Accordingly, after inverting (log aij) and log aij in (4.4),<br />

log aij = { (log aij)+(sij;R − sij;L) log aij;2 − (sij;R − sij;L)dij + sij;L log aij;1}=sij;R;<br />

where log aij + log aij;2 + dij ¿ 0; aij;2;dij ¿ 0.<br />

By doing so, this corollary is completed.<br />

View (4.3) as an instance. After reversing (log a12) and log a12,<br />

log a12 = − 0:06694704 (log a12) − 1:380183542d12 +0:54406825351;<br />

where log a12 − log 3+d12 ¿ 0; a12;d12 ¿ 0.<br />

Herein LLSM was employed to reduce the fractional <strong>for</strong>m wi=wj in Problem 1 to linear <strong>for</strong>m<br />

log wi − log wj. Axioms 1, 2 and Theorem 2 are thereby introduced to prove that all <strong>decision</strong><br />

contents retain their original meaning after trans<strong>for</strong>mation of a <strong>fuzzy</strong> number to a log value.<br />

Axiom 1. For a <strong>fuzzy</strong> number x, let xL; xM; xU are the lower, modal, and upper values of<br />

x, respectively. In a restricted domain [xL;xU], the possibility of (xL) is 0, the possibility of<br />

(xM) is 1, and the possibility of (xU) is 0. The slope between (xL) and (xM) is increasing<br />

while the slope between (xM) and (xU) is decreasing where xL ¡xM ¡xU.<br />

Axiom 2. After trans<strong>for</strong>ming a <strong>fuzzy</strong> number x to a log value, let log xL; log xM; log xU represent<br />

the lower, modal, and upper values of log x, respectively. In a restricted domain [log xL; log xU],<br />

the possibilities of (log xL); (log xM), and (log xU) are separately 0; 1, and 0. The slope<br />

between (log xL) and (log xM) increases while the slope between (log xM) and (log xU)<br />

decreases where log xL ¡ log xM ¡ log xU.<br />

Theorem 2. An optimal solution <strong>for</strong> the problem PP1 is the same as that <strong>for</strong> PP2; PP1 and<br />

PP2 are presented below in which xL; xM; xU are the lower; modal; and upper values of <strong>fuzzy</strong><br />

number x; respectively;<br />

PP1: Maximize x<br />

Subject to x ¿ 0;<br />

where x is a <strong>fuzzy</strong> number depicted in Fig:3a:<br />

PP2: Maximize log x<br />

Subject to x ¿ 0;<br />

where log x is a <strong>fuzzy</strong> number depicted in Fig:3b:


1978 C.-S. Yu / Computers & Operations Research 29 (2002) 1969–2001<br />

Fig. 3. (a) A<strong>fuzzy</strong> number x; (b) a <strong>fuzzy</strong> number log x.<br />

Proof. Based on Axioms 1 and 2, the value of each membership function ranges from zero to<br />

one and the unit change in x results in proportional change in log x guided by proportionally<br />

adjusted slopes. This implies that the increasing or decreasing slopes are di erent between (x)<br />

and (log x), but<br />

(i) if the optimal value x of (x) or (log x) is between xL and xM, both PP1 and PP2 desire<br />

to maximize x until x or log x reach the constrained limit of x value;<br />

(ii) if the optimal value x of (x) or (log x) is between xM and xU, both PP1 and PP2 desire<br />

to minimize x until x or log x reach the constrained limit of x value.<br />

Since PP1 and PP2 encounter the same constraints, the found optimal value x <strong>for</strong> PP1 is identical<br />

to that <strong>for</strong> PP2. This theorem is thus proved.<br />

Corollary 1 only interprets triangular membership functions. Subsequently, Proposition 3 is<br />

proposed to represent general separable linear membership functions.<br />

Proposition 3. Fig. 4 depicts that (log aij) is a general separable linear membership function<br />

of a <strong>fuzzy</strong> value log aij; where log aij;k; k=0; 1; 2;:::;m − 1; are the change points of<br />

(log aij);sij;k; k=1; 2;:::;m− 1; are the slopes of line segments between log aij;k−1 and log<br />

aij;k; and<br />

sij;k = (log aij;k) − (log aij;k−1)<br />

:<br />

log aij;k − log aij;k−1<br />

(log aij) can then be expressed as<br />

(log aij)=sij;1(log aij − log aij;0)<br />

m−1 �<br />

+<br />

k=2<br />

sij;k − sij;k−1<br />

(|log aij − log aij;k−1| + log aij − log aij;k−1):<br />

2


C.-S. Yu / Computers & Operations Research 29 (2002) 1969–2001 1979<br />

Fig. 4. Ageneral separable linear membership function.<br />

Proof. This proposition can be inspected as follows:<br />

(i) If log aij 6 log aij;1 then<br />

(log aij)=sij;1(log aij − log aij;0)+ sij;2 − sij;1<br />

(|log aij − log aij;1| + log aij − log aij;1)<br />

2<br />

= sij;1(log aij − log aij;0):<br />

(ii) If log aij;1 6 log aij 6 log aij;2 then<br />

(log aij)=sij;1(log aij − log aij;0)+ sij;2 − sij;1<br />

(|log aij − log aij;1| + log aij − log aij;1)<br />

2<br />

+ sij;3 − sij;2<br />

(|log aij − log aij;2| + log aij − log aij;2)<br />

2<br />

= sij;1(log aij − log aij;0)+ sij;2 − sij;1<br />

(|log aij − log aij;1| + log aij − log aij;1):<br />

2<br />

(iii) If log aij;k ′ −1 6 log aij 6 log aij;k ′ then �m−1 k¿k ′(|log aij −log aij;k ′ −1 | +log aij −log aij;k ′ −1)=0<br />

and (log aij) becomes sij;1(log aij −log aij;0)+ � k ′ −1<br />

k=2 (sij;k −sij;k−1)=2(|log aij −log aij;k−1|+<br />

log aij − log aij;k−1).<br />

This proposition is then proved. Consider the following example.<br />

Example 2.<br />

Maximize (log a 1 24)<br />

Subject to a 1 24 ¿ 0;<br />

where log a 1 24<br />

is a <strong>fuzzy</strong> value depicted in Fig. 5.


1980 C.-S. Yu / Computers & Operations Research 29 (2002) 1969–2001<br />

Based on Proposition 3, (log a 1 24<br />

Fig. 5. A<strong>fuzzy</strong> value log a 1 24.<br />

) can be expressed below:<br />

(log a1 �<br />

24)=2:65754 log a1 � ��<br />

1<br />

24 − log<br />

3<br />

+ 1:13578 − 2:65754<br />

��<br />

���<br />

log a<br />

2<br />

1 � ��<br />

2 ���<br />

24 − log + log a<br />

3<br />

1 � ��<br />

2<br />

24 − log<br />

3<br />

+ −1:13578 − 1:13578<br />

+ −11:94979 + 1:13578<br />

(|log a<br />

2<br />

1 24 − log 1| + log a1 24 − log 1)<br />

��<br />

���<br />

log a1 24 − log<br />

�<br />

=2:65754 log a1 �<br />

1<br />

24 − log<br />

3<br />

+ −1:52177<br />

2<br />

2<br />

��<br />

�� ��� log a 1 24 − log<br />

� 2<br />

3<br />

� 3<br />

2<br />

�� ��� + log a 1 24 − log<br />

+ −2:27155<br />

(|log a<br />

2<br />

1 24 − log 1| + log a1 24 − log 1)<br />

��<br />

���<br />

log a1 24 − log<br />

+ −10:81401<br />

2<br />

� 3<br />

2<br />

�� ��� + log a 1 24 − log<br />

�� ��� + log a 1 24 − log<br />

� ��<br />

2<br />

3<br />

� ��<br />

3<br />

2<br />

� ��<br />

3<br />

: (4.5)<br />

2


C.-S. Yu / Computers & Operations Research 29 (2002) 1969–2001 1981<br />

To linearize a <strong>group</strong> of absolute terms with negative coe cients, the following proposition<br />

is introduced.<br />

Proposition 4. Consider the following problem:<br />

m−1 � ck<br />

PP3: Maximize z =<br />

2 (|log aij − log aij;k−1| + log aij − log aij;k−1)<br />

k=2<br />

Subject to log aij ∈ F (a feasible set); aij ¿ 0; ck 6 0;<br />

can be linearized as PP4 below:<br />

m−1 �<br />

PP4: Maximize w =<br />

where ck is a negative coe cient; k=2; 3;:::;m−1 and log aij;<br />

m − 1 ¿ log aij;m−2 ¿ ···¿ log aij;2 ¿ log aij;1 ¿ log aij;0<br />

k=2<br />

ck<br />

�<br />

�k−1<br />

log aij − log aij;k−1 +<br />

m−2 �<br />

Subject to log aij + dij;‘ ¿ log aij;m−2;<br />

‘=1<br />

‘=1<br />

dij;‘<br />

log aij ∈ F(a feasible set); aij ¿ 0; ck 6 0:<br />

Proof. According to Proposition 2, PP3 is equivalent to following program:<br />

m−1 �<br />

PP5: Maximize w = ck(log aij − log aij;k−1 + rij;k−1)<br />

k=2<br />

Subject to log aij−log aij;k−1+rij;k−1¿0; rij;k−1¿0 <strong>for</strong> k =2; 3;:::;m−1;<br />

log aij ∈ F(a feasible set); aij ¿ 0; ck 6 0;<br />

where rij;k−1 is a deviation variable:<br />

PP5 implies that:<br />

if log aij ¡ log aij;k−1 then at optimal solution rij;k−1 = log aij;k−1 − log aij;<br />

if log aij ¿ log aij;k−1 then at optimal solution rij;k−1 =0.<br />


1982 C.-S. Yu / Computers & Operations Research 29 (2002) 1969–2001<br />

Substitute rij;k−1 by � k−1<br />

m−1 �<br />

PP6: Maximize z =<br />

‘=1 dij;‘, PP5 then becomes<br />

k=2<br />

ck<br />

�<br />

�k−1<br />

log aij − log aij;k−1 +<br />

Subject to log aij + dij;1 ¿ log aij;1;<br />

log aij + dij;1 + dij;2 ¿ log aij;2;<br />

.<br />

.<br />

.<br />

.<br />

‘=1<br />

dij;‘<br />

log aij + dij;1 + dij;2 + ···+ dij;m−3 ¿ log aij;m−3;<br />

log aij + dij;1 + dij;2 + ···+ dij;m−2 ¿ log aij;m−2;<br />

log aij ∈ F(a feasible set); aij ¿ 0; ck 6 0:<br />

Since the rst (m − 2) constraints display log aij ¿ log aij;m−2 − � m−2<br />

‘=1 dij;‘ ¿ log aij;m−3 −<br />

� m−3<br />

‘=1 dij;‘ ¿ ···¿ log aij;2 − dij;1 − dij;2 ¿ log ij;1 − dij;1 ¿ 0, the rst (m − 3) constraints in PP6<br />

are covered by the (m − 2)th constraint in PP6. As a result, Proposition 4 is proved.<br />

Hence, consider (log a 1 24<br />

where<br />

) in Example 2, expression (4.5) can be linearized as<br />

(log a1 �<br />

24)=2:65754 log a1 � �� �<br />

1<br />

24 − log − 1:52177 log a<br />

3<br />

1 �<br />

2<br />

24 − log<br />

3<br />

−2:27155(log a 1 24 − log 1+d 1 24;1 + d 1 24;2)<br />

−10:81401<br />

�<br />

log a 1 24 − log<br />

�<br />

3<br />

2<br />

�<br />

�<br />

+ d 1 24;1 + d 1 24;2 + d 1 24;3<br />

= −11:94979 log a 1 24 − 14:60733d 1 24;1 − 13:08556d 1 24;2<br />

−10:81401d 1 24;3 +2:90424;<br />

�<br />

�<br />

+ d 1 24;1<br />

log a 1 24 + d 1 24;1 + d 1 24;2 + d 1 24;3 ¿ 0:17609: (4.6)<br />

Nevertheless, Example 2 can be re<strong>for</strong>mulated as<br />

Maximize (log a 1 24)<br />

Subject to (log a 1 24)=− 11:94979 log a 1 24 − 14:60733d 1 24;1 − 13:08556d 1 24;2<br />

−10:81401d1 24;3 +2:90424<br />

� �<br />

3<br />

=0:17609; a<br />

2<br />

1 24 ¿ 0:<br />

log a 1 24 + d 1 24;1 + d 1 24;2 + d 1 24;3 ¿ log<br />


C.-S. Yu / Computers & Operations Research 29 (2002) 1969–2001 1983<br />

By using LINDO [35] or EXCEL [36], the obtained solution set is ( (log a 1 24 )=1, log a1 24 =0,<br />

a 1 24 =1, d1 24;1 =0, d1 24;2 = 0, and d1 24;3 =0:17609).<br />

Similar to Corollary 1, Corollary 2 is described as follows.<br />

Corollary 2. A general concave <strong>fuzzy</strong> value log aij can be interpreted as<br />

�<br />

m−2 �<br />

m−1 �<br />

log aij = (log aij) − (sij;m−1 − sij;k)dij;k +<br />

k=1<br />

where log aij + � m−2<br />

‘=1 dij;‘ ¿ log aij;m−2; aij ¿ 0; and sij;0 =0.<br />

k=1<br />

(sij;k − sij;k−1)log aij;k−1<br />

��<br />

(sij;m−1);<br />

Proof. Regarding Proposition 3, a piecewise linear membership function (log aij) can be represented<br />

by<br />

m−1 �<br />

sij;1(log aij − log aij;0)+<br />

k=2<br />

sij;k − sij;k−1<br />

(|log aij − log aij;k−1| + log aij − log aij;k−1):<br />

2<br />

After utilizing Proposition 4 to linearize the absolute terms with negative coe cients, (log aij)<br />

can then be interpreted as<br />

�<br />

�<br />

m−1 �<br />

�k−1<br />

(log aij)=sij;1(log aij − log aij;0)+ (sij;k − sij;k−1) log aij − log aij;k−1 + ;<br />

where log aij + � m−2<br />

‘=1 dij;‘ ¿ log aij;m−2 and aij ¿ 0.<br />

Accordingly, after expanding (2:7), the following occurs:<br />

k=2<br />

(log aij)=sij;1 × log aij − sij;1 × log aij;0 +(sij;2 − sij;1)(log aij − log aij;1 + dij;1)<br />

+(sij;3 − sij;2)(log aij − log aij;2 + dij;1 + dij;2)<br />

‘=1<br />

dij;‘<br />

(4.7)<br />

+(sij;4 − sij;3)(log aij − log aij;3 + dij;1 + dij;2 + dij;3)+···+(sij;m−1 − sij;m−2)<br />

�<br />

m−2 �<br />

log aij − log aij;m−2 +<br />

�<br />

: (4.8)<br />

‘=1<br />

dij;‘<br />

As a result, after reorganizing (4.8), we obtain<br />

m−2 �<br />

m−1 �<br />

(log aij)= (sij;m−1 − sij;k)dij;k − (sij;k − sij;k−1)log aij;k−1 + sij;m−1 × log aij: (4.9)<br />

k=1<br />

k=1<br />

After reversing (log aij) and log aij in (4.9),<br />

log aij =<br />

�<br />

m−2 �<br />

(log aij) −<br />

k=1<br />

�<br />

m−1<br />

(sij;m−1 − sij;k)dij;k +<br />

where log aij + � m−2<br />

‘=1 dij;‘ ¿ log aij;m−2;aij ¿ 0, and sij;0 =0.<br />

There<strong>for</strong>e, Corollary 2 is completed.<br />

k=1<br />

(sij;k − sij;k−1)log aij;k−1<br />

��<br />

(sij;m−1);


1984 C.-S. Yu / Computers & Operations Research 29 (2002) 1969–2001<br />

Fig. 6. A<strong>fuzzy</strong> value log a 2 24.<br />

Take (4.6) as an example. After switching (log a24) and log a24,<br />

log a 1 24 =[ (log a 1 24)+14:60733d 1 24;1 +13:08556d 1 24;2<br />

+10:81401d1 24;3 − 2:90424)]=(−11:94979)<br />

where log a1 24 + d124;1 + d124;2 + d124;3 ¿ 0:17609.<br />

In reality, <strong>fuzzy</strong> ratings obtained from the <strong>decision</strong>-maker(s) may be concave, convex, or<br />

concave–convex mixed membership functions. Since Corollary 2 cannot treat convex membership<br />

functions, the proposition of treating a convex membership function is introduced below.<br />

Consider the following example.<br />

Example 3.<br />

Maximize (log a 2 24)<br />

Subject to a 2 24 ¿ 0;<br />

where log a 2 24<br />

is a convex–concave mixed <strong>fuzzy</strong> value depicted in Fig. 6.<br />

) can be expressed as follows:<br />

(log a2 �<br />

24)=1:99316 log a2 � ��<br />

1<br />

24 − log +<br />

3<br />

0:27839<br />

��<br />

���<br />

log a<br />

2<br />

2 � ��<br />

2 ���<br />

24 − log<br />

3<br />

� ��<br />

2<br />

Referring to Proposition 3, the (log a 2 24<br />

+ log a 2 24 − log<br />

3<br />

+ −3:40732<br />

(|log a<br />

2<br />

2 24 − log 1|


C.-S. Yu / Computers & Operations Research 29 (2002) 1969–2001 1985<br />

+log a2 24 − log 1) −10:81401<br />

��<br />

���<br />

log a<br />

2<br />

2 � ��<br />

3 ���<br />

24 − log + log a<br />

2<br />

2 � ��<br />

3<br />

24 − log :<br />

2<br />

Note that (log a2 1<br />

24 ) is a convex curve between log( 3 ) and log 1 and (log a224 curve between log( 2<br />

7<br />

3 ) and log( 4 ). That is, (log a224 (4.10)<br />

) is a concave<br />

) is a convex–concave mixed membership<br />

function. Since Propositions 2 and 4 can only linearize the absolute terms with negative coefcients,<br />

the linearization of the absolute term with a positive coe cient is presented.<br />

Proposition 5. Consider the following program<br />

�<br />

Maximize z = c<br />

2 (|log aij − log aij;k−1| + log aij − log aij;k−1)<br />

�<br />

Subject to log aij ∈ F; aij ¿ 0;c¿ 0; and log aij;k−1 is a constant<br />

can be linearized as the program below:<br />

{Maximize zz = c(log aij − yij;k−1 + vij;k−1log aij;k−1 − log aij;k−1)<br />

Subject to yij;k−1 ¿ log aij +(vij;k−1 − 1)M; log aij ∈ F; aij;yij;k−1;c¿ 0;<br />

vij;k−1 is a zero–one variable; M is a big value:}<br />

Proof.<br />

Case 1: If log aij − log aij;k−1 ¿ 0;z= c(log aij − log aij;k−1).<br />

At the optimal solution vij;k−1 = 0 then yij;k−1 = 0, which results in zz = c(log aij −<br />

log aij;k−1)=z.<br />

Case 2: If log aij − log aij;k−1 ¡ 0;z=0.<br />

At the optimal solution vij;k−1 = 1 then yij;k−1 = log aij, which results in zz =0=z.<br />

This proposition is then proved.<br />

Accordingly, based on Propositions 4 and 5, the (log a2 24 ) in (4.10) can be linearized as<br />

follows:<br />

(log a2 �<br />

24)=1:99316 log a2 � ��<br />

1<br />

24 − log<br />

3<br />

+ 0:27839<br />

�<br />

2 log a<br />

2<br />

2 24 − 2y2 24;1 +2v2 � � � ��<br />

2 2<br />

24;1log − 2 log<br />

3 3<br />

−3:40732(log a2 24 − log 1+d2 24;2) − 10:81401(log a2 � �<br />

3<br />

24 − log +d<br />

2<br />

2 24;2+d2 24;3)<br />

= −11:94979 log a 2 24−0:27839y 2 24;1−0:04902v 2 24;1−14:22133d 2 24;2<br />

−10:81401d 2 24;3+2:90425; (4.11)


1986 C.-S. Yu / Computers & Operations Research 29 (2002) 1969–2001<br />

where y2 24;1 ¿ log a224 +(v2 24;1 − 1)M; log a224 + d224;2 + d224;3 ¿ 0:17609; a224 ;y2 24;1 ¿ 0, v2 24;1 is a<br />

zero–one variable, M is a big value.<br />

Hence, Example 3 can be reprogrammed as follows:<br />

Maximize (log a 2 24)<br />

Subject to (log a 2 24)=− 11:94979 log a 2 24 − 0:27839y 2 24;1 − 0:04902v 2 24;1 − 14:22133d 2 24;2<br />

−10:81401d2 24;3 +2:90425<br />

y2 24;1 ¿ log a2 24 +(v2 24;1 − 1)M; log a2 24 + d2 24;2 + d2 24;3 ¿ 0:17609;<br />

a 2 24;y 2 24;1 ¿ 0; v 2 24;1 is a 0–1 variable; M is a large value:<br />

After computing with EXCEL, the obtained solution set is ( (log a 2 24 )=1; log a2 24 =0;a2 24 =1,<br />

v 2 24;1 =0;y2 24;1 =0;d2 24;2 =0;d3 24;3 =0:17609).<br />

Similar to Corollaries 1 and 2, Corollary 3 is described as follows:<br />

Corollary 3. A general concave and convex mixed <strong>fuzzy</strong> value log aij can be interpreted as<br />

�<br />

�<br />

�k−1<br />

log aij = (log aij) −<br />

(sij;k − sij;k−1)<br />

where<br />

−<br />

m−2<br />

log aij +<br />

�<br />

<strong>for</strong> k where sij; k¿sij; k−1<br />

m−1 �<br />

+<br />

k=1<br />

<strong>for</strong> k where sij; k¡sij; k−1<br />

(sij;k − sij;k−1)log aij;k−1<br />

�<br />

dij;k ¿ log aij;m−2<br />

k=1<br />

‘=1<br />

dij;‘<br />

(sij;k − sij;k−1)(vij;k−1log aij;k−1 − yij;k−1)<br />

��<br />

(sij;m−1);<br />

<strong>for</strong> sij;k ¡sij;k−1 (concave segments);<br />

0 6 dij;k 6 log aij;k − log aij;k−1<br />

and<br />

yij;k−1 ¿ log aij +(vij;k−1 − 1)M<br />

<strong>for</strong> sij;k ¿sij;k−1 (convex segments):<br />

yij;k−1 ¿ 0<br />

Referring to Proposition 3, a general separable linear membership function (log aij) can be<br />

interpreted by<br />

m−1 � sij;k − sij;k−1<br />

sij;1(log aij − log aij;0)+<br />

(|log aij − log aij;k−1| + log aij − log aij;k−1):<br />

2<br />

k=2<br />

After using Propositions 4 and 5, (log aij) can then be interpreted as<br />

�<br />

(log aij)=sij;1(log aij − log aij;0)+<br />

(sij;k − sij;k−1)<br />

<strong>for</strong> k where sij; k¡sij; k−1


where<br />

m−2<br />

log aij +<br />

C.-S. Yu / Computers & Operations Research 29 (2002) 1969–2001 1987<br />

�<br />

�k−1<br />

log aij − log aij;k−1 +<br />

‘=1<br />

dij;‘<br />

�<br />

+<br />

�<br />

<strong>for</strong> k where sij; k¿sij; k−1<br />

(sij;k − sij;k−1)<br />

(log aij − log aij;k−1 + vij;k−1log aij;k−1 − yij;k−1); (4.12)<br />

�<br />

dij;k ¿ log aij;m−2<br />

k=1<br />

0 6 dij;k 6 log aij;k − log aij;k−1<br />

yij;k−1 ¿ log aij +(vij;k−1 − 1)M<br />

yij;k−1 ¿ 0<br />

<strong>for</strong> sij;k ¡sij;k−1 (concave segments);<br />

<strong>for</strong> sij;k ¿sij;k−1 (convex segments);<br />

and aij;yij;k−1 ¿ 0; vij;k−1 are 0–1 variables, and M is a large value.<br />

Accordingly, after expanding (4.12) and inverting (log aij) and log aij in (4.12), this corollary<br />

is proved.<br />

Take (4.11) as an instance. By reversing (log a 2 24 ) and log a2 24<br />

in (4.11),<br />

log a 2 24 = { (log a 2 24)+0:27839y 2 24;1 +0:04902v 2 24;1 +14:22133d 2 24;2 +10:81401d 2 24;3<br />

−2:90425}=(−11:94979);<br />

where y 2 24;1 ¿ log a2 24 +(v2 24;1 − 1)M; log a2 24 + d2 24;2 + d2 24;3 ¿ 0:17609; a2 24 ;y2 24;1 ¿ 0; v2 24;1 isa0<br />

–1 variable, and M is a large value.<br />

5. Proposed models<br />

By incorporating a <strong>fuzzy</strong> number expression and an absolute term linearization technique into<br />

a <strong>GP</strong>-<strong>AHP</strong> <strong>method</strong>, the proposed <strong>method</strong> involves the trade-o consideration of optimizing the<br />

<strong>decision</strong>-makers’ <strong>group</strong> inconsistency as well as individual desires. The derived corresponding<br />

priority vector best re ects the majority of the involved individual’s preference and is progressively<br />

less sensitive and vulnerable to con icting <strong>group</strong> judgments. Consequently, by utilizing<br />

Corollary 1 to treat triangular <strong>fuzzy</strong> values and Propositions 2 and 4 to linearize absolute terms,<br />

Problem 4 can be reprogrammed as the following model.


1988 C.-S. Yu / Computers & Operations Research 29 (2002) 1969–2001<br />

5.1. The proposed <strong>GP</strong>-<strong>AHP</strong> model (1)<br />

Minimize<br />

⎧⎡<br />

⎨ n�<br />

⎣<br />

⎩<br />

n�<br />

i=1 j¿i e=1<br />

Subject to log vi − log vj − log a e ij + e ij ¿ 0;<br />

E�<br />

(log vi − log vj − log ae ij +2 e ⎤<br />

ij) ⎦ −<br />

n�<br />

n�<br />

E�<br />

i=1 j¿i e=1<br />

log a e ij = { (log a e ij)+(s e ij;R − s e ij;L) log a e ij;2 − (se ij;R − s e ij;L)d e ij<br />

+ s e ij;L log a e ij;1 }=se ij;R<br />

(log ae ⎫<br />

⎬<br />

ij)<br />

⎭<br />

log a e ij + log a e ij;2 + d e ij ¿ 0 vi;a e ij; e ij;d e ij ¿ 0(i; j) ∈{(i; j) | 1 6 i¡j6 n};<br />

where =(n × E)=|M 1 − M 0 |, the un-normalized vector V =(v1;:::;vn) will be normalized to<br />

produce the vector W =(w1;w2;:::;wn) with vi=vj = wi=wj, and �<br />

i wi =1.<br />

Notably the proposed <strong>GP</strong>-<strong>AHP</strong> model (1) considers only the two-level structured <strong>AHP</strong> problems.<br />

In reality an <strong>AHP</strong> problem may involve comparing criteria and alternatives in a three-level<br />

structure or higher. There<strong>for</strong>e, the following model is presented.<br />

5.2. The proposed <strong>GP</strong>-<strong>AHP</strong> model (2)<br />

Minimize<br />

⎧<br />

⎨<br />

⎩<br />

m�<br />

m�<br />

q=1 q ′ ¿q e=1<br />

+<br />

m�<br />

⎧⎡<br />

⎨ m�<br />

− ⎣<br />

⎩<br />

n�<br />

E�<br />

[(log vq − log vq ′) − log aeqq ′ +2 e qq ′]<br />

n�<br />

q=1 i=1 j¿i e=1<br />

m�<br />

E�<br />

E�<br />

[(log vqi − log vqj) − log ae qij +2 e ⎫<br />

⎬<br />

qij]<br />

⎭<br />

(log a e qq ′)+<br />

q=1 q ′ ¿q e=1<br />

q=1 i=1 j¿i e=1<br />

Subject to log vq − log vq ′ − log aeqq ′ + e qq ′ ¿ 0; log vqi − log vqj − log ae qij + e qij ¿ 0;<br />

m�<br />

n�<br />

n�<br />

E�<br />

(log ae ⎤⎫<br />

⎬<br />

qij) ⎦<br />

⎭<br />

log a e qq ′ = { (log ae qq ′)+(se qq ′ ;R − se qq ′ ;L ) log ae qq ′ ;2 − (se qq ′ ;R − se qq ′ ;L )de qq ′<br />

+ s e qq ′ ;L log ae qq ′ ;1 }=se qq ′ ;R<br />

log ae qq ′ + log aeqq ′ ;2 + deqq ′ ¿ 0;<br />

log a e qij = { (log a e qij)+(s e qij;R − s e qij;L) log a e qij;2 − (se qij;R − s e qij;L)d e qij<br />

+ s e qij;L log a e qij;1 }=se qij;R<br />

log a e qij + log a e qij;2 + d e qij ¿ 0; vq;vqi;a e qq ′;ae qij; e qq ′; e qij;d e qq ′;de qij ¿ 0;<br />

(q; q ′ ) ∈{(q; q ′ ) | 1 6 q¡q ′ 6 m}; (i; j) ∈{(i; j) | 1 6 i¡j6 n};


C.-S. Yu / Computers & Operations Research 29 (2002) 1969–2001 1989<br />

where ae qq ′ represents the eth <strong>decision</strong>-maker’s uncertainty assessment to which criterion q is<br />

preferred more than criterion q ′ , ae qij represents the eth <strong>decision</strong>-maker’s uncertainty assessment<br />

to which object i is preferred over object j under the qth criterion, m is the number of criteria,<br />

n is the number of alternatives, E is the number of <strong>decision</strong> makers, and =(m + m × n) ×<br />

E=|M 1 − M 0 |.<br />

Note that the proposed models (1) and (2) can only solve <strong>fuzzy</strong> <strong>AHP</strong> problems with triangular<br />

<strong>fuzzy</strong> ratings. In practice an <strong>AHP</strong> problem may have general concave <strong>fuzzy</strong> estimates rather<br />

than just triangular <strong>fuzzy</strong> estimates. Hence, by using Corollary 2 to treat more general concave<br />

<strong>fuzzy</strong> judgments, the following model is <strong>for</strong>mulated.<br />

5.3. The proposed <strong>GP</strong>-<strong>AHP</strong> model (3)<br />

Minimize<br />

⎧<br />

⎨<br />

⎩<br />

m�<br />

m�<br />

q=1 q ′ ¿q e=1<br />

+<br />

m�<br />

⎧⎡<br />

⎨ m�<br />

− ⎣<br />

⎩<br />

n�<br />

E�<br />

[(log vq − log vq ′) − log aeqq ′ +2 e qq ′]<br />

n�<br />

q=1 i=1 j¿i e=1<br />

m�<br />

E�<br />

E�<br />

[(log vqi − log vqj) − log ae qij +2 e ⎫<br />

⎬<br />

qij]<br />

⎭<br />

(log a e qq ′)+<br />

q=1 q ′ ¿q e=1<br />

q=1 i=1 j¿i e=1<br />

Subject to log vq − log vq ′ − log aeqq ′ + e qq ′ ¿ 0; log vqi − log vqj − log ae qij + e qij ¿ 0;<br />

log ae qq ′ =<br />

log a e qij =<br />

�<br />

�<br />

(log ae m−2 �<br />

qq ′) −<br />

loga e qq ′ ;k−1<br />

k=1<br />

��<br />

m�<br />

n�<br />

n�<br />

E�<br />

�<br />

(se qq ′ ;m−1 − se qq ′ ;k )deqq ′ ;k +<br />

m−1<br />

se qq ′ ;m−1 log aeqq ′ +<br />

�<br />

k=1<br />

(log ae ⎤⎫<br />

⎬<br />

qij) ⎦<br />

⎭<br />

(s e qq ′ ;k − se qq ′ ;k−1 )<br />

m−2<br />

de qq ′ ;‘ ¿ log aeqq ′ ;m−2 ;<br />

‘=1<br />

(log ae m−2 �<br />

qij) − (se qij;m−1 − se qij;k )deqij;k +<br />

m−1 �<br />

(se qij;k − se qij;k−1 )<br />

loga e qij;k−1<br />

k=1<br />

k=1<br />

��<br />

se qij;m−1 log ae m−2 �<br />

qij + de qij;‘ ¿ log aeqij;m−2 ;<br />

‘=1<br />

vq;vqi;a e qq ′;ae qij; e qq ′; e qij;d e qq ′;de qij ¿ 0;<br />

(q; q ′ ) ∈{(q; q ′ ) | 1 6 q¡q ′ 6 m}; (i; j) ∈{(i; j) | 1 6 i¡j6 n};<br />

where s e qq ′ ;k stands <strong>for</strong> the slope between line segments log ae qq ′ ;k and log ae qq ′ ;k+1 , se qij;k stands<br />

<strong>for</strong> the slope between lines segments log a e qij;k and log ae qij;k+1 .


1990 C.-S. Yu / Computers & Operations Research 29 (2002) 1969–2001<br />

In real world <strong>AHP</strong> problems, a <strong>fuzzy</strong> rating should not be limited to concave shape or<br />

convex shape only. Using Corollary 3 to treat concave, convex, or concave–convex mixed<br />

<strong>fuzzy</strong> evaluations, this work introduces the following model.<br />

5.4. The proposed <strong>GP</strong>-<strong>AHP</strong> model (4)<br />

Minimize<br />

⎧<br />

⎨<br />

⎩<br />

m�<br />

m�<br />

q=1 q ′ ¿q e=1<br />

+<br />

m�<br />

⎧⎡<br />

⎨ m�<br />

− ⎣<br />

⎩<br />

n�<br />

E�<br />

[(log vq − log vq ′) − log aeqq ′ +2 e qq ′]<br />

n�<br />

q=1 i=1 j¿i e=1<br />

m�<br />

E�<br />

E�<br />

[(log vqi − log vqj) − log ae qij +2 e ⎫<br />

⎬<br />

qij]<br />

⎭<br />

(log a e qq ′)+<br />

q=1 q ′ ¿q e=1<br />

q=1 i=1 j¿i e=1<br />

Subject to log vq − log vq ′ − log aeqq ′ + e qq ′ ¿ 0; log vqi − log vqj − log ae qij + e qij ¿ 0;<br />

log ae ⎧<br />

⎨<br />

qq ′ =<br />

⎩ (log aeqq ′) −<br />

−<br />

log ae m−2 �<br />

qq ′ +<br />

k=1<br />

�<br />

m�<br />

<strong>for</strong> k where s e<br />

qq ′ ;k ¿se<br />

qq ′ ;k−1<br />

−ye qq ′ ;k−1 )+<br />

m−1 �<br />

n�<br />

�<br />

n�<br />

E�<br />

<strong>for</strong> k where s e<br />

qq ′ ;k ¡se qq;;k−1<br />

k=1<br />

d e qq ′ ;k ¿ log ae qq ′ ;m−2<br />

0 6 d e qq ′ ;k 6 log ae qq ′ ;k − log ae qq ′ ;k−1<br />

ye qq ′ ;k−1 ¿ log aeqq ′ +(ve qq ′ ;k−1<br />

ye qq ′ ;k−1 ¿ 0<br />

log ae ⎧<br />

⎨<br />

qij =<br />

⎩ (log aeqij) −<br />

−<br />

�<br />

(log ae ⎤⎫<br />

⎬<br />

qij) ⎦<br />

⎭<br />

�<br />

(se qq ′ ;k − se qq ′ ;k−1 )<br />

k−1<br />

‘=1<br />

d e qq ′ ;‘<br />

(s e qq ′ ;k − se qq ′ ;k−1 )(ve qq ′ ;k−1 log ae qq ′ ;k−1<br />

(s e qq ′ ;k − se qq ′ ;k−1 ) log ae qq ′ ;k−1<br />

− 1)M<br />

<strong>for</strong> k where s e qij; k ¿se qij; k−1<br />

�<br />

<strong>for</strong> k where s e qij; k ¡se qij; k−1<br />

<strong>for</strong> s e qq ′ ;k ¡se qq ′ ;k−1 ;<br />

<strong>for</strong> s e qq ′ ;k ¿se qq ′ ;k−1 ;<br />

(s e qij;k − se qij;k−1 )<br />

⎫�<br />

⎬<br />

(s<br />

⎭<br />

e qq ′ ;m−1 );<br />

(se qij;k − se qij;k−1 )<br />

�k−1<br />

‘=1<br />

d e qij;‘


where v e qq ′ ;k and ve qij;k<br />

C.-S. Yu / Computers & Operations Research 29 (2002) 1969–2001 1991<br />

(ve qij;k−1 log aeqij;k−1 − ye qij;k−1 )<br />

m−1 �<br />

+ (se qij;k − se qij;k−1 ) log ae ⎫�<br />

⎬<br />

qij;k−1 ⎭<br />

k=1<br />

log ae m−2 �<br />

qij + de qij;k ¿ log aeqij;m−2 k=1<br />

0 6 d e qij;k 6 log ae qij;k − log ae qij;k−1<br />

(s e qij;m−1);<br />

<strong>for</strong> s e qij;k ¡se qij;k−1 ;<br />

ye qij;k−1 ¿ log aeqij +(ve qij;k−1 − 1)M<br />

ye <strong>for</strong> s<br />

qij;k−1 ¿ 0<br />

e qij;k ¿se qij;k−1 ;<br />

vq;vqi;ae qq ′;ae e e<br />

qij; qq ′; qij;de qq ′;deqij;k ;ye qq ′ ;k ;ye qij;k ¿ 0;<br />

(q; q ′ ) ∈{(q; q ′ ) | 1 6 q¡q ′ 6 m}; (i; j) ∈{(i; j) | 1 6 i¡j6 n};<br />

are 0–1 variables and M is a big value.<br />

6. Solution algorithm and numerical examples<br />

Based on the previous discussion, a solution algorithm is described as follows.<br />

6.1. Solution algorithm<br />

Step 1: Express each <strong>fuzzy</strong> comparison by using Corollaries 1, 2 or 3.<br />

Step 2: Formulate the problem by applying the proposed <strong>GP</strong>-<strong>AHP</strong> <strong>method</strong>.<br />

Step 3: Compute M 0 , M 1 , and values with Theorem 1.<br />

Step 4: Derive the vector V by employing any popular linear programming package like LINDO<br />

or EXCEL to solve the programmed model.<br />

Step 5: Generate the priority vector W by normalizing the vector V .<br />

Now consider the following three-level structured <strong>AHP</strong> problem initially provided by Laarhoven<br />

et al. [8].<br />

Example 4. Assume that a professorship position is vacant in the Operations Research Department<br />

of a certain university. After several competitive screening interviews, only three serious<br />

candidates remain, referred to herein as A, B, and C. To identify which applicant is best quali<br />

ed <strong>for</strong> the job, the committee has been installed to provide advice. The committee has three<br />

members and they assess the candidates by four <strong>decision</strong> criteria: (1) mathematical creativity<br />

(q1); (2) creativity in implementations (q2); (3) administrative capabilities (q3); (4) maturity<br />

or personal integrity (q4).<br />

There<strong>for</strong>e, the committee derives evaluations of the candidates following the above criteria.<br />

Through a pair-by-pair comparison, the relative importance of the <strong>decision</strong> criteria is constructed


1992 C.-S. Yu / Computers & Operations Research 29 (2002) 1969–2001<br />

Table 1<br />

The pairwise comparison of importance criteria evaluated by the committee<br />

q1 q2 q3 q4<br />

q1 1 ã 1 12 =( 2<br />

3<br />

ã 2 12 =( 2<br />

5<br />

ã 3 12 =( 3<br />

2<br />

q2 1=ã s 12 <strong>for</strong> all s 1 ã e 23 =( 5<br />

2<br />

3 ; 1; 2 ), ãe13 =( 2 3<br />

3 ; 1; 2 ) ã114 =( 2 1<br />

7 ; 3<br />

1 2 ; 2 ; 3 ), <strong>for</strong>all e ã214 =( 2 1<br />

7 ; 3<br />

5 ; 2; 2 ), ã314 =( 2 1<br />

5 ; 2<br />

; 3; 7<br />

2 ) ã124 =( 2<br />

3<br />

<strong>for</strong> all e ã 2 24 =( 2<br />

3<br />

ã 3 24 =( 3<br />

2<br />

q3 1=ã s 13 <strong>for</strong> all s 1=ã e 23 <strong>for</strong> all e 1 ã 1 34 =( 2<br />

3<br />

q4 1=ã s 14 <strong>for</strong> all s 1=ã e 24 <strong>for</strong> all e 1=ã e 34 <strong>for</strong> all e 1<br />

Table 2<br />

The pairwise comparison of candidates under criterion 1<br />

ã 2 34 =( 2<br />

3<br />

ã 3 34 =( 3<br />

2<br />

q =1 AB C<br />

; 2<br />

5 ),<br />

; 2<br />

5 ),<br />

; 2<br />

3 )<br />

; 1; 3<br />

2 ),<br />

; 1; 3<br />

2 ),<br />

; 2; 5<br />

2 )<br />

; 1; 3<br />

2 ),<br />

; 1; 3<br />

2 ),<br />

; 2; 5<br />

2 )<br />

A 1 ã e q12 ã e q13<br />

B 1=ã e q12 1 ã e q23<br />

C 1=ã e q13 1=ã e q23 1<br />

Table 3<br />

The pairwise comparison of candidates under criterion 2<br />

q =2 AB C<br />

A 1 ã e q12 ã e q13<br />

B 1=ã e q12 1 —<br />

C 1=ã e q13 — 1<br />

in Table 1 containing <strong>fuzzy</strong> estimates. Following the <strong>AHP</strong> procedure, three candidates A, B,<br />

and C are compared under each of the criteria separately and Tables 2–5 summarize the<br />

assessed results.<br />

This example initially given by Laarhoven et al. [8] assumed that all membership functions<br />

of <strong>fuzzy</strong> ratings are triangular <strong>for</strong>ms. Where e =1; 2; 3 represent each member’s evaluation,<br />

q =1; 2; 3; 4 represent each criterion, “—” means no in<strong>for</strong>mation available, ã 1 1;12 =ã 2 1;12 =ã 3 1;12 =<br />

( 2<br />

3<br />

; 1; 3<br />

2 ), ã11;13 =ã 2 1;13 =( 2 3<br />

3 ; 1; 2 ), ã31;13 =( 2 1 2<br />

5 ; 2 ; 3 ), ã11;23 =ã 2 1;23 =ã 3 1;23 =( 2 1 2<br />

5 ; 2 ; 3 ), ã12;12 =ã 2 2;12 =<br />

7 ; 3; 2 ), ã12;13 =ã 2 2;13 =ã 3 2;13 =( 5 7<br />

2 ; 3; 2 ), ã13;12 =ã 2 3;12 =( 5 7<br />

2 ; 3; 2 ), ã33;12 =( 3 5<br />

2 ; 2; 2 ), ã13;13 =<br />

ã 3 2;12 =( 5<br />

2


C.-S. Yu / Computers & Operations Research 29 (2002) 1969–2001 1993<br />

Table 4<br />

The pairwise comparison of candidates under criterion 3<br />

q =3 AB C<br />

A 1 ã e q12 ã e q13<br />

B 1=ã e q12 1 ã e q23<br />

C 1=ã e q13 1=ã e q23 1<br />

Table 5<br />

The pairwise comparison of candidates under criterion 4<br />

q =4 AB C<br />

A 1 — ã e q13<br />

B — 1 ã e q23<br />

C 1=ã e q13 1=ã e q23 1<br />

ã 2 3;13 =ã 3 3;13 =( 5<br />

2<br />

; 3; 7<br />

ã 1 4;23 =ã 2 4;23 =ã 3 4;23 =( 3<br />

2<br />

2 ), ã13;23 =ã 2 3;23 =ã 3 3;23 =( 2<br />

3<br />

; 2; 5<br />

2 ).<br />

Fig. 7. A<strong>fuzzy</strong> value log a 1 12.<br />

; 1; 3<br />

2 ), ã14;13 =ã 2 4;13 =( 3<br />

2<br />

; 2; 5<br />

2 ), ã34;13 =( 2<br />

5<br />

; 1<br />

2<br />

2 ; 3 ), and<br />

Based on the solution algorithm, the required six steps are:<br />

Step 1: For a triangular <strong>fuzzy</strong> value log a1 12 as displayed in Fig. 7, by employing Corollary 1,<br />

is expressed as follows:<br />

log a 1 12<br />

log a 1 12 = { (log a 1 12) − 11:35782 log 1+11:35782 d 1 12 +5:67891 log(2=3)}=(−5:67891)<br />

= −0:17609013 (log a 1 12) − 2 d 1 12 +0:176091259; (6.1)<br />

where log a1 12 − log 1+d112 ¿ 0, a112 ;d112 ¿ 0.


1994 C.-S. Yu / Computers & Operations Research 29 (2002) 1969–2001<br />

Similarly, each triangular <strong>fuzzy</strong> assessment can be <strong>for</strong>mulated as given below:<br />

log a 2 12 = − 0:124940028 (log a 2 12) − 2:289237416 d 2 12 − 0:17608998; (6.2)<br />

where log a 2 12<br />

1 − log( 2 )+d212 ¿ 0, a212 ;d212 ¿ 0;<br />

log a3 12 = − 0:096910023 (log a3 12) − 1:775652326 d3 12 +0:397939017; (6.3)<br />

where log a3 12 − log 2+d3 12 ¿ 0, a3 12 ;d3 12 ¿ 0;<br />

log ae 13 = − 0:17609013 (log ae 13) − 2de 13 +0:176091259; (6.4)<br />

where log ae 13 − log 1+de 13 ¿ 0, ae 13 ;de 13 ¿ 0, <strong>for</strong> e =1; 2; 3;<br />

log ae 14 = − 0:07918001 (log ae 14) − 2:18267383 de 14 − 0:397945039; (6.5)<br />

where log a e 14<br />

1 − log( 3 )+de 14 ¿ 0, ae 14 ;de 14 ¿ 0, <strong>for</strong> e =1; 2;<br />

log a3 14 = − 0:124940028 (log a3 14) − 2:289237416 d3 14 − 0:17608998; (6.6)<br />

where log a 3 14<br />

1 − log( 2 )+d3 14 ¿ 0, a3 14 ;d3 14 ¿ 0;<br />

log ae 23 = − 0:066949999 (log ae 23) − 1:845541666 de 23 +0:544072297; (6.7)<br />

where log ae 23 − log 3+de 23 ¿ 0, ae 23 ;de 23 ¿ 0, <strong>for</strong> e =1; 2; 3;<br />

log ae 24 = − 0:17609013 (log ae 24) − 2 de 24 +0:176091259; (6.8)<br />

where log ae 12 − log 1+de 24 ¿ 0, ae 24 ;de 24 ¿ 0, <strong>for</strong> e =1; 2;<br />

log a3 24 = − 0:096910023 (log a3 24) − 1:775652326 d3 24 +0:397939017; (6.9)<br />

where log a3 24 − log 2+d3 24 ¿ 0, a3 24 ;d3 24 ¿ 0;<br />

log ae 34 = − 0:17609013 (log ae 34) − 2 de 34 +0:176091259; (6.10)<br />

where log ae 34 − log 1+de 34 ¿ 0, ae 34 ;de 34 ¿ 0, <strong>for</strong> e =1; 2;<br />

log a3 34 = − 0:096910023 (log a3 34) − 1:775652326 d3 34 +0:397939017; (6.11)<br />

where log a3 34 − log 2+d3 34 ¿ 0, a3 34 ;d3 34 ¿ 0;<br />

log ae 112 = − 0:17609013 (log ae 112) − 2 de 112 +0:176091259; (6.12)<br />

where log ae 112 − log 1+de 112 ¿ 0, ae 112 ;de 112 ¿ 0, <strong>for</strong> e =1; 2; 3;<br />

log ae 113 = − 0:17609013 (log ae 113) − 2 de 113 +0:176091259; (6.13)<br />

where log ae 113 − log 1+de 113 ¿ 0, ae 113 ;de 113 ¿ 0, <strong>for</strong> e =1; 2;<br />

log a3 113 = − 0:124940028 (log a3 113) − 2:289237416 d3 113 − 0:17608998; (6.14)<br />

where log a 3 113<br />

1 − log( 2 )+d3 113 ¿ 0, a3 113 ;d3 113 ¿ 0;<br />

log a3 123 = − 0:124940028 (log a3 123) − 2:289237416 d3 123 − 0:17608998; (6.15)<br />

where log a 3 123<br />

1 − log( 2 )+d3 123 ¿ 0, a3 123 ;d3 123 ¿ 0, <strong>for</strong> e =1; 2; 3;<br />

log a e 21j = − 0:066949999 (log a e 21j) − 1:8455416666 d e 21j +0:544072297; (6.16)


C.-S. Yu / Computers & Operations Research 29 (2002) 1969–2001 1995<br />

where log ae 21j − log 3+de 21j ¿ 0, ae 21j ;de 21j ¿ 0, <strong>for</strong> j =2; 3, and e =1; 2; 3;<br />

log ae 312 = − 0:066949999 (log ae 312) − 1:8455416666 de 312 +0:544072297; (6.17)<br />

where log ae 312 − log 3+de 312 ¿ 0, ae 312 ;de 312 ¿ 0, <strong>for</strong> e =1; 2;<br />

log a3 312 = − 0:096910023 (log a3 312) − 1:775652326 d3 312 +0:397939017; (6.18)<br />

where log a3 312 − log 2+d3 312 ¿ 0, a3 312 ;d3 312 ¿ 0;<br />

log ae 313 = − 0:066949999 (log ae 313) − 1:845541666 de 313 +0:544072297; (6.19)<br />

where log ae 313 − log 3+de 313 ¿ 0, ae 313 ;de 313 ¿ 0, <strong>for</strong> e =1; 2; 3;<br />

log ae 323 = − 0:17609013 (log ae 323) − 2 de 323 +0:176091259; (6.20)<br />

where log ae 323 − log 1+de 323 ¿ 0, ae 323 ;de 323 ¿ 0, <strong>for</strong> e =1; 2; 3;<br />

log ae 413 = − 0:096910023 (log ae 413) − 1:775652326 de 413 +0:397939017; (6.21)<br />

where log ae 413 − log 2+de 413 ¿ 0, ae 413 ;de 413 ¿ 0, <strong>for</strong> e =1; 2;<br />

log a3 413 = − 0:124940028 (log a3 413) − 2:289237416 d3 413 − 0:17608998; (6.22)<br />

where log a 3 413<br />

1 − log( 2 )+d3 413 ¿ 0, a3 413 ;d3 413 ¿ 0;<br />

log ae 423 = − 0:124940028 (log ae 423) − 2:289237416 de 423 − 0:17608998; (6.23)<br />

where log ae 423 − log 2+de 423 ¿ 0, ae 423 ;de 423 ¿ 0, <strong>for</strong> e =1; 2; 3.<br />

Step 2: In the <strong>for</strong>m of the proposed model 2, Example 4 can be <strong>for</strong>mulated as follows:<br />

⎧<br />

⎨ 4� 4� 3�<br />

Minimize<br />

(log vq − log vq<br />

⎩<br />

′ − log aeqq ′ +2 e qq ′)<br />

q=1 q ′ ¿q e=1<br />

+<br />

⎧<br />

⎨<br />

−<br />

⎩<br />

4�<br />

3�<br />

3�<br />

q=1 i=1 j¿i e=1<br />

4�<br />

4�<br />

3�<br />

q=1 q ′ ¿q e=1<br />

Subject to (6:1)–(6:23);<br />

3�<br />

(log vqi − log vqj − log ae qij +2 e ⎫<br />

⎬<br />

qij)<br />

⎭<br />

(log a e qq ′)+<br />

4�<br />

3�<br />

3�<br />

3�<br />

q=1 i=1 j¿i e=1<br />

(log ae ⎫<br />

⎬<br />

qij)<br />

⎭<br />

log vq − log vq ′ − log ae qq ′ + e qq ′ ¿ 0; log vqi − log vqj − log a e qij + e qij ¿ 0;<br />

vq;vqi;a e qq ′;ae qij; e qq ′; e qij;d e ij;d e qij ¿ 0;<br />

(q; q ′ ) ∈{(q; q ′ ) | 1 6 q¡q ′ 6 4}; (i; j) ∈{(i; j) | 1 6 i¡j6 3}:<br />

Step 3: Using Theorem 1 to obtain M 1 =2:25871, M 0 =0:9860733, and =47=(M 1 − M 0 )=<br />

37:71697:<br />

Step 4: After running on the LINDO or EXCEL, the acquired solution set is (log v1 =0:26061,<br />

log v2 =0:405622, log v3 =0, log v4 =0:21752, log v11 =0:175915, log v12 =0, log v13 =0:276157,


1996 C.-S. Yu / Computers & Operations Research 29 (2002) 1969–2001<br />

log v21 =0:476645, log v22 =0, log v23 =0, log v31 =0:476645, log v32 =0:028368, log v33 =0,<br />

log v41 =0:100242, log v42 =0:200485, log v43 =0; v1 =1:822258, v2 =2:544615, v3 =1, v4 =<br />

1:650137, v11 =1:499391, v12 =1,v13 =1:888674, v21 =2:996712, v22 =1,v23 =1,v31 =2:996712,<br />

v32 =1:0675, v33 =1, v41 =1:259627, v42 =1:586664 and v43 = 1) and the average grade of total<br />

membership functions is computed as 0.72461.<br />

Step 5: After calculating normalized the vector V ,<br />

⎡ ⎤<br />

v11 v12 v13<br />

⎢ ⎥<br />

⎢ v21 v22 v23 ⎥<br />

[v1;v2;v3;v4] ⎢ ⎥<br />

⎢ ⎥<br />

⎣ v31 v32 v33 ⎦<br />

v41 v42 v43<br />

⎡<br />

⎤<br />

0:34170 0:22789 0:43041<br />

⎢<br />

⎥<br />

⎢ 0:59974 0:20013 0:20013 ⎥<br />

=[0:25969; 0:36264; 0:14251; 0:23516] ⎢<br />

⎥<br />

⎢<br />

⎥<br />

⎣ 0:59174 0:2108 0:19746 ⎦<br />

0:32749 0:41251 0:26000<br />

=[0:467567; 0:258803; 0:27363] = [w1;w2;w3]<br />

which are the weighting scores <strong>for</strong> the candidates A, B, and C, respectively.<br />

Example 5. To demonstrate the advantages of the proposed <strong>method</strong>, let Example 5 simultaneously<br />

encounter the pair-to-pair comparison involving triangular, general concave and concave–<br />

convex mixed <strong>fuzzy</strong> estimates, interval estimates, as well as some estimates with unavailable<br />

in<strong>for</strong>mation. The <strong>fuzzy</strong> estimate ã 3 24 in Example 4 has been modi ed to an interval estimate that<br />

ranges between 3 5<br />

2 and 2 . The membership functions of <strong>fuzzy</strong> values ã124 and ã 2 24 in Example 4<br />

have been modi ed to be general concave and non-concave shaped as depicted in Figs. 5 and<br />

6, respectively.<br />

Based on the solution algorithm, the required six steps are:<br />

Step 1: Using Corollaries 2 and 3 to express the general concave and non-concave <strong>fuzzy</strong><br />

ratings, respectively,<br />

log a 1 24 =[ (log a 1 24)+14:60733d 1 24;1 +13:08556d 1 24;2 +10:81401d 1 24;3<br />

−2:90424)]=(−11:94979)<br />

= −0:083683478 (log a 1 24) − 1:222392193d 1 24;1 − 1:095045185d 1 24;2<br />

− 0:904953978d 1 24;3 +0:243036906; (6.24)<br />

where log a1 24 + d124;1 + d124;2 + d124;3 ¿ 0:17609:<br />

log a 2 24 = { (log a 2 24)+0:27839y 2 24;1 +0:04902v 2 24;1 +14:22133d 2 24;2 +10:81401d 2 24;3<br />

− 2:90425}=(−11:94979)


C.-S. Yu / Computers & Operations Research 29 (2002) 1969–2001 1997<br />

= −0:083683478 (log a 2 24) − 0:023296643y 2 24;1 − 0:004102164v 2 24;1 − 1:19009d 2 24;2<br />

− 0:904953978d 2 24;3 +0:243037743; (6.25)<br />

where y2 24;1 ¿ log a224 +(v2 24;1 − 1)M, log a224 + d224;2 + d224;3 6 0:17609, 0 6 d224;2 6 0:17609,<br />

0 6 d2 24;3 ¿ 0:17609, a224 ;y2 24;1 ¿ 0, v2 24;1 is a 0–1 variable, M is a big value.<br />

Step 2: In the <strong>for</strong>m of the proposed model 4, Example 5 is <strong>for</strong>mulated as follows:<br />

Minimize<br />

+<br />

⎧<br />

⎨<br />

⎩<br />

⎧<br />

⎨<br />

−<br />

⎩<br />

4�<br />

4�<br />

q=1 q ′ ¿q e=1<br />

4�<br />

3�<br />

3�<br />

q=1 i=1 j¿i e=1<br />

4�<br />

4�<br />

q=1 q ′ ¿q e=1<br />

3�<br />

(log vq − log vq ′ − log aeqq ′ +2 e qq ′)<br />

3�<br />

(log vqi − log vqj − log ae qij +2 e ⎫<br />

⎬<br />

qij)<br />

⎭<br />

3�<br />

(log a e qq ′)+<br />

Subject to (6:1)–(6:7); (6:10)–(6:25);<br />

4�<br />

3�<br />

3�<br />

3�<br />

q=1 i=1 j¿i e=1<br />

(log ae ⎫<br />

⎬<br />

qij)<br />

⎭<br />

log vq − log vq ′ − log ae qq ′ + e qq ′ ¿ 0; log vqi − log vqj − log a e qij + e qij ¿ 0;<br />

( 3<br />

2 ) 6 log a3 5<br />

24 6 ( 2 );vq;vqi;ae qq ′;ae e e<br />

qij; qq ′; qij;de ij;de qij ¿ 0;<br />

(q; q ′ ) ∈{(q; q ′ ) | 1 6 q¡q ′ 6 4}; (i; j) ∈{(i; j) | 1 6 i¡j6 3}:<br />

Step 3: Based on Theorem 1, the obtained M 1 is 2.05645, M 0 is 0.5751544, and value is<br />

31.72898104.<br />

Step 4: By executing the <strong>for</strong>mulated model on LINDO or EXCEL, the acquired solution set<br />

is (log v1 =0:23571, log v2 =0:41353; log v3 =0, log v4 =0:21752, log v11 =0:17592, log v12 =0,<br />

log v13 =0:27616, log v21 =0:47664, log v22 =0, log v23 =0, log v31 =0:47664, log v32 =0,<br />

log v33 =0, log v41 =0:10024, log v42 =0:20049, log v43 =0, v1 =1:72072, v2 =2:59162, v3 =1,<br />

v4 =1:65014, v11 =1:49939, v12 =1, v13 =1:88869, v21 =2:99671, v22 =1, v23 =1, v31 =2:99671,<br />

v32 =1, v33 =1, v41 =1:25963, v42 =1:58667 and v43 = 1), where the average grade of total<br />

membership functions is computed as 0.74416.<br />

Step 5: After calculating normalized the vector V ,<br />

⎡<br />

⎢<br />

[v1;v2;v3;v4] ⎢<br />

⎣<br />

v11 v12 v13<br />

v21 v22 v23<br />

v31 v32 v33<br />

v41 v42 v43<br />

⎤<br />

⎥<br />


1998 C.-S. Yu / Computers & Operations Research 29 (2002) 1969–2001<br />

Table 6<br />

The comparative results of <strong>solving</strong> Examples 4 and 5<br />

Example 4 Example 5<br />

Laarhoven et al.<br />

<strong>method</strong> [8]<br />

Buckley <strong>method</strong><br />

[3]<br />

Boender et al.<br />

<strong>method</strong> [2]<br />

Chang <strong>method</strong><br />

[4]<br />

Ruoning et al.<br />

[21]<br />

The proposed<br />

<strong>method</strong><br />

The nal scores are <strong>fuzzy</strong> values (0:227; 0:398; 0:705),<br />

(0:168; 0:313; 0:579), (0:188; 0:289; 0:504) <strong>for</strong> Candidates<br />

A, B, and C, respectively<br />

The nal scores are <strong>fuzzy</strong> values (0:233; 0:401; 0:715),<br />

(0:174; 0:332; 0:498), (0:187; 0:293; 0:476) <strong>for</strong> Candidates<br />

A, B, and C, respectively<br />

The nal scores are <strong>fuzzy</strong> values (0:30; 0:40; 0:54),<br />

(0:22; 0:31; 0:42), (0:23; 0:29; 0:52) <strong>for</strong> Candidates A, B,<br />

and C, respectively<br />

The nal scores are crisp values 0:41; 0:28; 0:25 <strong>for</strong><br />

Candidates A, B, and C, respectively<br />

The nal scores are <strong>fuzzy</strong> values (0:23; 0:42; 0:56),<br />

(0:20; 0:29; 0:43), (0:21; 0:32; 0:51) <strong>for</strong> Candidates A, B,<br />

and C, respectively<br />

In the above <strong>method</strong>s the average grades of the total<br />

membership functions are unavailable<br />

The derived scores are crisp values<br />

0:467567; 0:258803; 0:2736 <strong>for</strong> Candidates A, B,<br />

and C, respectively. The average grade of total<br />

membership functions is 0.72461<br />

⎡<br />

⎤<br />

0:34170 0:22789 0:43041<br />

⎢<br />

⎥<br />

⎢ 0:59974 0:20013 0:20013 ⎥<br />

=[0:24714; 0:37223; 0:14363; 0:23700] ⎢<br />

⎥<br />

⎢<br />

⎥<br />

⎣ 0:59974 0:20013 0:20113 ⎦<br />

0:23749 0:41252 0:25999<br />

=[0:45722; 0:26444; 0:27834] = [w1;w2;w3]<br />

Their <strong>method</strong>s cannot treat Example 5<br />

The derived scores are crisp values<br />

0:45722; 0:26444; 0:27834 <strong>for</strong> Candidates<br />

A, B, and C, respectively. The<br />

average grade of total membership<br />

functions is 0.74416<br />

which are the weighting scores <strong>for</strong> the candidates A; B; and C; respectively:<br />

The comparison analysis in <strong>solving</strong> Examples 4 and 5 between traditional <strong>fuzzy</strong> <strong>AHP</strong> <strong>method</strong>s<br />

and the proposed <strong>method</strong> are summarized in Table 6.<br />

As was already shown by many researchers [2–4,8,21,37–44], one suitable <strong>method</strong> <strong>for</strong> dealing<br />

with <strong>fuzzy</strong> <strong>AHP</strong> problems involving <strong>fuzzy</strong>, point, and interval ratings as well as some<br />

ratings without available in<strong>for</strong>mation is the <strong>fuzzy</strong> LLSM. The comparative analysis of Table 6


C.-S. Yu / Computers & Operations Research 29 (2002) 1969–2001 1999<br />

there<strong>for</strong>e focuses on this <strong>method</strong> while the other traditional <strong>fuzzy</strong> <strong>AHP</strong> <strong>method</strong>s cannot tackle<br />

this type of problems.<br />

Compared with conventional <strong>fuzzy</strong> <strong>AHP</strong> <strong>method</strong>s, numerical examples illustrate that the proposed<br />

<strong>GP</strong>-<strong>AHP</strong> <strong>method</strong> can concurrently treat the pair-to-pair comparison involving triangular,<br />

general concave and concave–convex mixed <strong>fuzzy</strong> estimates. By encompassing the trade-o<br />

consideration of optimizing <strong>decision</strong>-makers’ <strong>group</strong> inconsistency as well as individual opinion,<br />

the proposed <strong>method</strong> directly treats the interactions among the <strong>fuzzy</strong> variables and the<br />

<strong>decision</strong>-makers. The extracted corresponding priority vector there<strong>for</strong>e best re ects an overall<br />

preference and is progressively less sensitive and vulnerable to con icting judgments.<br />

7. Conclusions<br />

Due to the di culty that a <strong>decision</strong>-maker faces in precisely assessing the relative importance<br />

of two objectives, this study extends <strong>AHP</strong> practical applications to tackle a broader range of<br />

<strong>fuzzy</strong> problems by developing a separable linear expression to represent general triangular, concave,<br />

convex, and concave–convex mixed vague ratings. Since the developed solution algorithm<br />

is simple and the problem <strong>for</strong>mulation means is distinct, a user-friendly computer program can<br />

be easily developed to handle simple yet time-consuming linearization calculations. Moreover,<br />

many prevailing software packages like LINDO [35] or EXCEL [36] can conveniently compute<br />

the <strong>for</strong>mulated models. As a result, the generated priority vector of the proposed <strong>method</strong> allows<br />

the <strong>decision</strong>-maker to per<strong>for</strong>m sensitivity analysis. Hence, the proposed <strong>method</strong> is a promising<br />

and attractive alternative to the current <strong>fuzzy</strong> <strong>AHP</strong> <strong>method</strong>s.<br />

Acknowledgements<br />

This research is supported by the National Science Council of the Republic of China under<br />

contract NSC 89-2416-H-158-008.<br />

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Chian-Son Yu is an Associate Professor in the Department of In<strong>for</strong>mation Management at Shih Chien University,<br />

Taipei. His research interests and publications are in the areas of <strong>fuzzy</strong> programming, fractional programming,<br />

robust programming, and global supply chain management. He received his Ph.D. in In<strong>for</strong>mation Management from<br />

National Chiao Tung University, Taiwan.

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