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User-Oriented Methodology and Techniques of Decision Analysis and Support: Proceedings of the International IIASA Workshop Held in Serock, Poland, September 9–13, 1991 PDF

308 Pages·1993·8.495 MB·English
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Lecture Notes in Economics and Mathematical Systems 397 Founding Editors: M. Beckmann H. P. Kiinzi Editorial Board: H. Albach, M. Beckmann, P. Dhrymes, G. Feichtinger, W. Hildenbrand W. Krelle, H. P. Kiinzi, K. Ritter, U. Schittko, R. Selten Managing Editors: Prof. Dr. G. Fandel Fachbereich Wirtschaftswissenschaften Femuniversitat Hagen Feithstr. 140/AVZ II, W-5800 Hagen 1, FRG Prof. Dr. W. Trockel Institut fiir Mathematische Wirtschaftsforschung (lMW) Universitat Bielefeld Universitatsstr. 25, W-4800 Bielefeld 1, FRG Jaap Wessels Andrzej P. Wierzbicki (Eds.) User-Oriented Methodology and Techniques of Decision Analysis and Support Proceedings of the International IIASA Workshop Held in Serock, Poland, September 9-13, 1991 Springer-Verlag Berlin Heidelberg GmbH Editors Prof. Dr. Jaap Wessels Technical University Eindhoven Department of Mathematics and Computing Science p.a. Box 5/3 5600 MB Eindhoven, The Netherlands Prof. Dr. Andrzej Piotr Wierzbicki Institute of Automatic Control Warsaw University of Technology Nowowiejska 15/19 00-665 Warsaw, Poland ISBN 978-3-540-56382-2 ISBN 978-3-662-22587-5 (eBook) DOl 10.1007/978-3-662-22587-5 This work is subject to copyright. All rights are reserved, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, re-use of illustrations, recitation, broadcasting, reproduction on microfilms or in any other way, and storage in data banks. Duplication of this publication or parts thereof is permitted only under the provisions of the German Copyright Law of September 9, 1965, in its current version, and permission for use must always be obtained from Springer-Verlag. Violations are liable for prosecution under the German Copyright Law. © Springer-Verlag Berlin Heidelberg 1993 Originally published by International Institute for Applied Systems Analysis, LaxenburglAustria in 1993. Typesetting: Camera ready by author/editor 42/3140-543210 -Printed on acid-free paper Preface: User-Oriented Decision Support Over the last 10 years great progress has been made in integrating different types of decision aids in decision support systems (DSS). In this development the International Institute for Applied Systems Analysis (IIASA) played an important role with its own research in the System and Decision Sciences program, and particularly, by organizing a series of meetings on this topic in close cooperation with research institutes in countries where there is a National Member Organization. A broader public has been informed about the progress made via the publication of all the proceedings of previous meetings by Springer-Verlag in the series of Lecture Notes on Economics and Mathematical Systems. These previous mettings took place in Austria (1983, Lecture Notes volume 229), Hungary (1984, volume 248), Germany (1985, volume 273), Japan (1986, volume 286), Bulgaria (1987, volume 337), USSR (1988, volume 351), and Finland (1989, volume 356). The present volume reports on the proceedings of the next meeting in this sequence which took place in Serock near Warsaw, Poland, on September 9-13, 1991. For the organization, IIASA cooperated with the Institute of Automatic Control of Warsaw Uni versity of Technology and with the Systems Research Institute of the Polish Academy of Sciences. The meeting was co-sponsored by the Committee of Automatics and Robotics of the Polish Academy of Sciences. A grant from the Polish Ministry of Education helped substantially in making the meeting possible. An important reason for organizing this meeting in Poland was the fact that the group of Polish researchers working on the theory, methodology, and tools for interactive decision analysis and support has always been very active. The Polish group contributed substantially to all previous meetings and, over the years, the group has cooperated intensively with IIASA. A separate volume in this Lecture Notes Series (volume 331) documents the Polish activities in decision analysis and support. The meeting in Serock was also an occasion for reviewing the results of a cooperative research agreement of IIASA with several Polish research institutes working in this field. Several of these results are presented in this volume. The title of the volume (and of the workshop) stresses an important tendency in the development of decision support tools: the final users are placed more and more in the center of the deliberations. There might be several types of users of decision support systems: analysts, policy advisers, operational officers, modellers encoding their expertise in substantive models, groups of negotiators, and even sometimes actual decision makers. For all of them it is important that the particular decision support system is customized to their needs and this in turn requires that the decision support system is developed with the active participation of the different groups of future users. As a result, compromises can be made between the demand for flexibility, on the one hand, and easiness of use, on VI the other. The resulting decision support system should stress the stages of the decision process in which the users are most interested and should include in its graphic interface those symbols and representations with which the user is accustomed to work and which stimulate his or her creativity. In this respect it is important to remember that decision support systems have various tasks: not only to help in choosing sensible decisions and in comparing the effects of different decisions but also to help the user in sharpening his/her intuition and in searching for new options and approaches. The above-mentioned postulates are accepted guidelines for development rather than accomplished goals, which can be seen from the papers from the Workshop; however, the title of the Workshop was selected to present a challenge and future guidelines. Some papers presented responded to this challenge, and several fine contributions to this theme - on constructing user interfaces, on organizing intelligent DSS, on modifying theory and tools in response to user needs - are included in this volume. Another major trend indicated by some papers in this volume is an emerging connec tion between tools and software environments for modelling and for decision support. A DSS, to be useful, must contain knowledge about substantive aspects of decision situations encoded in the form of either logical models (as in expert systems) or analytical models; the latter are more diversified and there exists a highly developed methodology and art of modelling. However, in order to easily incorporate such models in modern decision support systems, new collections of tools and more flexible, modular software environ ments must be developed. This trend was strongly indicated in our papers (the editors of this volume), as well as several other papers. In order to make the DSS friendly for the final user, we must also make the model base friendly for modellers and analysts. This is important since it is the expertise and knowledge of various users (experts, modellers, analysts, as well as the final user), encoded ultimately in the DSS, which will determine on the final usefulness of the system. There were also some other interesting directions indicated by the papers from the Workshop. This volume contains 26 papers selected from Workshop presentations. The papers are subdivided in two major parts. The first part is devoted to the methodology of decision analysis and support and related theoretical developments; the second part reports on the development of tools - algorithms, software packages - for decision support as well as on their applications. The first part starts with the paper by Wessels (one of the editors) on the relations between the problem specification and further mathematical analysis in decision support systems, concentrating on an example of a new approach for specifying goods flow sit uations for decision support. This is followed by five papers on various aspects of DSS methodology - group and bargaining decision situations, utility-based models in intelli gent decision support, combining rule-based and analytical approaches, special min/max graphs useful in the organization of a decision process, and graphical user interfaces. The next group of papers represents contributions to established areas of decision analysis: multiple criteria optimization, and decision theory. Three of the papers con- vu tribute to such important topics in multi-criteria optimization as parametric approxi mations of the efficient frontier, dynamic multi-criteria optimization, and quantitative analysis of properly Pareto-optimal solutions. The next five present contributions to the study of preference structures in decision theory: the problem of linear approximations of preference structures, smooth relations in such structures, pairwise comparisons, interval specification of tradeoffs, and a consistent ordering of the importance of criteria. The second part begins with a paper by Wierzbicki (one of the editors), reflecting on the issues of classification of decision support systems, reviewing Polish contributions to this field, and representing a methodological perspective on the requirements for modern analytical modelling for decision support. This is followed by two more theoretical papers on DSS tools: analytic centers in nondifferentiable optimization algorithms for DSS and methods of classification by rough set theory. The next five papers concentrate on software tools for decision support. They start with a difficult problem of representing two-dimensional irregular shapes in a graphic user interface. This paper is followed by tutorials on two well-developed and useful software packages: DINAS for interactive multi-criteria network analysis and HYBRID for multi objective linear and quadratic dynamic modelling and optimization. Two other software packages are also represented: RZtools for building interactive systems and a collection of algorithms for multi-objective optimization. The last paper in this group presents the ICeS package for supporting interactive multi-attribute choice. The last group of four papers on applications of decision support tools starts with a presentation of engineering applications of interactive multi-objective programming. This is followed by a paper on modelling social resource allocations for decision support. Another one reports in detail on an application of decision support and multi-objective optimization in the management of meat-processing production. Finally, an important area of applications is indicated by a report on decision support in competitive selection of R&D projects. We would like to thank the authors for their contributions and all participants in the Workshop in Serock for their part in the discussions. We are grateful for the support of the organizing and sponsoring institutes. Finally, we hope that this volume not only will find interest in the growing community of researchers working on decision analysis and support but also will stimulate new research in this field. Jaap Wessels A ndrzej P. Wierzbicki Table of Contents Part A: Methodology of Decision Analysis and Support 1 Decision Systems: The Relation Between Problem Specification 2 and Mathematical Analysis J. Wessels AI. DSS Methodology Some New Results in Interactive Approach to Multicriteria Bargaining 21 L. [{ruB and P. Bronisz A Configuration of Intelligent Decision Support Systems 35 for Strategic Use: Concepts and Demonstrations for Group Decision Making F. Seo and I. Nishizaki Interactive Multicriteria Decision Support: 48 Combining Rule-based and Numerical Approaches K. Fedra, C. Zhao, and L. Winkelbauer Application of min/max Graphs in Decision Making 65 E. Nawarecki and G. Dobrowolski Graphical Interaction in Multi-Criteria Decision Support 79 Some Implementation Issues R. Veischera and H. Walterscheid x A2. Multiple Criteria Optimization and Decision Theory Parametric Programming Approaches to Local Approximations 88 of the Efficient Frontier J. Granat Methods of Dynamic Multi-Criteria Problem Solutions 101 and Their Applications v. A. Goreiik Quantitative Pareto Analysis and the Principle 112 of Background Computations l. J{a liszewski Applications of Linear Approximation Structures 121 to the Description of Linear Preference Structures J. G. Pachon and S. Rios-Insua Smooth Relations in Multiple Criteria Programming 130 V. I. Borzenko and M. V. Polyashuk Pairwise Comparisons in Decision Support 137 for Multicriteria Choice Problems J. Majchrzak Interval Value Tradeoffs Methodology and Techniques 144 of Multi-Criteria Decision Analysis V. P. Berman, G. Y. Naumow, and V. V. Podinovskii Problems with Importance-Ordered Criteria 150 V. V. Podinovskii Xl Part B: SDS Tools and Applications 157 Types of Decision Support Systems and Polish Contributions 158 to Their Development A. P. Wierzbicki Bl. Tools An Application of the Analytic Centers to a Generic 176 Nondifferentiable Minimization Problem A. Altman Classification Support Based on the Rough Sets Theory 185 J. Stefanowski An Interactive Program for Defining Two-Dimensional 193 Irregular Figures for Decision Support Cutting System J. Blaiewicz, M. Drozdowski, A. Piechowiak and R. Walkowiak DIN AS Dynamic Interactive Network Analysis System: 209 A Tutorial Example W. Ogryczak, I<. Studzinski, and I<. Zorychta HYBRID: Multicriteria Linear Programming System 223 for Computers under DOS and Unix M. Makowski and J. Sosnowski Intelligent Software Tools for Building Interactive Systems 234 R. Kaltinska and Z. Petrov Software Tools for Multi-Criteria Programming 247 V. Vassilev, A. T. Atanassov, V. Sgurev, M. Kichovich, A. Deianov, and M. Kirilov

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