Insights into weighted sum sampling approaches for multi-criteria decision making problems

Williams, Aled ORCID: 0000-0001-7695-946X and Cai, Yilun (2025) Insights into weighted sum sampling approaches for multi-criteria decision making problems. WSEAS Transactions on Mathematics, 24. pp. 327-346. ISSN 1109-2769

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Abstract

In this paper we explore several approaches for sampling weight vectors in the context of weighted sum scalarisation approaches for solving multi-criteria decision making (MCDM) problems. This established method converts a multi-objective problem into a (single) scalar optimisation problem. It does so by assigning weights to each objective. We outline various methods to select these weights, with a focus on ensuring computational efficiency and avoiding redundancy. The challenges and computational complexity of these approaches are explored and numerical examples are provided. The theoretical results demonstrate the trade-offs between systematic and randomised weight generation techniques, highlighting their performance for different problem settings. These sampling approaches will be tested and compared computationally in an upcoming paper.

Item Type:	Article
Official URL:	https://wseas.com/journals/articles.php?id=10492
Additional Information:	© 2025 The Author(s)
Divisions:	Mathematics
Subjects:	Q Science > QA Mathematics
Date Deposited:	24 Jun 2025 10:00
Last Modified:	24 Jun 2025 16:03
URI:	http://eprints.lse.ac.uk/id/eprint/128546

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