José Rui Figueira

José Rui Figueira
Technical University of Lisbon | UTL · Centre for Management Studies (CEG-IST)

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113
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Publications

Publications (113)
Article
A great majority of methods designed for Multiple Criteria Decision Aiding (MCDA) assume that all assessment criteria are considered at the same level, however, decision problems encountered in practice often impose a hierarchical structure of criteria. The hierarchy helps to decompose complex decision problems into smaller and manageable subtasks,...
Article
In this article, we consider bi-dimensional knapsack problems with a soft constraint, i.e., a constraint for which the right-hand side is not precisely fixed or uncertain. We reformulate these problems as bi-objective knapsack problems, where the soft constraint is relaxed and interpreted as an additional objective function. In this way, a sensitiv...
Article
Full-text available
Multiobjective combinatorial optimization problems are known to be hard problems for two reasons: their decision versions are often NP-complete, and they are often intractable. Apart from this general observation, are there also variants or cases of multiobjective combinatorial optimization problems that are easy and, if so, what causes them to be...
Article
Abstract In this paper we propose an improved version of a core based algorithm for the multi-objective extension of one of the most well-known combinatorial optimization problems, the multi-dimensional knapsack problem. The original algorithm was designed only for bi-objective problems combining an extension of the core concept and a branch-and-bo...
Article
In this paper, we deal with the bi-objective non-convex combined heat and power (CHP) planning problem. A medium and long term planning problem decomposes into thousands of single period (hourly) subproblems and dynamic constraints can usually be ignored in this context. The hourly subproblem can be formulated as a mixed integer linear programming...
Article
The hypervolume subset selection problem consists of finding a subset, with a given cardinality k, of a set of nondominated points that maximizes the hypervolume indicator. This problem arises in selection procedures of evolutionary algorithms for multiobjective optimization, for which practically efficient algorithms are required. In this article,...
Article
Multi-Objective Combinatorial Optimization (MOCO) problems, apart from being notoriously difficult and complex to solve in reasonable computational time, they also exhibit high levels of instability in their results in case of uncertainty, which often deviate far from optimality. In this work we propose an integrated methodology to measure and anal...
Article
Motivated by a proposal of the local authority for improving the existing healthcare system in the Parana State in Brazil, this article presents an optimization-based model for developing a better system for patients by aggregating various health services offered in the municipalities of Parana into some microregions. The problem is formulated as a...
Article
Many water supply systems in Brazil have serious problems related to the high index of water losses, which provokes financial and environmental impacts. This is an immediate consequence of an inadequate maintenance plan, allied to natural and budgetary constraints. In addition, in these types of problems it is commonplace to consider the opinions o...
Article
This paper presents two new dynamic programming (DP) algorithms to find the exact Pareto frontier for the bi-objective integer knapsack problem. First, a property of the traditional DP algorithm for the multi-objective integer knapsack problem is identified. The first algorithm is developed by directly using the property. The second algorithm is a...
Article
Full-text available
Inverse multi-objective combinatorial optimization consists of finding a minimal adjustment of the objective functions coefficients such that a given set of feasible solutions becomes efficient. An algorithm is proposed for rendering a given feasible solution into an efficient one. This is a simplified version of the inverse problem when the cardin...
Article
Full-text available
This paper presents several methodological and algorithmic improvements over a state-of-the-art dynamic programming algorithm for solving the bi-objective {0,1} knapsack problem. The variants proposed make use of new definitions of lower and upper bounds, which allow a large number of states to be discarded. The computation of these bounds are base...
Article
This paper deals with stability analysis in multi-objective combinatorial optimization problems. The stability radius of an efficient solution is defined as the maximal adjustment of the problem parameters such that this solution remains efficient. An algorithm based on inverse optimization is proposed to compute it. The adjustment is limited to th...
Article
Many real-world decision-making situations possess both a discrete and combinatorial structure and involve the simultaneous consideration of conflicting objectives. Problems of this kind are in general of large size and contains several objectives to be “optimized”. Although Multiple Objective Optimization is a well-established field of research, o...
Article
The successful application of the real-coded differential evolution (DE) to a wide range of real-valued problems has motivated researchers to investigate its potentiality to integer and discrete valued problems. In most of such works, a real-valued solution is converted into a desired integer-valued solution by applying some posterior decoding mech...
Article
This paper deals with the multicriteria 0-1 knapsack problem (KP) with kk-min objectives (MkMIN-KP) in which the first objective is of classical sum type and the remaining objectives are kk-min objective functions. The kk-min objectives are ordinal objectives, aiming at the maximization of the kk th smallest objective coefficient in any feasible kn...
Article
Full-text available
The inverse {0,1}-knapsack problem consists of finding a minimal adjustment of the profit vector such that a given feasible set of items becomes an optimal solution. In this paper, two models are considered. In the first, the adjustment is measured by the Chebyshev norm. A pseudo-polynomial time algorithm is proposed to solve it. In the second, the...
Article
We present main characteristics of ELECTRE (ELimination Et Choix Traduisant la REalité ‐ ELimination and Choice Expressing the REality) family methods, designed for multiple criteria decision aiding. These methods use as a preference model an outranking relation on the set of actions—it is constructed in result of concordance and nondiscordance tes...
Article
This study addresses the issue of scheduling medical treatments for resident patients in a hospital. Schedules are made daily according to the restrictions on medical equipment and physicians who are being assigned at the same time. The problem is formulated as a multi-objective binary integer programming (BIP) model. Three types of metaheuristics...
Article
There is still a big question to the community of multi-objective optimization: how to compare effectively the performances of multi-objective stochastic optimizers? The existing metrics suffer from different drawbacks to address this question. In this article, three convergence-based M-ary cardinal metrics are proposed, based on different forms of...
Article
This paper studies a group of basic state reduction based dynamic programming (DP) algorithms for the multi-objective 0–1 knapsack problem (MKP), which are related to the backward reduced-state DP space (BRDS) and forward reduced-state DP space (FRDS). The BRDS is widely ignored in the literature because it imposes disadvantage for the single objec...
Article
This paper presents Electre Tri-nC, a new sorting method which takes into account several reference actions for characterizing each category. This new method gives a particular freedom to the decision maker in the co-construction decision aiding process with the analyst to characterize the set of categories, while there is no constraint for introdu...
Article
The paper focuses on a case study of delineating census tracts (CTs) in the Census Metropolitan area of London, Ontario, Canada. The procedure for defining the actual pattern of CTs by a local committee and Statistics Canada has involved such consideration as the compactness of CTs and their population-based and area-based uniformity as well as som...
Article
In this paper, a permutation-based genetic algorithm (GA) is applied to the NP-hard problem of arranging a number of facilities on a line with minimum cost, known as the single row facility layout problem (SRFLP). The GA individuals are obtained by using some rule-based as well as random permutations of the facilities, which are then improved towar...
Article
The graph partitioning is usually tackled as a single-objective optimization problem. Moreover, various problem-specific versions of different algorithms are proposed for solving this integer-valued problem, thus confusing practitioners in selecting an effective algorithm for their instances. On the other hand, although various metaheuristics are c...
Article
The successful application of particle swarm optimization (PSO) to various real-valued problems motivates to develop some integer-coded versions of PSO for working directly with integer and discrete variables of a problem. However, in most of such works, actually a real-valued solution is just converted into a desired integer-valued solution by app...
Article
The aim of this paper is to apply an informatics tool for dealing with a medical decision aiding problem to help infertile couples to become parents, when using assisted reproduction. A multiple criteria decision aiding method for sorting or ordinal classification problems, called Electre Tri-C, was chosen in order to assign each couple to an embry...
Chapter
Full-text available
Within disaggregation–aggregation approach, ordinal regressionaims at inducing parameters of a preference model, for example, parameters of a value function, which represent some holistic preference comparisons of alternatives given by the Decision Maker (DM). Usually, from among many sets of parameters of a preference model representing the prefer...
Article
In this paper, a new sorting method, following a decision aiding constructive approach, is proposed. This method is called Electre Tri-C. As a sorting method, a set of categories must be defined to represent the way in which the actions that are going to be assigned to each of them should further be processed. This method is appropriate to deal wit...
Article
http://dx.doi.org/10.1007/978-3-540-92828-7_3 We present main characteristics of ELECTRE family methods, designed for multiple criteria decision aiding. These methods use as a preference model an outranking relation in the set of actions – it is constructed in result of concordance and non-discordance tests involving a specific input preference inf...
Conference Paper
The successful application of differential evolution(DE) algorithms to various real-valued problems encourages to develop some integer-coded versions of DE for working directly with integer and discrete variables of a problem. However, in most of those works, actually a real-valued solution is just converted into a desired integer-valued solution b...
Book
Dynamic MCDM, Habitual Domains and Competence Set Analysis for Effective Decision Making in Changeable Spaces.- The Need for and Possible Methods of Objective Ranking.- Preference Function Modelling: The Mathematical Foundations of Decision Theory.- Robustness in Multi-criteria Decision Aiding.- Preference Modelling, a Matter of Degree.- Fuzzy Sets...
Article
This paper presents an extension of the comprehensive (overall) concordance index of ELECTRE methods, which takes the interaction between criteria into account. In real-world decision-aiding situations, it is reasonable to consider only the interaction between a small number of criterion pairs. Three types of interaction have been considered: mutua...
Article
Full-text available
In this paper we present a primal-dual interior-point algorithm to solve a class of multi-objective network flow problems. More precisely, our algorithm is an extension of the single-objective primal-dual infeasible and inexact interior point method for multi-objective linear network flow problems. A comparison with standard interior point methods...
Article
We present a method called Generalized Regression with Intensities of Preference (GRIP) for ranking a finite set of actions evaluated on multiple criteria. GRIP builds a set of additive value functions compatible with preference information composed of a partial preorder and required intensities of preference on a subset of actions, called referenc...
Article
The paper by Wang and Triantaphyllou [Ranking irregularities when evaluating alternatives by using some ELECTRE methods. Omega, 2008; 36(1): 45-63] (W & T) pinpoints in an interesting way some limitations of ELECTRE II and III methods. The objective of this note is to draw the attention of the reader to a different philosophy of interpreting the re...
Article
Full-text available
ELECTRE TRI is a multiple criteria decision aiding sorting method with a history of successful real-life applications. In ELECTRE TRI, values for certain parameters have to be provided. We propose a new method, SMAA-TRI, that is based on stochastic multicriteria acceptability analysis (SMAA), for analyzing the stability of such parameters. The stab...
Chapter
Full-text available
In this chapter, we present a new interactive procedure for multiobjective optimization, which is based on the use of a set of value functions as a preference model built by an ordinal regression method. The procedure is composed of two alternating stages. In the first stage, a representative sample of solutions from the Pareto optimal set (or from...
Article
On propose dans cet article une nouvelle méthode qui s’insère dans la famille Electre. Elle permet de traiter les problèmes de tri ordinaux lorsque les catégories sont définies par des actions de référence centrales et non pas des profils limites. Nous avons appelé cette nouvelle méthode Electre Tri-C. La méthode appelée jusqu’à présent Electre Tri...
Article
Full-text available
Various stakeholders are increasingly interested in the potential toxicity and other risks associated with nanomaterials throughout the different stages of a product’s life cycle (e.g., development, production, use, disposal). Risk assessment methods and tools developed and applied to chemical and biological materials may not be readily adaptable f...
Article
Full-text available
Stochastic multicriteria acceptability analysis (SMAA) comprises a family of multiple criteria decision-aiding (MCDA) methods for problems including incomplete, imprecise, and uncertain information. Methods of the family allow solving MCDA problems of various types. Even though the methods have been applied in the past in various real-life decision...
Conference Paper
Full-text available
The graph partitioning problem has numerous applications in various scientific fields. It usually involves the effective partitioning of a graph into a number of disjoint sub-graphs/zones, and hence becomes a combinatorial optimization problem whose worst case complexity is NP-complete. The inadequacies of exact methods, like linear and integer pro...
Conference Paper
Full-text available
In this chapter we present a new interactive procedure for multiobjective optimization, which is based on the use of a set of value functions as a preference model built by an ordinal regression method. The procedure is composed of two alternating stages. In the first stage, a representative sample of solutions from the Pareto optimal set (or from...
Article
Full-text available
Districting problems are of high importance in many different fields. Multiple criteria models seem a more adequate representation of districting problems in real-world situations. Real-life decision situations are by their very nature multidimensional. This paper deals with the problem of partitioning a territory into “homogeneous” zones. Each zon...
Article
This paper deals with the problem of inaccuracy of the solutions generated by metaheuristic approaches for combinatorial optimization bi-criteria {0, 1}-knapsack problems. A hybrid approach which combines systematic and heuristic searches is proposed to reduce that inaccuracy in the context of a scatter search method. The components of this method...
Article
Full-text available
ELECTRE TRI is a multiple criteria decision aiding sorting method with a history of successful real-life applications. ELECTRE TRI requires as input several parameters, such as criteria weights, thresholds, category profiles, and lambda cutting level. We propose the SMAA-TRI method for analyzing the stability of ELECTRE TRI analysis and for derivin...
Article
Full-text available
Sorting models consist in assigning alternatives evaluated on several criteria to ordered categories. To implement such models it is necessary to set the values of the preference parameters used in the model. Rather than fixing the values of these parameters directly, a usual approach is to infer these values from assignment examples provided by th...
Article
In this paper, we present an aggregate production planning (APP) model applied to a Portuguese firm that produces construction materials. A multiple criteria mixed integer linear programming (MCMILP) model is developed with the following performance criteria: (1) maximize profit, (2) minimize late orders, and (3) minimize work force level changes....
Article
This paper presents a scatter search (SS) based method for finding a good approximation of the non-dominated frontier for large size bi-criteria {0,1}-knapsack instances. The method follows the usual structure of SS: (1) diversification, (2) improvement, (3) reference set update, (4) subset generation, and (5) solution combination. For each compone...
Article
Annals of Operations Research, Volume 147, Number 1 / octobre 2006. ISSN 0254-5330
Article
The most efficient algorithms for solving the single-criterion {0,1}-knapsack problem are based on the concept of core, i.e., a small number of relevant variables. But this concept goes unnoticed when more than one criterion is taken into account. The main purpose of the paper is to check whether or not such a set of variables is present in bi-crit...
Article
Purpose – To propose a multi-criteria approach for ranking the performance of the economic sectors of the Portuguese economy and to identify the most attractive sectors. Design/methodology/approach – A multi-criteria approach using ELECTRE III and SRF software for eliciting the weights of criteria is used to solve the ranking problem statement. Fin...
Book
We present an overview of the current state of multiple criteria decision-making (MCDM) decision support software. Many approaches have been proposed in the literature to solve multiple criteria decision-making problems, and there is an abundance of software that implements these approaches. Much of the software is still quasi-experimental, develop...
Chapter
Full-text available
This paper offers a brief and nontechnical introduction to the use of conjoint measurement in multiple criteria decision making. The emphasis is on the, central, additive value function model. We outline its axiomatic foundations and present various possible assessment techniques to implement it. Some extensions of this model, e.g. nonadditive mode...
Chapter
We provide an introduction to the use of interactive methods in multiple objective programming. We focus on discussing the principles to implement those methods. Our purpose is not to review existing procedures, but some examples are picked to illustrate the main ideas behind those procedures. Furthermore, we discuss two available software systems...
Chapter
Full-text available
Over the last three decades a large body of research in the field of ELECTRE family methods appeared. This research has been conducted by several researchers mainly in Europe. The purpose of this chapter is to present a survey of the ELECTRE methods since their first appearance in mid-sixties, when ELECTRE I was proposed by Bernard Roy and his coll...
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Full-text available
We present the methodology of Multiple-Criteria Decision Aiding (MCDA) based on preference modelling in terms of “if. ⋯, then ⋯” decision rules. The basic assumption of the decision rule approach is that the decision maker (DM) accepts to give preferential information in terms of examples of decisions and looks for simple rules justifying her decis...
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Full-text available
This chapter aims at a unified presentation of various methods of MCDA based on fuzzy measures (capacity) and fuzzy integrals, essentially the Choquet and Sugeno integral. A first section sets the position of the problem of multicriteria decision making, and describes the various possible scales of measurement (cardinal unipolar and bipolar, and or...
Chapter
Full-text available
UTA methods refer to the philosophy of assessing a set of value or utility functions, assuming the axiomatic basis of MAUT and adopting the preference disaggregation principle. UTA methodology uses linear programming techniques in order to optimally infer additive value/utility functions, so that these functions are as consistent as possible with t...
Chapter
We present our view of the state of the art in multiobjective programming. After an introduction we formulate the multiobjective program (MOP) and define the most important solution concepts. We then summarize the properties of efficient and nondominated sets. In Section 4 optimality conditions are reviewed. The main part of the chapter consists of...
Chapter
The interaction between a complex socio-economic environment and the extremely fast pace of development of new telecommunication technologies and services justifies the interest in using multicriteria evaluation in decision making processes associated with several phases of network planning and design. Based on an overview of current and foreseen e...
Chapter
Many MCDA models are based on essentially deterministic evaluations of the consequences of each action in terms of each criterion, possibly subjecting final results and recommendations to a degree of sensitivity analysis. In many situations, such an approach may be justified when the primary source of complexity in decision making relates to the mu...
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Full-text available
MACBETH (Measuring Attractiveness by a Categorical Based Evaluation Technique) is a multicriteria decision analysis approach that requires only qualitative judgements about differences of value to help an individual or a group quantify the relative attractiveness of options. This chapter presents an up-to-date survey of the mathematical foundations...
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Full-text available
In this chapter we survey several approaches to derive a recommendation from some preference models for multiple criteria decision aid. Depending on the specificities of the decision problem, the recommendation can be a selection of the best alternatives, a ranking of these alternatives or a sorting. We detail a sorting procedure for the assignment...
Chapter
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