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对多目标决策问题 ,引进多目标决策问题的理想点、多目标决策问题的负理想点和任意可行解对应的的目标向量的概念 ;然后将多目标决策问题的理想点、多目标决策问题的负理想点和任意可行解对应的的目标向量标准化 ;再利用 AHP法计算目标函数的权重向量 ;考虑权重后 ,定义任意可行解对应的目标向量的标准化向量到理想点的标准化向量 (和负理想点的标准化向量 )的加权距离 ,从而引进目标向量与理想点的相对目标接近度概念 ,进而提出了一种基于相对目标接近度的多目标决策方法 .并应用该方法对投资组合问题进行决策
For the multi-objective decision-making problem, this paper introduces the ideal point of multi-objective decision-making problem, the negative ideal point of multi-objective decision-making problem and the objective vector of any feasible solution. Then, the ideal point of multi-objective decision- Negative ideal point and any feasible solution; then the AHP method is used to calculate the weight vector of the objective function; after the weights are considered, the normalized vector of the target vector corresponding to any feasible solution is defined to the normalized vector of the ideal point (and the negative ideal Point normalization vector), so as to introduce the concept of relative target proximity between target vector and ideal point, then a multi-objective decision-making method based on relative target proximity is proposed, and this method is used to make decision on investment portfolio