Notes on 'hit-and-run enables efficient weight generation for simulation-based multiple criteria decision analysis'

G van Valkenhoef, TP Tervonen, D Postmus

Research output: Contribution to journalArticleAcademicpeer-review

34 Citations (Scopus)

Abstract

In our previous work published in this journal, we showed how the Hit-And-Run (HAR) procedure enables efficient sampling of criteria weights from a space formed by restricting a simplex with arbitrary linear inequality constraints. In this short communication, we note that the method for generating a basis of the sampling space can be generalized to also handle arbitrary linear equality constraints. This enables the application of HAR to sampling spaces that do not coincide with the simplex, thereby allowing the combined use of imprecise and precise preference statements. In addition, it has come to our attention that one of the methods we proposed for generating a starting point for the Markov chain was flawed. To correct this, we provide an alternative method that is guaranteed to produce a starting point that lies within the interior of the sampling space.
Original languageEnglish
Pages (from-to)865-867
Number of pages3
JournalEuropean Journal of Operational Research
Volume239
Issue number3
DOIs
Publication statusPublished - 2014

Research programs

  • EUR ESE 32

Fingerprint

Dive into the research topics of 'Notes on 'hit-and-run enables efficient weight generation for simulation-based multiple criteria decision analysis''. Together they form a unique fingerprint.

Cite this