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ANP
黃日鉦
東吳大學資訊管理學系
The Theoretical Foundation of the AHP
Analytic hierarchy process (AHP) was
proposed by Saaty (1977, 1980) to model
subjective decision-making processes in a
hierarchical system.
The applications of AHP can refer to
corporate planning, portfolio selection, and
benefit/cost analysis by government agencies
for resource allocation purposes.
All decision problems are considered as a
hierarchical structure in the AHP
The general form of the AHP
The main four steps of the AHP
Intensity 1 3 5 7 9 2,4,6,8
Saaty (1980) suggested that the value of the C.I. should not exceed 0.1 for a
confident result. On the other hand, the C.R. can be calculated as:
C .I .
C.R. ,
R.I .
where R.I. refer to an random consistency index which is derived from a large
sample of randomly generated reciprocal matrices using the scale
1/ 9,1/ 8, ,1, ,8,9.
The R.I. with respect to different size matrix is shown as
Number of
elements 3 4 5 6 7 8 9 10 11 12 13
R.I. 0.52 0.89 1.11 1.25 1.35 1.40 1.45 1.49 1.51 1.54 1.56
The C.R. should be under 0.1 for a reliable result, and 0.2 is the maximum
tolerated level.
Cogger and Yu’s method
Let
aij if j i,
T [tij ]nn , where tij
0 otherwise.
Define the upper triangular matrix
wij if j i,
U [uij ]nn , where uij
0 otherwise.
Let D be the diagonal matrix
n i 1 if j = i,
D [ dij ]nn , where dij
0 otherwise.
From the above equations, we see that
Uw Dw, and ( D 1U I ) w 0.
1 0 0 1 w
n 12 w1n 0
0 1 0 0 1 w2 n 0
( n 1 I ) , 1, 1 , ,1 .
2 n
0 0
1
0
0 0 1
1 1 1
n 1 w12 w1n
n n w1 0
1 0 1
1
1
w2 n 2 ) , where max 1.
w 0
( D U max I ) w (
n 1 n
wn 0
0 0 1 1
By incorporating the restriction of weights, we can obtain
1 n a12 a1n 1 a1n w1 0
0 2n a2 n 1 a2 n w2 0
.
0 0 1 an 1n wn 0
1 1 1 1
Inducing the above equation from bottom to top, we obtain
wn 1 an 1n wn ,
1
wn 2 (an 2 n 1wn 1 an 2 n wn ),
2
1
w1 (a12 w2 a13 w3 a1n wn ).
n 1
Mathematical programming method
For the AHP, a near consistent matrix A with a small reciprocal multiplicative
perturbation of a consistent matrix is given by:
A W E
, where denotes the Hadamard product, W [wij ]nn is the matrix of weight ratios,
and E [ ij ]nn is the perturbation matrix, where ij ji .
1
a w
n n
ij j max wi 0 and max aij w j wi ij .
j 1 j 1 j 1
On the other hand, the multiplicative perturbation can be transformed to an
additive perturbation of a consistent matrix such that
n n
wi wi
j 1 w j
ij
j 1 w j
ij , where ij is the additive perturbation.
n n
Since a
j 1
ij w j wi ij , we can rewrite the above equation as
j 1
n
wi wj n
wi n
wi
n n
ij ) and wi
(
j 1 w j
aij
wi
) (
j 1 w j
ij ) (
j 1 w j
j 1
ij (aij
j 1 wj
).
On the basis of the equations above, it can be seen that max= n if and only if all
ij = 1 or ij = 0, which is equivalent to having all aij wi w j
, indicates the consistent situation.
Therefore, the problem of finding weights and C.I. in the AHP
is equivalent to solving the following mathematical
programming problem
n n
wi 2
min (aij ) ,
i 1 j 1 wj
n
s.t. w
i 1
i 1, wi 0.
Applications and Limitations of the
AHP
Example (Saaty, 1996). A family of average
income wanted to buy a house and identified eight
criteria, that were important for them to select a
best house.
SIZE- Size of house
TRANS- Transportation
NGHBRHD- Neighborhood
AGE- Age of house
YARD- Yard space
MOD- Modern facilities
COND- General condition
FINANCE- Financing
The hierarchical structure
GOAL
Criteria Size Trans Nghbd Age Yard Mod Cond Finance Overall
Ability 1 5 3 0.637
Ability 1 5 2 0.582
Process 1/5 1 1/3 0.109
Resource 1/2 3 1 0.309
where mij denotes the value of the ith row and the jth
column of the reachability matrix.
Finally, the levels and the relationships between the elements
can be determined and the structure of the elements’
relationships can also be expressed using the following
equation:
R(ti ) A(ti ) R(ti )
Example
Assume the ecosystem consist of water (W), fish (F),
hydrophytes (H), and fisherman (M), and the relationships of
the elements above can be expressed as the following relation
graph and relation matrix:
The relation matrix adds the identity matrix to form
the M matrix can be formed as follows:
Level 1 Fisherman
Level 2 Water
Level 3 Fish
Level 4 Hydrophytes
The final results of the relationships of the elements, based on
the rechability matrix and the level information, can be
depicted as shown in the following graph:
The End