An evolutionary approach to construction of outranking models for multicriteria classification: The case of the ELECTRE TRI method

Outranking methods constitute an important class of multicriteria classification models. Often, however, their implementation is cumbersome, due to the large number of parameters that the decision maker must specify. Past studies tried to address this issue using linear and nonlinear programming, to elicit the necessary preferential information from assignment examples. In this study, an evolutionary approach, based on the differential evolution algorithm, is proposed in the context of the ELECTRE TRI method. Computational results are given to test the effectiveness of the methodology and the quality of the obtained models.