Formalizing and solving the problem of clustering in MCDA

The topic of clustering has been widely studied in the field of Data Analysis, where it is defined as an unsupervised process of grouping objects together based on notions of similarity. Clustering in the field of Multi-Criteria Decision Aid (MCDA) has seen a few adaptations of methods from Data Analysis, most of them however using concepts native to that field, such as the notions of similarity and distance measures. As in MCDA we model the preferences of a decision maker over a set of decision alternatives, we can find more diverse ways of comparing them than in Data Analysis. As a result, these alternatives may also be arranged into different potential structures. In this paper we wish to formally define the problem of clustering in MCDA using notions that are native to this field alone, and highlight the different structures which we may try to uncover through this process. Following this we propose a method for finding these structures. As in any clustering problem, finding the optimal result in an exact manner is impractical, and so we propose a stochastic heuristic approach, which we validate through tests on a large set of artificially generated benchmarks.

► We formally define the problem of clustering in MCDA. ► We propose several objectives based on operational expectations in this context. ► The method finds automatically the number of clusters. ► The approach is validated through extensive empirical results.