mini.dist.capa.ident: Minimum distance capacity identification

Description

Creates an object of class Mobius.capacity using a minimum distance principle. More precisely, this function determines, if it exists, the closest capacity to a user-given game compatible with a set of linear constraints. The distance can be chosen among three quadratic distances (see help and references hereafter). The problem is solved using strictly convex quadratic programming.

Usage

mini.dist.capa.ident(a, k, distance = "Choquet.coefficients",
A.Choquet.preorder = NULL, A.Shapley.preorder = NULL,
A.Shapley.interval = NULL, A.interaction.preorder = NULL,
A.interaction.interval = NULL, A.inter.additive.partition = NULL,
epsilon = 1e-6)

Arguments

Object of class Mobius.game containing the M�bius{Mobius} transform of the game to be approached.

Object of class numeric imposing that the solution is at most a k-additive capacity (the M�bius{Mobius} transform of subsets whose cardinal is superior to k vanishes).

distance

Object of class character indicating which quadratic distance is to be used in the objective function. The choice distance = "Choquet.coefficients" will result in the minimization of the average distance between Choq

A.Choquet.preorder

Object of class matrix containing the constraints relative to the preorder of the alternatives. Each line of the matrix corresponds to one constraint of the type "alternative a is preferred to alternative b

A.Shapley.preorder

Object of class matrix containing the constraints relative to the preorder of the criteria. Each line of this 3-column matrix corresponds to one constraint of the type "the Shapley importance index of criterion i is g

A.Shapley.interval

Object of class matrix containing the constraints relative to the quantitative importance of the criteria. Each line of this 3-column matrix corresponds to one constraint of the type "the Shapley importance index of criterion

A.interaction.preorder

Object of class matrix containing the constraints relative to the preorder of the pairs of criteria in terms of the Shapley interaction index. Each line of this 5-column matrix corresponds to one constraint of the type "the Shaple

A.interaction.interval

Object of class matrix containing the constraints relative to the type and the magnitude of the Shapley interaction index for pairs of criteria. Each line of this 4-column matrix corresponds to one constraint of the type "the

A.inter.additive.partition

Object of class numeric encoding a partition of the set of criteria imposing that there be no interactions among criteria belonging to different classes of the partition. The partition is to be given under the form of a vecto

epsilon

Object of class numeric containing the thresold value for the monotonicity constraints, i.e. the difference between the "weights" of two subsets whose cardinals differ exactly by 1 must be greater than epsilon.

Value

The function returns a list structured as follows:
solutionObject of class Mobius.capacity containing the M�bius{Mobius} transform of the k-additive solution, if any.
valueValue of the objective function.
iterationsInformation returned by solve.QP.
iactInformation returned by solve.QP.

Details

The quadratic program is solved using the solve.QP function of the quadprog package.

References

K. Fujimoto and T. Murofushi (2000) Hierarchical decomposition of the Choquet integral, in: Fuzzy Measures and Integrals: Theory and Applications, M. Grabisch, T. Murofushi, and M. Sugeno Eds, Physica Verlag, pages 95-103. I. Kojadinovic (2006), Quadratic objective functions for capacity and bi-capacity identification and approximation, A Quarterly Journal of Operations Research (40R), in press.

Examples

Run this code

## some alternatives
a <- c(18,11,18,11,11)
b <- c(18,18,11,11,11)
c <- c(11,11,18,18,11)
d <- c(18,11,11,11,18)
e <- c(11,11,18,11,18)
    
## preference threshold relative
## to the preorder of the alternatives
delta.C <- 1

## corresponding Choquet preorder constraint matrix 
Acp <- rbind(c(d,a,delta.C),
             c(a,e,delta.C),
             c(e,b,delta.C),
             c(b,c,delta.C)
            )

## a Shapley preorder constraint matrix
## Sh(1) - Sh(2) >= -delta.S
## Sh(2) - Sh(1) >= -delta.S
## Sh(3) - Sh(4) >= -delta.S
## Sh(4) - Sh(3) >= -delta.S
## i.e. criteria 1,2 and criteria 3,4
## should have the same global importances
delta.S <- 0.01    
Asp <- rbind(c(1,2,-delta.S),
             c(2,1,-delta.S),
             c(3,4,-delta.S),
             c(4,3,-delta.S)
            )

## a Shapley interval constraint matrix
## 0.3 <= Sh(1) <= 0.9 
Asi <- rbind(c(1,0.3,0.9))


## an interaction preorder constraint matrix
## such that I(12) = I(34)
delta.I <- 0.01
Aip <- rbind(c(1,2,3,4,-delta.I),
             c(3,4,1,2,-delta.I))

## an interaction interval constraint matrix
## i.e. -0.20 <= I(12) <= -0.15 
Aii <- rbind(c(1,2,-0.2,-0.15))

## the capacity that we want to approach
x <- runif(31)
for (i in 2:31)
    x[i] <- x[i] + x[i-1]
mu <- normalize(capacity(c(0,x)))
## and its Mobius transform
a.mu <- Mobius(mu)

## some basic checks
mini.dist.capa.ident(a.mu,5)
mini.dist.capa.ident(a.mu,5,"binary.alternatives")
mini.dist.capa.ident(a.mu,5,"global.scores")
mini.dist.capa.ident(a.mu,3)
mini.dist.capa.ident(a.mu,3,"binary.alternatives")
mini.dist.capa.ident(a.mu,3,"global.scores")

## a minimum distance 2-additive solution
min.dist <- mini.dist.capa.ident(a.mu,2,"binary.alternatives",A.Choquet.preorder = Acp)              
m <- min.dist$solution
m

## a minimum distance 3-additive more constrained solution
min.dist2 <- mini.dist.capa.ident(a.mu,3,"global.scores",
                                   A.Choquet.preorder = Acp,
                                   A.Shapley.preorder = Asp)
m <- min.dist2$solution
m
rbind(c(a,mean(a),Choquet.integral(m,a)),
      c(b,mean(b),Choquet.integral(m,b)),
      c(c,mean(c),Choquet.integral(m,c)),
      c(d,mean(d),Choquet.integral(m,d)),
      c(e,mean(e),Choquet.integral(m,e)))
Shapley.value(m)

## a minimum distance 5-additive more constrained solution
min.dist3 <- mini.dist.capa.ident(a.mu,5,
                                   A.Choquet.preorder = Acp,
                                   A.Shapley.preorder = Asp,
                                   A.Shapley.interval = Asi,
                                   A.interaction.preorder = Aip,
                                   A.interaction.interval = Aii)

m <- min.dist3$solution
m
rbind(c(a,mean(a),Choquet.integral(m,a)),
      c(b,mean(b),Choquet.integral(m,b)),
      c(c,mean(c),Choquet.integral(m,c)),
      c(d,mean(d),Choquet.integral(m,d)),
      c(e,mean(e),Choquet.integral(m,e)))
summary(m)

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