WSEAS Transactions on Mathematics
Print ISSN: 1109-2769, E-ISSN: 2224-2880
Volume 24, 2025
Insights into Weighted Sum Sampling Approaches for Multi-Criteria
Decision Making Problems
Authors: ,
Abstract: In this paper we explore several approaches for sampling weight vectors in the context of weighted sum
scalarisation approaches for solving multi-criteria decision making (MCDM) problems. This established method
converts a multi-objective problem into a (single) scalar optimisation problem. It does so by assigning weights to
each objective. We outline various methods to select these weights, with a focus on ensuring computational
efficiency and avoiding redundancy. The challenges and computational complexity of these approaches are
explored and numerical examples are provided. The theoretical results demonstrate the trade-offs between
systematic and randomised weight generation techniques, highlighting their performance for different problem
settings. These sampling approaches will be tested and compared computationally in an upcoming paper.
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Keywords: multi-criteria decision making problems, weighted sum method, weight sampling, Pareto
efficiency, Pareto frontier, nondominated points
Pages: 327-346
DOI: 10.37394/23206.2025.24.32