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A Global Solver for Interactive Interval Decision Analysis

Year: 2026

Type: book-chapter

Abstract: This paper introduces a global solver tailored for interval decision analysis, a method addressing decision-making under uncertainty through the use of interval data. Decision analysis frameworks typically rely on quantitative models like decision trees and utility theory, but these approaches become computationally intensive when interval data and bilinear optimisation are introduced. The study uses the DecideIT tool as an example, which operationalises interval decision analysis by representing decision variables and outcomes as bounded intervals, enabling flexible modelling of imprecise inputs. A new computational approach, the CPM (Cutting Plane Method) solver, is presented, simplifying bilinear consistency problems into solvable linear programming tasks while maintaining computational efficiency. This ensures compatibility with interactive decision-making contexts. The paper also discusses some general challenges associated with bilinear optimisation, such as non-convexity and computational demands, and proposes tailored algorithms to address these issues. The algorithm described constitutes a significant advancement toward interactive analysis of complex decision situations.

Source: Frontiers in artificial intelligence and applications

DOI: 10.3233/faia260726

Authors: Mats Danielson, Xiaosong Ding, Xi Chen

Institutions: International Institute for Applied Systems Analysis, Mapúa University, Stockholm University, Beijing Foreign Studies University

Language: English

Topic: Multi-Criteria Decision Making

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: hybrid

OpenAlex ID: W7210276489

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