Multicriteria Methods as Decision Making Aids in the Hydrographic Basin of

the Curu River - State of Ceara

Raimundo Wilson Gon9alves, Placido Rogerio Pinheiro, Marcos Airton de Sousa Freitas,
Ana Karoline A. de Castro
UNIFOR, University of Fortaleza, Dept. of Computer Science (MIA), 60811-341, Brazil
(lipegoncalves wuol.com.br, placido wunifor.br, masfreitas wana.gov.br, akcastro wgmail.com)

ABSTRACT
Decisions on the liberation of dam flows for a basin during a given period, involve great difficulties with hydrological,
social, political and economical aspects. The multicriteria methods frequently support decision making techniiques, that
help to solve problems that can have several conflicting objectives, multiple possible actions, uncertainties, diverse
stages, and many affected individuals. This study combines operational research and multicriteria analysis as decision
making instruments for the members of the Curu River Basin Committee. This paper describes and applies the
ELECTRE I and Commitment Programming multicriteria methods. These two methods are applied and compared in a
case study, with the strategic objective of choosing the appropriate flow, taking several criteria involved in the process
into consideration. Data were obtained from the optimization of certain irrigated areas using the alternatives of
simulated flows by the technicians of COGERH (Company for the of Management of Hydric Resources of the State of
Ceara), through a linear programming model.
Keywords: Multicriteria, Commitment Programming: Linear Programming.
1. INTRODUCTION the techniician- institution hegemony in decision making,
by the sectorization of management and the relative
The inclusion of multiple objectives in the public easiness of financing of public and private projects [5].
planEing processes, surpassing the monocriteria In this context, cost/benefit adequately played the role
processes, usually the economic criterion, is becoming a of instrument analysis. However, this model of planming
common practice in the federal, state and municipal and management proved incapable of producing the
spheres. expected results, due to increasing environmental
degradation and the consequent increase of the
The multicriteria methods of support to decision making economic externals, such as damage to social welfare
have helped of decision making agents on all levels to and dissatisfaction of the people, as well as the increase
improve the quality of life on this planet. in conflicts between the diverse sectors of water users
and a succession of economic crises.
Problems involving complex decisions normally are
associated with multicriteria analysis. The basic The objective of this paper to develop and study
elements that are present in the decision making alternative multicriteria analysis as a decision making
processes are the following: instrument for the members of the Curu River Basin
Committee, an important agricultural region of Ceara, in
1) Obtain answers to the questions faced for a decision terms of production based on irrigation.
maker in the decision making process;
2) Let all potential decisions be transparent; 2. ELECTRE I METHOD
3) Increase the coherence between the evolution of the
decision making process, the objectives, and the value The ELECTRE method was conceived as multiobjective
system of the process. approach, and can be applied in the solution of hydric
resource management problems, characterized by
Until recently, the planEing and management initiatives alternatives evaluated for preferential qualitative criteria,
for the use of hydric resources had been characterized with previous setting of the preferences, on the part of
by the use of short and mid-term periods of analysis by the decision makers [2].

1-4244-0451-7/06/$20.00 0 2006 IEEE


The methodology developed by [1] , [6] and [3], is
supported in three basic concepts: agreement,
disagreement and value-limit ("outranking"), using a
scale interval in the establishment of the
relation-of-exchange in comparison to the pairs of the
alternatives.
The method is based on the separation of the set of
alternatives to the solution, since they are the preferred
ones in the majority of the evaluation criteria, without
causing a level of unacceptable dissatisfaction for any
one of the fixed criteria. The alternatives are compared,
to the pairs, on the basis of preference relations in the
evaluation matrix.
a > b means that alternative "a" is preferred to
alternative "b".
a = b means that "a" is equivalent to "b".
The agreement between two alternatives, i and j is a
considered measure of the number of criteria under
which alternative i is preferred or equivalent to
alternative j.
The agreement index is calculated by the following
formula:
C(i,j) =[w(k-)+112w(k)]; 0 < C (i,j) <1, as: (1)
Y,w(p)
w(k') = weights of the criteria under which i > j;
w(k") = weights of the criteria under which i = j;
w(p) = weights of all the criteria.
For superior clarity, the agreement indexes are presented
in an agreement matrix form, where C(i, j) represents
the element of line i and column j, or, the satisfaction of
the decision maker when preferring the alternative i
over the alternative j, under certain criteria.
The disagreement index D(i, j) represents the discomfort
felt by the decision maker when choosing alternative i
over alternative j. For the establishment of the
disagreement matrix, initially a common numerical
scale is defined for all the criteria, such that each
criterion must have a different interval of scale. The
scale is used to compare the caused discomfort between
the lesser numerical value (worse choice) and the bigger
numerical value (better choice) of each criterion for
each pair of alternatives. This common scale is used to
measure the discomfort that the decision maker feels
when preferring alternative i over alternative j,
considering all the criteria. The bigger value of the
common numerical scale defines the criteria under
which the decision maker feels the biggest discomfort
when changing levels, when it establishes its judgment
of value, in terms of manifest preference.
Synthesizing, the values between one and zero (p, q),
contained in the matrices of agreement and
disagreement, are determined by the decision maker
when evaluating the alternatives, to the pairs, under the
fixed criteria of analysis. Thus, p = 1 means full
agreement, when alternative i is preferred over
alternative j under all the criteria. (in the agreement
matrix). The condition q = 0 means no disagreement (in
the disagreement matrix).
Once the matrices of agreement and disagreement are
defined, it moves to a second phase, establishing
boundary-values for p (minimum index of agreement)
and q (maximum index of disagreement). By way of this
procedure, known as filtering, the undominated
alternatives are separated that simultaneously take care
of the limits settled for p and q, but without classifying
then. This preliminary selection of the more
attractiveness alternatives, from the setting of the
boundary-values for p and q, can be represented
graphically. The criteria for the setting of parameters p
and q, on the basis of the structure of preferences of
each multiobjective problem, are free for the decision
maker to choose, and can be made using statistics or
personal experience.
3. COMMITMENT PROGRAMMING METHOD
The Commitment Programming Method [8] is
characterized by being an iterative process, generally
with the gradual establishment of the preferences on the
part of the decision maker, until a satisfactory solution is
reached. There are situations where the weights of the
evaluation criteria occur due to the structure of the
problem. The method classifies the undominated
alternatives through the best geometric concept, by
means of a distance measurement until the ideal solution
is reached. Given the evaluation matrix of the
alternatives for the solution of the problem, according to
established criteria, the ideal solution can be defined as
Zi,= (z1 ,Z>, .,z), in which Z1 functions are the
solutions to the problem:
max Z1(x),
Subject to: x e X and i = 1, 2,... p, where (2)
x is the vector of decisions; p the number of criteria;
X the set of the viable solutions and Zi(x) the
function-objective for criterion i.
The ideal solution is, generally, unachievable (since the
best solution for all objectives is sought through an
alternative) and serves as a reference standard in the
process of classification of the undominated solutions.
This classification is achieved by the determination of
the proximity of each undominated alternative in
relation to the ideal solution. One of the more used
measures of proximity is the one that follows:

Li ={ZctsK -zi (x)I as (3)
1 < s < oc and i, index of the weights of the criteria,
settled subjectively by the decision maker, or derived
from the structure of resulting preferences of the
problem.
The compromise solution x, for data s is:
min Ls(x) = Ls (x*)
Subject to: x E X (4)
The term LZi 4Zi(x)] is a measure of divergence from
the ideal solution.
The determination of the set of commitment solutions is
achieved by deciding its function above for values given
to the weights a,, cA...,%and for 1 < s < co.
Operationally, three points of the set of the commitment
solutions are calculated, corresponding to s = 1, 2 and
00.
The solution for the best commitment is characterized
by the vector of the best values reached in each criterion
of the evaluation matrix:
m(
Lsxn{s zJ( )j (5)
In the same way, the worst solution will be considered
as given by the vector of the worst values of the
evaluation matrix. Finally, with these values and
parameters s and cx the distance of each alternative from
the ideal solution is calculated. The alternative that
presents the least distance is the solution for the best
commitment. As has already been related, Commitment
Programming is an iterative method. When the decision
maker is satisfied, the algorithm is finished. In case of
the contrary, the weights of the criteria and parameter s
vary, with consequences for the ideal solutions,
processing again the algorithm, until a satisfactory
solution for the decision maker is found.
4. APPLICATION TO THE HYDROGRAPHIC
BASIN OF THE CURU RIVER
Some factors exist that make the decision process
complex such as the multiple uses of the water, the
subjectivity of some involved agents, the uncertainties
of hydrological events, the economic, social and
environmental processes, as well as the consideration of
difficult mensurement aspects, the welfare state, cultural
and aesthetic issues preservation of the environment,
and the consideration of economic issues.
When analyzing the reports of the meetings carried out
since the foundation of the Committee of the Curu
Basin, in the State of Ceara, difficulty was evidenced in
the decision making process. The decisions are
restricted only by the fact that outflows must be freed
from the component dams of the basin in order to
regularize of the river, allowing for the multiple use of
waters, taking care of, the outflows required for the
concessionaries and the responsible agency for the
supplying of the water to the population, without a more
involved study on the consequences of this decision.
A decision support system was developed that included
two multicriteria techniques that help in the decision
making process in the Committees. These methods were
applied and compared in a case study, for support in the
decisions of the Committee of the Curu Basin, with the
objective of assuring sustainable development, and the
consideration of the multiple necessities of the use of
waters.
In this case, the alternatives were studied, such as, the
possible outflows deriving from simulations executed
by the managing agency, as well as criteria that
represent the resulting impacts of the alternative choices,
these values were achieved using linear programming,
or from the election of the degree of preference of the
members of the Committee. The ELECTRE, [1] and [4],
and Commitment Programming methods were chosen
among diverse techniques [8]. The ELECTRE I method,
as well as the Commitment Programming method, allow
for the decisions group and the introduction of
subjective factors.
4.1 Description of the Decision Making Process
Amongst some possible involved criteria in the decision
making process some criteria were chosen that were
considered basic in deciding which outflow to adopt for
one definitive period, taking in to account that beyond
the human and animal consumption, the release of
waters for irrigation was given priority in the river Curu
basin. This case study focused on criteria that consider
irrigation, not forgetting, however, that the adopted
methodology will serve equally for the following cases:
a) supplying water to humans and animals;
b) water quality index;
c) environmental aspects: erosion, deforestation.
The chosen criteria are:
- Irrigated area: It is considered that the reduction of
the outflow will result in a reduction of irrigated areas
with determined cultures, resulting in losses for some
irrigators.
- Financial Return: This is an important criteria and
one of the consequences of the variation in controlling
the outflow.
- Final Volume of the Period/Total Volume Ratio: The
uncertainty of the rainy period in the State of Ceara has
a consequence of affecting the water supply in other
periods. Because of this, it is important to maintain a
final volume at the end of the study that will guarantee Table 1: Classification of criteria
water supply during droughts. This implies that this Critberion1 Leve Code
relation must be kept high, therefore it is the most 1. Irrigated Area less of 3500 30
important criterion. of3550to 3900 35
of3950to 4300 40
- Social Impact: Any measure of reduction in the
of 4350 to 4800 45
outflow impacts social aspects, because it modifies the of4850to 5200 50
water availability for personal necessities, leisure, the 2. Financial Return less of 14000 40
regional economy and other aspects. Therefore, it is of 14050 to 15500 45
fundamental to consider this criterion. of 15550 to 16000 50
- Political Impact: In the decision making process of 16050 to 18000 55
conflicting interests exist, and this affects politics, of 18050 to 20000 60
of 20050 to 25000 65
justifying the importance of this criterion.
3. Relation Final less of SOo 30
The methodology used to determine the three first Volume of the
criteria was the modeling of an operational research Period/Total Volume
problem that allowed optimizing these aspects for each of 8,5 to 10,50% 40
outflow alternative. The required outflows in each of 11 to 15% 50
irrigated area in the valley, with the outflows of each 4. Social Impact high H
medium M
culture were determined, for the period in study by low L
means of a simulation effected by the technician of 5. Impact Politician high H
COGERH (Company for the Management of Hydric medium M
Resources of the State of Ceara) which aimed to low L
preserve the greatest possible Final Volume/Total
Volume ratio. B. Evaluation Matrix
Also the optimization systems for each simulated The evaluation matrix is composed for the codes of
alternative are detailed and used LINDO Software, classification in table 1.
student version [7], as well as the decision matrix
(trade-off) that will serve as a base for the application of Table 2: Evaluation matrix
ELECTRE and Commitment Programming methods. Alternatives 3785 (m/) 4,525 (m/) 5,025 (m3Is
Irrigated area 35 45 50
4.2 Resolution using ELECTRE I Financial Return 45 55 65
Final Volume/Total Volume 50 40 30
Social Impact H M L
The basic principle of the ELECTRE method is to Impact Politician H M L
separate from the total set of the alternatives those that
are preferred in the majority of the evaluation criteria, C. Agreement Index
and that do not cause an unacceptable level of
dissatisfaction in the other criteria. The agreement between two alternatives represents the
The results were gotten through an implementation of
disposal of the decision maker in collecting one of them
in place of the other. In the calculation of the index
the method in MATLAB 6.0. weights are determined that represent the judgment of
the decision maker.
A. Criteria used in the evaluation of the alternatives
C.1 Weights
The criteria will be classified in accordance with the
levels of importance and properly classified and In our case study, the criterion Final Volume/Total
codified. Volume has the biggest relative value, followed by
social and political impact. Although of great
importance, the criteria that represent the irrigated areas
and the financial return are weighted lower. The
irrigated area had a weight of 4; financial return 3; Final
vol. /Total vol. 8; social impact 5 and political impact 5.
C.2. Agreement Matrix
The components of this matrix can be understood as a
weighed percentage of the criteria, where alternative i is
preferred to j. For example, alternative 1 is 72% related
to alternative 2 and alternative 2 is 72% preferred to
alternative 3.
 Table 3: Agreement matrix Table 5: Disagreement matrix
I II I M I I II III
0,00 0,72 1 0,72 0,0 O,l 0,2
0,28 0,00 0,72 0,1 0,0 0,1
0,28 0,28 _
0,00 0,2 0,l
O 0,0o
D. Disagreement Index E. Results
It is an index that represents the discomfort felt in the To determine the relation of preference R,
choice of one alternative over an other. In the D. 1 item a boundary-values of p=0,65 and q=0,35 were established,
scale of maximum values is determined. such that the alternative i is preferred in relation to the
alternative j, if:
D.1 Maximum Values of the Numerical Scales
{C(i j) . p
The maximum values of the numerical scale were:
irrigated area = 100; financial return = 80; final vol. D(i, j) < q
/total vol. = 60; social impact = 50 and political impact
= 50. where, C(i, j): array element of agreement.
D (i, j): array element of disagreement.
D.2 Used Values in the Determination of the
Disagreement Indices Preference Vector
In this table the codes are presented that represent the Represents the order of preference of the alternatives:
degree of importance at the household level of the 1- 2 - 3 (Vector of preference).
criterion, in accordance with the codes of the agreement
table. GC Conclusion:
Table 4: Rate of importance Alternative 1 was preferred in virtue of the high given
Criterion11 Code Scle tiNumierica weight of the Final Volume/Total Volume ratio, aiming
1. Irrigated Area 30 100 to conserve a final volume of the reservoir that would
45 80 assure the supply in following years. It is observed that
40 60
45 40
the other criteria did not have much influence in the
50 20
resolution of the problem.
2. Financial Return 40 80
45 65 4.3 Resolution for Commitment Programming
50 50
55 35 Commitment programming is based on a geometric
60 20 notion of what is best. In this method, the solutions that
65 15
are more close to the ideal solution, by means of the use
3. Relation Final 30 60 of a measure of proximity are identified.
Volume of the
Period/Total Volume A. Evaluation Matrix
40 40
50 20 The same criteria for ELECTRE were considered, with
4. Social Impact H 50
M 35
consideration of similar weights. In the case of the
L 20 subjective criteria values remained the same.
5. Impact Politician H 50
M 35 TAIP, 6- FA7,qiiqsticn mqtrix
L 20

D3. Disagreement Matrix

This matrix represents the level of rejection of an
alternative in relation to another one for a decision
maker. For example: Alternative I has a rejection of
10% in relation to alternative II, and alternative III has
10% rejection in relation to II.
B. Ls Distance
The ideal solution will be formed by the vector of the
best values reached in each criterion in the evaluation
matrix. Table 7 represents the gotten values in
accordance with the value of s, which reflects the
importance that the decision maker attributes to
maximum detours.

The values marked with asterisks in Table 7 indicate the
minimum distances between the solution of
commitment and the ideal, indicating that the best
alternative is I, followed by alternatives II and III.
C. Conclusion: The result of this method proves the
results of the Electre method, in accordance with the
adopted conceptions and judgments.
5. CONCLUSIONS
A procedure was developed, which allows the
participants of the Committee of the river Curu Basin to
decide which the best outflow rate, in a determined
period, taking in account diverse factors that compose
the problem, such as quantitative factors (irrigated area
or financial return), and subjective (social and political
aspects).
Linear programming was applied to find which areas of
cultures can be irrigated, with a determined type of
irrigation, using the simulated outflows to optimize the
financial return of the executed investment.
The methodology proposal used linear programming, as
well as multicriteria methods (ELECTRE method and
the Commitment Programming method) which helped
to decide what the best outflow for the chosen criteria
was. The ELECTRE I and Commitment Programming
methods make possible, through multiobjective analysis,
the simultaneous consideration of the social,
environmental and economic aspects in the complex
decision making context of the managing committees of
the hydrographic basin.
Beyond the quantitative, measurable and evaluated data
through continuous variables, the methods used allowed
for the consideration of the subjectivity, and the
introduction of qualitative aspects in the decision
making process. through discrete variables, by means of
adequate scales of evaluation. Using the two methods
consistently and by means of the classifications
obtained, we considered the more attractive alternatives
and discarded the lesser attractive ones, for each
situation.
The considerations that follow, resulted from the study
and application of the two methods presented for the
solution of the formulated case.
a) ELECTRE method is based on the dominant concept
among the solution alternatives, from relations of
established preferences. The gotten results were greatly
influenced by the applied weights to the criteria. The
gotten solution converged to the alternative I, when a
high weight for the Final Volume/Total Volume ratio
was applied.
b) The Commitment Programming method is agile,
easily visualized graphically and propitiates the
interaction between evaluators and decision makers
throughout the decision-making process. Also it was
greatly influenced by the adopted weights.
The multiobjective analysis techniques were applied to
previously established evaluation matrices. In reality,
the evaluation matrices represent one of the results of
the important process of organization of the problem
that must procede the application of the multiobjective
analysis techmiques.
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