A Global Solver for Interactive Interval Decision Analysis

Danielson, M., Ding, X., & Chen, X. (2026). A Global Solver for Interactive Interval Decision Analysis. In: New Trends in Intelligent Software Methodologies, Tools and Techniques: Proceedings of the 25th International Conference on New Trends in Intelligent Software Methodologies, Tools and Techniques. pp. 78-87 SAGE Publications. 10.3233/FAIA260726.

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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.

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