An approach to multiple attribute decision making based on incomplete information on alternatives

Multiple attribute decision making (MADM) refers to the problem of selecting among alternatives associated with multiple, usually conflicting, attributes. Based on incomplete preference information on alternatives given by the decision maker (DM), this paper proposes an mathematical programming approach to solve the MADM problem. To reflect the DM´s preference information, an optimization model is proposed to assess attribute weights and then to select the most desirable alternative.