For more than 50 years practitioners have been asking this question; probably the most common.
It is believed that there is an answer, not from the technical point of view, since it is assumed that all methods are mathematically correct, (although I doubt about this.....), and thus, there is no method better than another.
I have said this many times, and it is taken as an axiom by many researchers, albeit for some specific problem it is recognized that some MCDM methods are more appropriate than others
However, can we say that in general a method is better than another?
I think that we can.
This assertion of mine, is based comparing for any problem the operational aspects of each method, on a certain common aspect, easily measured, and it is how well a method can model and solve a problem. It is obvious that if method A is able to model 6 characteristics of a scenario, while method B can model and solve only 4, A is better than B.
Obviously, the result from A will have more reliability that that from B, which is product of only a simplification of reality.
Consequently, it would be interesting to determine a set of special characteristics from many different scenarios, and see how many of them can be modelled by a series of methods.
This is the base for a method that I suggested about two years ago, and that was published in RG under the coding 300a and 300b.
What is your opinion?