Most MCDM problems use subjective weights mainly obtained from AHP.
These weights are developed by preferences, qualified using a dubious table (as is the opinion of many researchers), and criticized since decades ago.
They are also obtained under the aggravating circumstance that the DM works only with criteria without considering the different projects, WHICH THEY MUST EVALUATE, according to AHP hierarchy.
That is, in comparing, say environment and disposable income, the DM decides, by intuition, that the first is more important than the second, and assigns a numerical value to that preference, using values of the above-mentioned table.
Then, this assumed weight, for it is not a weight, but a trade-off value, is used to select alternatives. On what grounds? None given.
Consequently, the DM decides that said preference is valid for everything in life, since he does not have any reference, other that a single objective, where this preference will be used.
Not too much thinking is needed to conclude that this process is invalid, because that preference may apply well to a certain project but not in others, or even in comparing alternatives within a scenario.
Now, the DM, using mathematical methods (The Eigen Value method, or the Geometrical Mean), determines priorities for each criterion - after his estimates are subject to the verdict of a formula - because the method demands that his estimates MUST fulfill, with a 10 % of tolerance, that they are consistent, or that meet transitivity.
That is that if criterion A = 3 times more important than criterion B, or 3B, and B =2C, then A=6C.
Now, one wonders why his estimates must be transitive?
Nobody knows, but what is worse, is that the AHP method assumes that said transitivity MUST also be satisfied by the real-world problem, not considering that in general, the world is intransitive.
And now the question:
On what ground, on what theory, on what relationship is it assumed that those preferences from a DM or from a group of DMs, are valid for the real world?
As a matter of fact, a very well-known theorem, the ‘Arrow’s Impossibility Theorem’, says the opposite.
I have posted several times this question. Is there anybody that can give a RATIONAL answer?
Your response and discussion will be greatly appreciated.
Thank you
Nolberto Munier