Table Of ContentLecture Notes in Economics and Mathematical Systems
(Vol. 1-15: Lecture Notes in Operations Research and Mathematical Economics, Vol. 16-59: Lecture
Notes in Operations Research and Mathematical Systems)
Vol. 1: H. BOhlmann, H. Loeffel, E. Nievergelt, EinfOhrung in die Vol. 30: H. Noltemeier, Sensitivitatsanalyse bei diskreten linearen
Theorie und Praxis der Entscheidung bei Unsicherheit. 2. Auflage, Optimierungsproblemen. VI, 102 Seiten. 1970.
IV, 125 Seiten. 1969.
Vol. 31: M. KOhlmeyer, Die nichtzentrale t-Verteilung. II, 106 Sei
Vol. 2: U. N. Bhat, A Study of the Queueing Systems M/G/l and ten. 1970.
GI/M/I. VIII, 78 pages. 1968.
Vol. 32: F. Bartholomes und G. Hotz, Homomorphismen und Re
Vol. 3: A. Strauss, An Introduction to Optimal Control Theory. duktionen linearer Sprachen. XII, 143 Seiten. 1970. DM 18,-
Out of print Vol. 33: K. Hinderer, Foundations of Non-stationary Dynamic Pro
Vol. 4: Branch and Bound: Eine EinfOhrung. 2., geanderte Auflage. gramming with Discrete Time Parameter. VI, 160 pages. 1970.
Herausgegeben von F. Weinberg. VII, 174 Seiten. 1973.
Vol. 34: H. Stormer, Semi-Markoff-Prozesse mit endlich vielen
Vol. 5: L. P. Hyvarinen, Information Theory for Systems Engineers. Zustanden. Theorie und Anwendungen. VII, 128 Seiten. 1970.
VII, 205 pages. 1968.
Vol. 35: F. Ferschl, Markovketten. VI, 168 Seiten. 1970.
Vol. 6: H. P. KOnzi, O. MOiler, E. Nievergelt, EinfOhrungskursus in
die dynamische Programmierung. IV, 103 Seiten. 1968. Vol. 36: M. J. P. Magill, On a General Economic Theory of Motion.
VI, 95 pages. 1970.
Vol. 7: W. Popp, EinfOhrung in die Theorie der Lagerhaltung. VI,
173 Seiten. 1968. Vol. 37: H. MOlier-Merbach, On Round-Off Errors in Linear Pro
gramming. V,48 pages. 1970.
Vol. 8: J. Teghem, J. Loris-Teghem, J. P. Lambotte, Modeles
d'Attente M/G/I et GI/M/I a Arrivees et Services en Groupes. III, Vol. 38: Statistische Methoden I. Herausgegeben von E. Walter.
53 pages. 1969. VIII, 338 Seiten. 1970.
Vol. g: E. Schultze, EinfOhrung in die mathematischen Grundlagen Vol. 39: Statistische Methoden II. Herausgegeben von E. Walter.
der Informationstheorie. VI, 116 Seiten. 1969. IV, 157 Seiten. 1970.
Vol. 10: D. Hochstadter, Stochastische Lagerhaltungsmodelle. VI, Vol. 40: H. Drygas, The Coordinate-Free Approach to Gauss
269 Seiten. 1969. Markov Estimation. VIII, 113 pages. 1970.
Vol. 11/12: Mathematical Systems Theory and Economics. Edited Vol. 41: U. Ueing, Zwei Losungsmethoden fOr nichtkonvexe Pro
by H. W. Kuhn and G. P. Szego. VIII, III, 486 pages. 1969. grammierungsprobleme. IV, 92 Seiten. 1971.
Vol. 13: Heuristische Planungsmethoden. Herausgegeben von Vol. 42: A. V. Balakrishnan, Introduction to Optimization Theory in
F. Weinberg und C. A. Zehnder. II, 93 Seiten. 1969. a Hilbert Space. IV, 153 pages. 1971.
Vol. 14: Computing Methods in Optimization Problems. V, 191 pages. Vol. 43: J. A. Morales, Bayesian Full Information Structural Analy
1969. sis. VI, 154 pages. 1971.
Vol. 15: Economic Models, Estimation and Risk Programming: Vol. 44:-G. Feichtinger, Stochastische Modelle demographischer
Essays in Honor of Gerhard Tintner. Edited by K. A. Fox, G. V. L. Prozesse. IX, 404 Seiten. 1971.
Narasimham and J. K. Sengupta. VIII, 461 pages. 1969.
Vol. 45: K. Wendler, Hauptaustauschschritte (Principal Pivoting).
Vol. 16: H. P. KOnzi und W. Oettli, Nichtlineare Optimierung: II, 64 Seiten. 1971.
Neuere Verfahren, Bibliographie. IV, 180 Seiten. 1969.
Vol. 46: C. Boucher, Le90ns sur la theorie des automates ma
Vol. 17: H. Bauer und K. Neumann, Berechnung optimaler Steue thematiques. VIII, 193 pages. 1971.
rungen, Maximumprinzip und dynamische Optimierung. VIII, 188
Vol. 47: H. A. Nour Eldin, Optimierung linearer Regelsysteme
Seiten. 1969.
mit quadratischer Zielfunktion. VIII, 163 Seiten. 1971.
Vol. 18: M. Wolff, Optimale Instandhaltungspolitiken in einfachen
Systemen. V, 143 Seiten. 1970. Vol. 48: M. Constam, FORTRAN fOr Anfanger. 2. Auflage. VI,
148 Seiten. 1973.
Vol. 19: L. P. Hyvarinen, Mathematical Modeling for Industrial Pro
Vol. 49: Ch. SchneeweiB, Regelungstechnische stochastische
cesses. VI, 122 pages. 1970.
Optimierungsverfahren. XI, 254 Seiten. 1971.
Vol. 20: G. Uebe, Optimale Fahrplane. IX, 161 Seiten. 1970.
Vol. 50: Unternehmensforschung Heute - Obersichtsvortrage der
Vol. 21: Th. M. Liebling, Graphentheorie in Planungs-und T ouren ZOricher Tagung von SVOR und DGU, September 1970. Heraus
problemen am Beispiel des stadtischen StraBendienstes. IX, gegeben von M. Beckmann. IV, 133 Seiten. 1971.
118 Seiten. 1970.
Vol. 51: Digitale Simulation. Herausgegeben von K. Bauknecht
Vol. 22: W. Eichhorn, Theorie der homogenen Produktionsfunk
und W. Nef. IV, 207 Seiten. 1971.
tion. VIII, 119 Seiten. 1970.
Vol. 52: Invariant Imbedding. Proceedings 1970. Edited by R. E.
Vol. 23: A. Ghosal, Some Aspects of Queueing and Storage
Bellman and E. D. Denman. IV, 148 pages. 1971.
Systems. IV, 93 pages. 1970.
Vol. 24: G. Feichtinger, Lernprozesse in stochastischen Automaten. Vol. 53: J. RosenmOller, Kooperative Spiele und Markte. III, 152
V, 66 Seiten. 1970. Seiten. 1971.
Vol. 25: R. Henn und O. Opitz, Konsum-und Produktionstheorie I. Vol. 54: C. C. von Weizsacker, Steady State Capital Theory. III,
11,124 Seiten. 1970. 102 pages. 1971.
Vol. 26: D. Hochstadter und G. Uebe, Okonometrische Methoden. Vol. 55: P. A. V. B. Swamy, Statistical Inference iQ Random Coef
XII, 250 Seiten. 1970. ficient Regression Models. VIII, 209 pages. 1971.
Vol. 27: I. H. Mufti, Computational Methods in Optimal Control Vol. 56: Mohamed A. EI-Hodiri, Constrained Extrema. Introduction
Problems. IV, 45 pages. 1970. to the Differentiable Case with Economic Applications. III, 130
Vol. 28: Theoretical Approaches to Non-Numerical Problem Sol pages. 1971.
ving. Edited by R. B. Bsnerji and M. D. Mesarovic. VI, 466 pages. Vol. 57: E. Freund, Zeitvariable MehrgroBensysteme. VIII, 160 Sei
1970. ten. 1971.
Vol. 29: S. E. Elmaghraby, Some Network Models in Management Vol. 58: P. B. Hagelschuer, Theorie der linearen Dekomposition.
Science. III, 176 pages. 1970. VII, 191 Seiten. 1971.
continuation on page 347
Lectu re Notes
in Economics and
Mathematical Systems
Managing Editors: M. Beckmann and H. P. KOnzi
Operations Research
123
Multiple Criteria Decision Making
Kyoto 1975
Edited by M. Zeleny
Springer-Verlag
Berlin' Heidelberg· New York 1976
Editorial Board
H. Albach· A. V. Balakrishnan· M. Beckmann (Managing Editor)
P. Dhrymes . J. Green· W. Hildenbrand· W. Krelle
H. P. KOnzi (Managing Editor) . K. Ritter· R. Sato . H. Schelbert
P. Schonfeld
Managing Editors
Prof. Dr. M. Beckmann Prof. Dr. H. P. KOnzi
Brown University Universitat ZOrich
Providence, RI 02912/USA 8090 ZOrich/Schweiz
Editor
Dr. Milan Zeleny
419 Uris Hall
Graduate School of Business
Columbia University
New York, NY 10027/USA
Library of Congress Cataloging in Publication Data
Main entry under tit l.e:
Multiple criteria decision making, Kyoto, 1975.
(Lecture notes in economics and mathematical systems ;
123) (Operations research)
Consists of 15 pa;pers originally prepared for a session
of the 22d international meeting of TIMS, held in Kyoto,
Ja;psn, JulY 24-e6, 1975.
Bibliograpb.v: p.
Includes index.
1. Decision-making--Mathematical models--Congresses.
I. Zeleny, Milan, 1942- II. Institute of Ma.na€;ement
Sciences. III. Series. IV. Series: Operations
research (Berlin)
HD69.D4M84 658.4'03 76-'7224
AMS Subject Classifications (1970): 90A05, 90A15
ISBN-13: 978-3-540-07684-1 e-ISBN-13: 978-3-642-45486-8
001: 10.1007/978-3-642-45486-8
This work is subject to copyright. All rights are reserved, whether the whole
or part of the material is concerned, specifically those of translation, re
printing, re-use of illustrations, broadcasting, reproduction by photocopying
machine or similar means, and storage in data banks.
Under § 54 of the German Copyright Law where copi~s are made for other
than private use, a fee is payable to the publisher, the amount of the fee to
be determined by agreement with the publisher.
© by Springer-Verlag Berlin' Heidelberg 1976
PREFACE
This collection of articles aspires to be a permanent record of
ideas which are likely to become important determinants in the future of
management sciences. These papers were initially presented at the first
session on Multiple Criteria Decision Making QMCDM) organized under the
auspices of The Institute of Management Sciences (TIMS). All works were
prepared by leading spokesmen for three generations of OR/MS change agents.
Special mention must be made of the dynamic role which Professor
Martin K. Starr played in organizing the program of the TIMS XXII
International Meeting. In May, 1973, Professor Starr, who was President
of TIMS and Program Chairman of the Kyoto conference, requested me to
chair the MCDM session. Throughout the long period of formative inter
change, Dr. Starr demonstrated his full and continuing support of both
the event and the MCDM field.
On July 25, 1975, surrounded by the rocky gardens of the Kyoto
International Conference Hall (KICH), located on the shore of Takaraga
Ike, we engaged in a day-long discussion of MCDM. Our "talk together in
Kyoto" was a professional experience of the highest intensity for
participants, speakers and audience alike.
I am grateful to Dr. Peter V. Norden, General Co-chairman of TIMS
XXII, with whom I had the opportunity to work closely in the role of the
TIMS XXII Director of Publicity. This combination of MCDM session
chairmanship and the publicity work for the meeting allowed me to avoid
the mediocrity of uninvolved and impersonal "paper gathering" which often
characterizes casual conferencing.
I requested the speakers in our session to respond to the following
comment which was quite typical in 1973:
"The subject of multiple criteria decision making is currently
IV
very much in the forefront of certain publications. Unfortunately,
most authors writing on the subject assume the validity and
importance of the subject without demonstrating it or relating it
back either to the psychology of decision making or a model of
normative decision making."
Our answer is, I think, clear and resounding, perhaps to the
point of overkill. But let the reader judge our contribution.
I am also obliged to Professor H. Martin Weingartner, a Program
Director, for granting me complete freedom in selecting the topics and
inviting session speakers. Similarly, Professor Howard Raiffa's presence
in the audience and his active participation in the discussions contributed
significantly to the overall creative atmosphere of the session.
My own efforts were motivated by a set of convictions which were
best expressed by Professor Russell L. Ackoff:
"Meetings such as this one should be dedicated to the marriage,
of movements, and to the conception and birth of ways of coping
with complexity. But, instead, they are wakes at which inter
disciplines are laid out and put on display in their best
attire. Eulogies are delivered in which accounts are given about
how messes were murdered by reducing them to problems, how
problems were murdered by reducing them to models, and how models
were murdered by excessive exposure to the elements of mathematics.
But those who attend a wake are not dead. They can still
raise hell. And, if they do, even a corpse like that of
James Joyce's Finnegan -- may respond and rise with a shout."
I have the highest admiration and respect for all of the participants:
their friendliness and teamwork, their intensity of involvement, the ent-
husiasm we shared -- they formed an orchestra without a conductor. Even in
my role as an editor, their exemplary cooperation freed me to devote some
of my time to compiling the MCDM Bibliography appearing in this volume.
A large number of friends helped me sustain my motivation
throughout the two-year endeavor. Especially two of my students, Ing. Sil
van der Ploeg and Ing. John Verstraaten, who accompanied me to Japan,
v
allowed me to become a student again and to enjoy the hot evenings of
Tokyo and Kyoto in a very special way. My thanks go also to Anita,
Carol, Marie, Mariko and Lada, who were all involved in various ways in
my "Kyoto". I am indebted to Della DeKay for her invaluable editorial
assistance. To all of them: "Iro-iro to domo."
And finally, to Betka, who took "some other time" for an answer
again, some other time •••
Milan Zeleny
Columbia University
New York City
Autumn, 1975
ABSTRAtT
This volume contains fifteen papers originally prepared for the
session on ~u1tip1e friteria Qecision~aking at the XXII International
Meeting of TIMS held in Kyoto, Japan, July 24-26, 1975.
Topics discussed include problems of human judgment, multiple
decision makers and group decision analysis, mu1tiobjective mathematical
programming and goal programming, as well as applications of MCDM to man
power planning, water resources management and managerial decision processes.
The twenty-three authors include well-known scientists -- A. Charnes,
W.W. Cooper, R.M. Dawes, W.A. Hall, K.R. Hammond, E. Johnsen, J. Marschak,
W.F. Mas~ , E. Polak, A. Rapoport -- as well as principal representatives
of the newer generation of MCDM research circles.
A remarkable consensus has been reached: all authors advocate,
implicitly or explicitly, that a move be made away from the traditional
utility assessment and toward an interactive decision aiding process.
A bibliography of approximately five hundred published works
directly related to MCDM and a FORTRAN routine for Multicriteria Simplex
Method have been appended to make this volume not only a source of new
ideas for research but also a useful book of reference for practitioners
and students of the art of decision making.
[ONTENTS
Preface III
Abstract VII
Notes on Contributors XI
Editor's Introduction XXIII
1. GUIDED SOUL-SEARCHING FOR MULTI-CRITERION DECISIONS 1
Jacob Marschak
Z. INTERPERSONAL COMPARISON OF UTILITIES 17
Anatol Rapoport
1. GROUP DECISION ANALYSIS
Norman C. Dalkey
~. EXTERNALIZING THE PARAMETERS OF QUASIRATIONAL THOUGHT 75
Kenneth R. Hammond
5. MULTIVARIATE SELECTION OF STUDENTS IN A RACIST SOCIETY:
A SYSTEMATICALLY UNFAIR APPROACH
91
Robyn M. Dawes
Jerry Eagle
&. A MULTI-OBJECTIVE MODEL FOR PLANNING EQUAL EMPLOYMENT
OPPORTUNITIES 111
Abraham Charnes
William W. Cooper
Kathy A. Lewis
Richard J. Niehaus
7. EXPERIENCES IN MULTIOBJECTIVE MANAGEMENT PROCESSES 135
Erik Johnsen
8. THE THEORY OF THE DISPLACED IDEAL 153
Milan Zeleny
x
9. THE SURROGATE WORTH TRADE-OFF METHOD WITH MULTIPLE
DECISION-MAKERS
207
Warren A. Hall
Yacov Y. Haimes
10. AN INTERACTIVE MULTIPLE OBJECTIVE DECISION-MAKING AID
USING NONLINEAR GOAL PROGRAMMING 235
David E. Monarchi
Jean E. Weber
Lucien Duckstein
11. APPLICATIONS OF MULTIPLE OBJECTIVES TO WATER RESOURCES
PROBLEMS 255
Jared L. Cohon
lZ. ON THE APPROXIMATION OF SOLUTIONS TO MULTIPLE CRITERIA
DECISION MAKING PROBLEMS '271
Elijah Polak
13. WHY MULTICRITERIA DECISION AID MAY NOT FIT IN WITH THE
ASSESSMENT OF A UNIQUE CRITERION
Bernard Roy
lij. MULTIATTRIBUTE PREFERENCE FUNCTIONS OF UNIVERSITY
ADMINISTRATORS
David S.P. Hopkins
Jean-Claude Larreche
William F. Massy
1,. MCDM BIBLIOGRAPHY -- 1975 291
Milan Zeleny
10. MULTICRITERIA SIMPLEX METHOD: A FORTRAN ROUTINE 323
Milan Zeleny
NOTES ON CONTRIBUTORS
ABRAHAM CHAMES ("A Multi-Objective Model for Planning Equal Employment
Opportunities) is an University Professor across the University of Texas
System, Jesse H. Jones Professor of Biomathematics and Management Science
and Director of the Center for Cybernetic Studies. He is a founder and
Past President of The Institute of Management Sciences (TIMS), a Fellow of
ORSA, the Econometric Society, the AAAS, and the Founding Corresponding
Member of the National Academy of Engineering of Mexico. He has both
authored and co-authored nearly three hundred published research papers.
In addition, he has co-authored and edited six books. He has also served
as an industrial consultant to nearly two hundred firms and governmental
agencies. His research interests include mathematics of management,extrema1
methods, systems analysis, statistics and biomathematics. Professor
Charnes is the co-author of Management Models and Industrial Applications of
Linear Programming, Wiley, 1961.
Present Address: Center for Cybernetic Studies, University of Texas at
Austin, Austin, Texas 78712, U.S.A.
JARED L. COHON ("Applications of Multiple Objectives to Water Resources
Problems") is Assistant Professor in the Department of Geography and
Environmental Engineering at Johns Hopkins University. He received his B.S.
degree in Civil Engineering from the University of Pennsylvania. Mr.
Cohon obtained his S.M. and Ph.D. degress from the Massachusetts Institute
of Technology. Professor Cohon is a member of ORSA, TIMS and AGU
(American Geophysical Union). His teaching and research interests are
directed at the development of systems analysis techniques for the
solution of public decision problems. Dr. Cohon has published
extensively in Water Resources Research.
Present Address: Department of Geography and Environmental Engineering, The
Johns Hopkins University, Baltimore, Maryland 21218, U.S.A.
