Inferring an ELECTRE I model from binary outranking relations

Multi-criteria decision making (MCDM) consists in choosing, ranking or sorting alternatives belonging to a finite set and evaluated according to several and usually conflicting criteria. Criteria weights play a crucial role in the decision process since they express the importance of the considered criteria as seen by the decision maker (DM). However, these weight values assigned directly by the DM are subjective and little reliable as they are based only on his experience, his intuition and his psychological state. To overcome the subjectivity problem, several methods are developed to infer criteria weights from DM judgments. The aim of this paper is to develop an approach eliciting ELECTRE I criteria weights using binary outranking relations furnished by the decision-maker and taking support on mathematical programming.