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MCDM Methods

Step-by-Step Algorithms

PROMETHEE Method

Preference Ranking Organization Method for Enrichment Evaluation

1986 Brans, Vincke and Mareschal 5 Steps

PROMETHEE (Preference Ranking Organization Method for Enrichment Evaluations) is an outranking-based MCDM method used to compare and rank alternatives across multiple conflicting criteria. It converts pairwise differences into preference degrees using criterion-specific preference functions, aggregates them with criterion weights, and then uses positive and negative preference flows for ranking.

Video Demonstration

Step-by-Step Algorithm

Calculated cell
Source cells in formula
1

Form the decision matrix

Create the decision matrix with $m$ alternatives and $n$ criteria :

\[ X=\begin{bmatrix} x_{11} & x_{12} & \cdots & x_{1n}\\ x_{21} & x_{22} & \cdots & x_{2n}\\ \vdots & \vdots & \ddots & \vdots\\ x_{m1} & x_{m2} & \cdots & x_{mn} \end{bmatrix} \]

\(x_{ij}\) presents the performance value of ith alternative on jth criterion, m and n are the numbers of alternatives and criteria respectively.

Alternative$C_1$$C_2$$C_3$
$A_1$102030
$A_2$152535
$A_3$251535
Criterion type: C₁ Benefit C₂ Cost C₃ Benefit
Weights: $w_1=0.7279$ · $w_2=0.2009$ · $w_3=0.0712$ (Entropy method)
2

Preference index

Formula

For every pair of alternatives \(A_i\) and \(A_k\), calculate the difference for each criterion.

$$ d_j(A_i,A_{k})=x_{ij}-x_{kj} \qquad i,k \in \{1,\ldots,m\} $$

The value of the weak preference function is calculated based on the function :

\[ P_j(A_i,A_{k})=f_j\left[d_j(A_i,A_{k})\right], \qquad 0\leq P_j(A_i,A_{k})\leq1 \]

The six commonly used preference functions are :

1. Usual criterion (Type I). No parameter
$$ P(d)=\begin{cases} 0, & d\leq0\\ 1, & d>0 \end{cases} $$
Quasi-criterion (Type II). Parameter : l
$$ P(d)=\begin{cases} 0, & d\leq l\\ 1, & d>l \end{cases} $$
3. V-shape criterion (Type III). Parameter : m
$$ P(d)=\begin{cases} 0, & d\leq0\\[4pt] \dfrac{d}{m}, & 0 < d \leq m\\[8pt] 1, & d>m \end{cases} $$
4. Level criterion (Type IV). Parameters : q , p
$$ P(d)=\begin{cases} 0, & d\leq q\\[4pt] \frac12, & q < d \leq p\\[4pt] 1, & d>p \end{cases} $$
5. Linear criterion (Type V). Parameters : s , r
$$ P(d)=\begin{cases} 0, & d\leq s\\[6pt] \dfrac{d-s}{r-s}, & s < d \leq r\\[10pt] 1, & d>r \end{cases} $$
6. Gaussian criterion (Type VI). Parameter : u
$$ P(d)=\begin{cases} 0, & d\leq0\\[6pt] 1-e^{-\frac{d^2}{2u^2}}, & d>0 \end{cases} $$
1
Usual criterion (Type I)
Type I — No threshold
P (d)1.00-1012
P (d )=0 if d ≤ 0 ; P (d )=1 if d > 0
2
Quasi-criterion (Type II)
Type II — Indifference threshold
P (d)1.00l
P (d )=0 if d ≤ l ; P (d )=1 if d >l
3
V-shape criterion (Type III)
Type III — Preference threshold
P (d)1.000m
P (d )=d /m if 0 <d ≤ m ; 1 if d > m
4
Level criterion (Type IV)
Type IV — Indifference & preference thresholds
P (d)1.00.500qp
0 if d ≤ q ; ½ if q < d ≤p ; 1 if d >p
5
Linear criterion (Type V)
Type V — Linear ramp after indifference
P (d)1.000sr
0 if d ≤s ; (d −s )/(r −s ) if s < d ≤ r ; 1 if d > r
6
Gaussian criterion (Type VI)
Type VI — Smooth S-curve
P(d)1.0001 − e ^ (−d²/2u²)
P (d )=1 − exp (−d ² / 2u ²) for d > 0
Calculate the Weak Preference Index :
$$ \pi(A_i,A_k)=\sum_{j=1}^{n} w_jP_j(A_i,A_k) $$
where \(w_j\) is the weight of criterion \(C_j\).

Using the Usual criterion (Type I) preference function. For cost criteria, the preference is reversed: \(P=1\) when \(d<0\) (lower cost is better).

$\pi(A_i,A_k)$$A_1$$A_2$$A_3$
$A_1$—0.20090.0000
$A_2$0.7991—0.0000
$A_3$1.00000.9288—
3

Entering and leaving flows

Formula

The leaving flow measures how strongly alternative \(A_i\) prefers the other alternatives.

$$ \phi^{+}(A_i)=\frac{1}{m-1}\sum_{\substack{k=1\\k\neq i}}^{m}\pi(A_i,A_k) $$

A larger leaving flow is better.


The entering flow measures how strongly the other alternatives prefer \(A_i\).

$$ \phi^{-}(A_i)=\frac{1}{m-1}\sum_{\substack{k=1\\k\neq i}}^{m}\pi(A_k,A_i) $$

A smaller entering flow is better.

AlternativeLeaving Flow $\phi^{+}$Entering Flow $\phi^{-}$
$A_1$0.10050.8996
$A_2$0.39960.5649
$A_3$0.96440.0000
4

Ranking PROMETHEE I

Formula

The priority of alternatives to each other is determined based on the leaving and entering flows.


\(\,P\,\) Preference : \(A_i\,P\,A_k\) means \(A_i\) is better than \(A_k\).

\[ \begin{aligned} P \quad if \quad \begin{cases}\phi^{+}(A_i)>\phi^{+}(A_k)\quad and \quad \phi^{-}(A_i)<\phi^{-}(A_k)\\\phi^{+}(A_i)=\phi^{+}(A_k)\quad and \quad \phi^{-}(A_i)<\phi^{-}(A_k)\\\phi^{+}(A_i)>\phi^{+}(A_k)\quad and \quad \phi^{-}(A_i)=\phi^{-}(A_k)\end{cases}\end{aligned} \]

\(\,I\,\) Indifference : \(A_i\,I\,A_k\) means means neither alternative is preferred over the other.

\[ I \quad if \quad \begin{cases}\phi^{+}(A_i)=\phi^{+}(A_k)\quad and \quad \phi^{-}(A_i)=\phi^{-}(A_k)\end{cases} \]

\(\,R\,\) Incomparability : \(A_i\,R\,A_k\) means no clear preference can be established.

\[ \begin{aligned} R \quad if \quad \begin{cases}\phi^{+}(A_i)>\phi^{+}(A_k)\quad and \quad \phi^{-}(A_i)>\phi^{-}(A_k)\\\phi^{+}(A_i)<\phi^{+}(A_k)\quad and \quad \phi^{-}(A_i)<\phi^{-}(A_k)\end{cases}\end{aligned} \]
PairCondition CheckRelation
$A_2$ vs $A_1$$P$$A_2 \succ A_1$
$A_3$ vs $A_1$$P$$A_3 \succ A_1$
$A_3$ vs $A_2$$P$$A_3 \succ A_2$
Reverse pairs——
PROMETHEE I Final ranking: $A_3 \succ A_2 \succ A_1$
5

Ranking PROMETHEE II

Formula
Calculate the net flow:

The net flow combines the leaving and entering flows.

$$ \phi(A_i)=\phi^{+}(A_i)-\phi^{-}(A_i) $$
A larger \(\phi(A_i)\) indicates a better alternative.
Ranking:

Sort the alternatives according to their net flow values.

$$ \phi(A_i)>\phi(A_k)\quad\Longrightarrow\quad A_i >A_k $$
AlternativeNet Flow $\phi(A_i)$
$A_1$−0.7991
$A_2$−0.1653
$A_3$0.9644
Net flows: $\phi(A_3)=0.9644 >\phi(A_2)=-0.1653 >\phi(A_1)=-0.7991$
PROMETHEE II Final ranking: $A_3 \succ A_2 \succ A_1$

POMETHEE Algorithm Flowchart