A new approach is proposed for multiple attribute decision making (MADM) with multiple decision makers' subjective preference information on alternatives and the objective information in decision matrix. In the approach, multiple decision makers give their preference judgments on the alternatives in different formats. An optimization model is constructed to reflect both decision makers' subjective preference information and objective decision matrix. Attribute weights are obtained from the optimization model, which are used for alternative selection. An example illustrates the proposed approach.
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