Modifying Hellwig’s Method for Multi-Criteria Decision-Making with Mahalanobis Distance for Addressing Asymmetrical Relationships

Abstract

Hellwig’s method is a multi-criteria decision-making technique designed to facilitate the ranking of alternatives based on their proximity to the ideal solution. Typically, this approach calculates distances using the Euclidean norm, assuming implicitly that the considered criteria are independent. However, in real-world situations, the assumption of criteria independence is rarely met. The paper aims to propose an extension of Hellwig’s method by incorporating the Mahalanobis distance. Substituting the Euclidean distance with the Mahalanobis distance has proven to be effective in handling correlations among criteria, especially in the context of asymmetrical relationships between criteria. Subsequently, we investigate the impact of the Euclidean and Mahalanobis distance measures on the several variants of Hellwig procedures, analyzing examples based on various illustrative data with 10 alternatives and 4 criteria. Additionally, we examine the influence of three normalization formulas in Hellwig’s aggregation procedures. The investigation results indicate that both the distance measure and normalization formulas have some impact on the final rankings. The evaluation and ranking of alternatives using the Euclidean distance measure are influenced by the normalization formula, albeit to a limited extent. In contrast, the Mahalanobis distance-based Hellwig’s method remains unaffected by the choice of normalization formulas. The study concludes that the ranking of alternatives is strongly dependent on the distance measure employed, whether it is Euclidean or Mahalanobis. The Mahalanobis distance-based Hellwig method is deemed a valuable tool for decision-makers in real-life situations. It enables the evaluation of alternatives by considering interactions between criteria, providing a more comprehensive perspective for decision-making.

Extended Hellwig’s Method Utilizing Entropy-Based Weights and Mahalanobis Distance: Applications in Evaluating Sustainable Development in the Education Area

“…Conversely, low-scoring countries often underestimated values compared to their counterparts in the Hellwig’s method based on the Mahalanobis distance. It is worth noting that these outcomes align with previous research findings [ 45 , 76 ].…”