A NOTE ON THE WEIGHTED SUM METHOD

George A. Hazelrigg
Vienna, VA

The weighted sum method (WSM) is a very popular approach to ranking alternatives
against a set of 𝑛 criteria1. It commonly takes the form,
)

𝑅# = % 𝑤' 𝑞'# (1)

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where the rating of the 𝑗-. alternative, 𝑅# , is the sum of criteria (or attribute) measures, 𝑞'# , times
weights, 𝑤' > 0, applied to each measure. The overwhelming preponderance of the literature
treats the 𝑤' as an importance measure of each criterion and, although not necessary, it is also
common to impose the condition,
)

% 𝑤' = 1 (2)
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Although this is a very simple approach to ranking alternatives, it is, unfortunately, subject to a
set of conditions that are most frequently neglected. To begin, note that Eq. 1 is a linear
preference model on the 𝑛 criteria, 𝑞' . Hence, its use is restricted to the case where the measures
of 𝑞' are linear functions of the value provided by each criterion. It is easy to see that this
restriction imposes a rather severe limitation on the use of this preference model. For example,
an increment of food would prove significantly more valuable to a person who hasn’t eaten in
several days than the same increment would be to the same person had she just consumed a
large meal. Indeed, for most criteria, the value of an incremental improvement diminishes as the
criterion is more fully satisfied. Fortunately, we can remove this limitation by writing Eq. 1 in the
more general form,
)

𝑅# = % 𝑤' 𝑣' (𝑞'# ) (3)

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where the 𝑣' (𝑞'# ) are “values” associated with their respective criteria measures.
Secondly, an underlying condition key to the validity of the WSM is that the values of the
criteria are linearly independent. This means that the value attributed to each criterion must be
independent of the values attributed to all other criteria. If this condition is not met, the WSM
will not produce a valid ranking. A test for the linear independence of the criteria is given by
Fishburn2. Suffice to say that linear independence is not the norm.
Next, consider the meaning of a ranking index such as 𝑅# . Clearly, if 𝑅5 > 𝑅6 we would
expect to prefer alternative 𝑎 to alternative 𝑏. Likewise, if 𝑅6 > 𝑅5 we would expect to prefer
alternative 𝑏 to alternative 𝑎. And if 𝑅5 = 𝑅6 we would expect to be indifferent between
alternatives 𝑎 and 𝑏. It is this indifference statement that determines a condition on the criteria
weights, 𝑤' . If we are indifferent between alternatives 𝑎 and 𝑏, then the following condition
must apply:
) )

𝑅5 = % 𝑤' 𝑣' (𝑞'5 ) = % 𝑤' 𝑣' (𝑞'6 ) = 𝑅6 (4)

'*+ '*+
Which is to say,
)

% 𝑤' Δ𝑣',5;6 = 0 (5)

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where Δ𝑣',5;6 = 𝑣' (𝑞'5 ) − 𝑣' (𝑞'6 ). Consider the simple case where 𝑛 = 2 (which is equivalent
to the case where the two alternatives differ only by two criteria). Then the equations
𝑤+ Δ𝑣+,5;6 + 𝑤? Δ𝑣?,5;6 = 0 (6)
and
𝑤+ + 𝑤? = 1 (7)
impose conditions on the 𝑤' . Rewriting Eq. 6,
𝑤+ Δ𝑣?,5;6
=− (8)
𝑤? Δ𝑣+,5;6
Which is to say that the ratio of the weights is determined by the indifference ratio in a trade
between value measures of Criterion 1 and Criterion 2. That is, it is dependent on the ratio of
the amount of 𝑎 that one would be willing to “pay” to gain a defined increment in 𝑏. In short,
the weights define an indifference surface, they do not denote the relative importances of the
criteria.
Differentiating Eq. 3 on an indifference surface,
)
𝜕𝑣' (𝑞' )
% 𝑤' 𝑑𝑞' = 0 (9)
𝜕𝑞'
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In the case that 𝑛 = 2, Eq. 9 becomes
𝜕𝑣+ (𝑞+ ) 𝜕𝑣? (𝑞? )
𝑤+ 𝑑𝑞+ + 𝑤? 𝑑𝑞? = 0 (10)
𝜕𝑞+ 𝜕𝑞?
Rearranging terms,
𝜕𝑣? (𝑞? ) 𝜕𝑣? (𝑞? )
𝑤+ 𝜕𝑞? 𝑑𝑞? 𝜕𝑞? 𝑑𝑞?
𝜔+/? = =− =− D E (11)
𝑤? 𝜕𝑣+ (𝑞+ ) 𝜕𝑣+ (𝑞+ ) 𝑑𝑞+
𝜕𝑞+ 𝑑𝑞+ 𝜕𝑞+
for all values of 𝑞+ and 𝑞? . Note that the term 𝑑𝑞? ⁄𝑑𝑞+ is a preference determined by the
decision-maker for combinations of 𝑞+ and 𝑞? . Thus, Eq. 11 imposes a condition on the
relationships between the 𝑣' (𝑞' ). Eq. 11 also makes it clear that the simple form of 𝑅# as given
by Eq. 1 is valid only in the rare case that all the derivatives 𝜕𝑣' (𝑞' )⁄𝜕𝑞' are constants with
respect to 𝑞' such that we may set 𝑣' = 𝑞' for all 𝑖. This means that equal increments of 𝑞' have
equal value regardless of 𝑞' itself.
But wait! There is yet another condition that must be met. The weights as defined by the
WSM (Eq. 1) are constants. In order to assure that they are indeed constant, it is necessary to
impose conditions on the criteria value measures. Obviously, since the weights are constants,
their ratios must also be constants. Thus, 𝜔+/? is a constant that defines the relationship
between the value measures, 𝑣' (𝑞' ).
Let’s see how this works with a simple example. Consider two criteria (attributes) in an
aircraft design, say, cruise speed and range. It is important that the criteria be observable and
measurable. The measurable quantities of criteria 𝑖 are 𝑞' . In our example, cruise speed, 𝑞I , can
be measured in knots (kts) and range, 𝑞J , in nautical miles (nm). But only under special conditions
could these measured values be the 𝑣' (𝑞' ) values. We are free to assign the functions 𝑣' (𝑞' )
only within certain constraints: (1) the 𝑣' (𝑞' ) must be linearly increasing with the value assigned
to different 𝑞' measures and, (2) if two different measures of 𝑞' , say 𝑞'5 and 𝑞'6 have the same
value, they must both be assigned the same numerical value of 𝑣' (𝑞' ). In short, amounts 𝑞' map
into their perceived values 𝑣' so as to satisfy the linearity requirement of Eq. 3. Essentially, the
mapping monetizes values of 𝑞' , but not necessarily such that different 𝑞' are monetized to the
same monetary units. The ratios, 𝜔, accommodate both differences in units and preference.
Preference functions are unique only up to an affine transformation. Hence, in order to map the
function 𝑣' (𝑞' ), we may arbitrarily choose a base point, 𝑞'K , and a small increment, ∆𝑞'K , and
assign arbitrary values to both 𝑞'K and ∆𝑞'K , namely 𝑣'K and ∆𝑣'K . For example, we could choose
𝑞JK = 500nm and ∆𝑞JK = 100nm, and 𝑣JK = 10 and ∆𝑣JK = 1. We then step forward to 𝑞J+ =
𝑞JK + ∆𝑞JK and, at 𝑞J+ , assess the magnitude of ∆𝑞J+ that will result in ∆𝑣JK = ∆𝑣J+ = 1. This is
determined by the value that the decision-maker assigns to increments in 𝑞J as a function of 𝑞J .
We continue this process until we have mapped 𝑣J (𝑞J ) over the full range of 𝑞J . Then, when the
value functions, 𝑣J (𝑞J ) and 𝑣I (𝑞I ), are fully determined, the weight ratio, 𝜔J/I can be
determined using Eq. 11. Looking at Eq. 11, we see that the weight ratio both scales the units of
𝑣J and 𝑣I relative to each other and accommodates the decision-maker’s preference for trades
between these criteria. The astute reader will note that, instead of arbitrarily choosing the value
functions 𝑣' (𝑞' ), and using these functions to determine the weight ratios, one could instead
arbitrarily select the weight ratios and use these ratios to determine the value functions. This
further illustrates the point that the weights in Eq. 1 do not reflect the relative importances of
the different criteria.
If all of the above conditions are met, the WSM will give an accurate representation of a
decision-maker’s preference vis-à-vis a preference ranking of the alternatives. Conversely, if all
of the above conditions are not met, the resulting ranking of alternatives will be meaningless.
So, we see that a correct implementation of the very simple rating scheme provided by Eq. 1 is
not simple at all provided one wants it to yield useful results, and we note that the common
incorrect use of this scheme is likely to provide seriously misleading results. Indeed, we often
pay substantial penalties for our failure to adhere to rigorous mathematical procedures. A far
more thorough treatment of this topic is provided by Abbas3.

References:

1. “Weighted sum model,” Wikipedia, https://en.wikipedia.org/wiki/Weighted_sum_model

2. Fishburn, P.C., “Independence in Utility Theory with Whole Product Sets,” Presented at
the 1964 CORS/ORSA Joint Conference, Montreal, Canada, May 27, 1964.
3. Abbas, A.E., Foundations of Multiattribute Utility, Cambridge University Press, New York,
2018.