Extension card · Grey
Grey PROMETHEE (Kuang, Kilgour & Hipel, 2015)
Grey PROMETHEE is the form of PROMETHEE used when criterion scores are given only by a lower and upper bound. It reduces every pair of bounds to a single number by its midpoint (whitenisation), and derives the preference function's threshold automatically from that criterion's spread across the alternatives.
Base method
PROMETHEE →
Philosophy, mechanics, strengths and weaknesses are on the base method card; this card describes only the difference.
Data type (family)
Grey →
What this data type is, when to use it, how to write it in a cell: the family's full account is here.
What Changes from the Base Method?
Three things change; the logic of the preference function and the flows does not.
Cells. In crisp PROMETHEE every cell is a single number. Here every cell is two numbers: a lower bound and an upper bound. No most-likely value is claimed in between. Weights remain crisp and are taken from outside, summing to 1; the method does not generate weights, and group decisions are not supported by a separate mechanism at this entry point.
Whitenisation (reducing the difference to a single number). In crisp PROMETHEE the difference is a direct subtraction. Here every grey number is first reduced to a single number by the midpoint of its lower and upper bound (whitenisation), and the difference is then taken between these whitenised numbers. This midpoint is not claimed to be a "most-likely value"; it is only a representative number chosen for the calculation. The literature on grey-system methods builds a separate family for this step; because no shared, paper-derived example table exists for this entry point of DecisionMind, the card's verification example is entirely synthetic.
Preference function and threshold. In crisp PROMETHEE the preference threshold (p) and the indifference threshold (q) are usually set by hand. Here DecisionMind does not set this threshold by hand: for each criterion it sets the p threshold equal to the largest observed difference between alternatives on that criterion, that is, the range (largest minus smallest) of the column's whitenised values, and keeps the indifference threshold at zero. The difference is divided by this range and capped at 1, giving a preference degree in the [0, 1] range.
Flows. The reduced and thresholded preference degrees are multiplied by the criterion weight and summed; the entering flow (φ⁺) and leaving flow (φ⁻) are computed with the same averaging definition as in crisp PROMETHEE, net flows are taken, and the ranking follows the same rule.
DecisionMind holds fixed, at this entry point, whitenisation by the midpoint and automatically deriving the threshold from the column range. This automatic threshold depends on the alternative set: adding or removing an alternative changes the range, and so the threshold — an extra source of sensitivity not seen when working with a manually fixed threshold as in crisp PROMETHEE.
How to Read the Output
The net flow is a value as in crisp PROMETHEE, and it is read the same way: it is assessed together with the entering and leaving flow, and cannot be compared with another method's score.
The difference is here: this net flow rests both on the midpoint of the bounds (whitenisation) and on the automatic threshold derived from the column range. The net-flow gap between two alternatives may be meaningful or meaningless depending on the width of the bounds and on the range of whichever alternative set is currently on the table. This is why the report should show, alongside the net flow, the width of the bounds and whether the ranking stays solid when the alternative set changes (a new candidate is added).
Thus instead of writing:
"According to Grey PROMETHEE, A2 is clear-cut because it also works with little data"
the report should read:
"Criteria were entered only as lower and upper bounds, reduced to a single number by their midpoint, and processed through PROMETHEE's preference function; A2 has the highest net flow, and because the threshold is derived automatically from this alternative set's range, it should be re-tested if a new candidate is added"
When to Prefer This over the Base Method
Use this when only a lower and upper bound are available for a criterion and no value within the bounds is considered more likely than another: assessments of a new market, a new supplier or a new project made with little data; expert judgements able to say "at least, at most" but not "most likely."
If a most-likely value is known within the bounds, fuzzy PROMETHEE should be preferred over grey; the grey structure erases this information. The base method should be kept when criteria are measured. Adding an unsourced margin around a measured number to build a grey number is not modelling uncertainty, it is manufacturing it. If the table is mixed, DecisionMind requires a single data type; a measured criterion is then also written in grey form, with the lower bound equal to the upper bound. Crisp PROMETHEE's exit conditions apply here in exactly the same way: if the number of alternatives exceeds fifty, the pairwise-comparison burden grows large, and if a full ranking is not needed but an honest partial relation is, PROMETHEE I's reading or the ELECTRE family should be considered.
Mistakes Specific to This Extension
Interpreting the whitenised midpoint as a "most-likely value." The midpoint of a grey number, computed for instance as 40 for ⊗[30, 50], does not mean that 40 is more likely than other values; there is no defined most-likely point within the bounds, the midpoint is only a representative the calculation needs.
Building a grey number by adding an unsourced bound around a measured figure. Writing 2,450 TRY as ⊗[2,400, 2,500] has no source at all; the bounds must have a source (a contract, a past record, an expert statement).
Treating the automatically derived p threshold as a fixed parameter. This threshold is computed from the range observed among the alternatives currently on the table for that criterion; it changes when a new alternative is added and the range widens or narrows. Assuming without checking that "the threshold was always the same" leads to an inability to explain why the ranking changed when an alternative was added (rank reversal).
The governing principle is this:
Grey PROMETHEE's contribution is to calculate honestly without assuming anything unknown within the bounds (a most-likely value, a distribution); assuming the midpoint is most likely, or forgetting that the threshold depends on the alternative set, breaks this honesty.
Cases
The first case is DecisionMind's verification example: according to the manifest's own note, no shared, paper-derived example table exists for the grey PROMETHEE family, so this table is entirely synthetic and was produced only to test the consistency of the formulas. The second case is an illustrative fiction.
1. Illustrative example (DecisionMind verification example): Three alternatives, three criteria
Three alternatives (A1, A2, A3) are scored on three criteria (C1, C2 "more is better", C3 "less is better") only by a lower and upper bound.
| Alternative | C1 | C2 | C3 |
|---|---|---|---|
| A1 | ⊗[0.65; 0.75] | ⊗[0.45; 0.55] | ⊗[0.55; 0.65] |
| A2 | ⊗[0.75; 0.85] | ⊗[0.55; 0.65] | ⊗[0.35; 0.45] |
| A3 | ⊗[0.55; 0.65] | ⊗[0.65; 0.75] | ⊗[0.45; 0.55] |
| Direction | more is better | more is better | less is better |
| Weight | 0.40 | 0.35 | 0.25 |
The method reduces every pair of bounds to a single number by its midpoint (A1: 0.70 / 0.50 / 0.60; A2: 0.80 / 0.60 / 0.40; A3: 0.60 / 0.70 / 0.50), takes each criterion's column range (0.20 in all three) as the preference threshold, divides the differences by this threshold, combines them with the weights, and computes the flows.
| Alternative | Net flow (φ) | Rank |
|---|---|---|
| A2 | 0.488 | 1 |
| A3 | -0.038 | 2 |
| A1 | -0.450 | 3 |
The result reads as follows. A2 holds the highest whitenised values on the two heaviest criteria (C1 and C2, a combined weight of 0.75) and the lowest value on C3 (cost); being either best or close to its rivals on all three criteria gives it a clearly first net flow.
The board may hesitate here. If the weight were shifted towards C2 and lowered on C1 (set as C1=0.10, C2=0.60, C3=0.30, and computed independently in Python with the same algorithm), the net flows would come out at 0.375 for A3, 0.300 for A2 and -0.675 for A1, and A2 and A3 would swap places: A3 first, A2 second. This shows that A2's lead depends on the weight given to C1 and C2, and that A3 moves ahead once C2 is favoured.
In the report: "Criteria were entered only as lower and upper bounds, reduced to a single number by their midpoint, and processed through PROMETHEE's preference function. With the current weights, A2 leads with a net flow of 0.488; when the weight is shifted towards C2, A3 moves ahead, so the weight distribution should be separately justified."
Source: This table is DecisionMind's Grey PROMETHEE verification fixture; according to the manifest's own note, no common example table shared in the literature exists for the grey PROMETHEE family, so this synthetic 3×3 grey-interval table was produced only to show the consistency of the formulas and does not guarantee fidelity to any specific paper. The figures for the weight-change scenario were independently recomputed with the same algorithm by this card's author.
2. Agriculture: Choosing among three suppliers for a new seed variety
A cooperative will choose among three suppliers for a new seed variety. Criteria: expected yield per decare and germination rate ("more is better"), delivery-delay risk ("less is better"). The variety has only been sown in one or two trial plots in this region; the cooperative has only the lowest and highest value observed for each supplier, with no most-likely value.
The method compares the three suppliers, reduces each criterion's bounds to a single number by their midpoint, takes the column range as the threshold, computes preference degrees, and finds the net flows. Suppose the supplier with the highest yield is also the one with the highest delivery risk, and it still comes out first in net flow, because the yield weight exceeds the delivery-risk weight; the supplier with the best germination rate comes second, and the one with the lowest yield comes third.
The cooperative may hesitate here. Because the delivery-risk criterion's weight is kept low, the first supplier's risk may not show up sufficiently in the net flow; and since the bounds are built from only two trial plots' worth of narrow data, whether the bounds (and hence the threshold) change once a new trial result arrives, and how this would affect the ranking, should also be separately tested.
In the report: "With the weight given to yield, the first supplier stands out clearly; because the delivery-risk weight is kept low, this criterion's share is limited, and the ranking should be re-tested if the bounds narrow with new trial data."
3. What Not to Do
Interpreting the midpoint (0.50) of a grey number such as ⊗[0.45; 0.55] in the illustrative example as a "most-likely value" is wrong; a grey number does not carry this information, the midpoint is only a representative chosen for the calculation. The second error is building a grey number by adding an unsourced margin around a measured value (for instance a ratio precisely known as 0.60) as ⊗[0.55; 0.65]; if the bounds have no source, there is no grey number either. The third error is assuming the automatically derived p threshold (0.20 on all three criteria in this example) is a fixed parameter, and failing to account for the fact that adding a fourth supplier changes the column range and so may change the threshold, and possibly the ranking.
Sources
For the formulas behind each step, the intermediate tables and citation formats, see the DecisionMind method page: decisionmind.app/library/grey-promethee
Kuang, H., Kilgour, D. M., & Hipel, K. W. (2015). Grey-based PROMETHEE II with application to evaluation of source water protection strategies. Information Sciences, 294, 376–389. DOI: 10.1016/j.ins.2014.09.035
Brans, J. P., & Vincke, Ph. (1985). A preference ranking organisation method (The PROMETHEE method for multiple criteria decision-making). Management Science, 31(6), 647–656. DOI: 10.1287/mnsc.31.6.647
Deng, J. L. (1982). Control problems of grey systems. Systems & Control Letters, 1(5), 288–294. DOI: 10.1016/S0167-6911(82)80025-X
Liu, S., & Lin, Y. (2011). Grey Systems: Theory and Applications. Understanding Complex Systems. Springer. DOI: 10.1007/978-3-642-16158-2