In order to make a decision in the face of multiple objectives, it is necessary to know the relative importance of the different objectives. Yet, it is often very difficult to specify a set of precise weights before possible alternatives solutions are known. In this paper, we present an improved weighted method, which is based on a modified definition by the membership function of fuzzy theory; an interactive, iterative method for arriving at an acceptable solution. The decision maker gradually discerns what is achievable and adjusts his aspirations and implicitly the specification of weights and trade-offs between his objectives, in the light of what he learns. To aid the decision maker＇s cognition and to allow him to express his wishes in a natural way, we present decision maker with grey relational degree to select the best solution from the finite solutions.
