Does the MCDM process attempt to reflect reality or is just a simplification which produces questionable results?

Resumen

Nowadays MCDM problems are ‘solved’ using a myriad of different models standing alone or in combination with other models; only advances, and some debatable, have been made in new tools regarding uncertainty data. Amongst the plethora of models based on different assumptions the most usual are AHP, ANP, ELECTRE, PROMETHEE, TOPSIS and VIKOR, and that accounts for thousands of projects, especially AHP and ANP, which are by far the most popular. In general, the mathematical foundation of these models is unobjectionable, however, many researchers are concerned about why two different models, applied to the same problem using the same data give different result. In addition it is really amazing to read expressions from some practitioners in the sense that model xxx was successfully applied to solve a problem, without taking in consideration that said assertion has no basis whatsoever due to the simple fact that nobody knows which the authentic and true result is. Once we asked a defender of a model why he could affirm that it was successful, his response was that because the procedure followed; however, it is precisely the procedure that is under suspicion, not the mathematics.