Presents a new powerful multiple‐criteria decision‐making (MCDM) framework with an approach that combines recent results from several related areas. The De Novo programming and external reconstruction approach (ERA) provides the overall structure for the algorithms and the sequence of r‐constrained linear programs generated by the ERA‐framework is solved. This is by a parallel implementation of a powerful interior point algorithm called the conjugate gradient method (CGM), selected because it is particularly suitable for parallel processing. Gives details of the proposed parallel implementation of the CGM, together with the algorithm. Presents an analysis of the parallel performance and discusses theoretical speed‐up.
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