Abstract: A new efficiency theory of multiple criteria decision making is established in this paper.The new effciency is based on the differences among weights of the criteria,with "the larger the weight sum of the better criteria is,the better the related alternative" being the preference principle.The key definitions in this paper are β-major-in-weight efficient solution and β-major-in-weight optimal solution.Some properties of these solutions are shown.The relationships between them and Pareto efficient (optimal) solution are discussed.