Decision-maker　(DM)　can　assign　the　weights　of　the　distance　measures　in　the　relative　closeness　of　technique　for　order　preference　by　similarity　to　ideal　solution　(TOPSIS)　for　achieving　his/her　desirable　ranking　of　alternatives.　This　phenomenon　is　called　strategically　setting　distance　measure　weights　in　this　study,　which　may　affect　the　fairness　of　the　results.　In　order　to　prevent　this　phenomenon,　the　idea　of　data　envelopment　analysis　(DEA)　is　introduced　to　determine　the　objective　weights　of　distance　measures,　and　an　improved　TOPSIS　is　proposed　in　this　study.　The　proposed　method　not　only　determines　weights　of　the　distance　measures　from　an　objective　perspective　and　achieves　the　fully　ranking　of　alternatives,　but　also　provides　the　directions　for　improvement.　Moreover,　in　comparison　with　the　other　methods,　the　advantages　of　the　proposed　method　are　analyzed,　and　the　meanings　and　properties　of　the　new　relative　closeness　are　discussed　and　proved.　Finally,　an　example　of　evaluating　the　innovation　development　of　high-tech　industries　in　central　and　western　regions　of　China　is　investigated　to　illustrate　the　effectiveness　and　the　usefulness　of　the　proposed　method.