(CNN) A double murderer who chose to die by electrocution was executed Thursday night, the Tennessee Department of Correction said.

Stephen West was convicted in 1986 of fatally stabbing a mother and her 15-year-old daughter, CNN affiliate WKRN reported.

He had several times escaped being put to death, including a scheduled execution in 2001 that was delayed when he began appealing his death sentence, according to several media reports.

Jack Campbell, whose uncle was the husband and father of the victims, lamented the legal system.

"Our family has suffered very deeply over the past 33 years through all the appeals that we think is very unfair for anyone to have to go through when all of the proof in the world was there for the case to be over within 24 hours, let alone 33 years," he said in a statement.

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