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Multi-criteria-optimisation and desirability indices

Author

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  • Steuer, Detlef

Abstract

The basic ideas of Desirability functions and indices are introduced and compared to other methods of multivariate optimisation. It is shown that gradient based techniques are not in general appropriate to perform the numerical optimisation for Desirability indices. The problems are shown for direct modelling of Desirability indices. An example is given to illustrate the sensitivity of estimated optimum factor settings to modelling errors for individual targets.

Suggested Citation

  • Steuer, Detlef, 1999. "Multi-criteria-optimisation and desirability indices," Technical Reports 1999,20, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
    • Handle: RePEc:zbw:sfb475:199920
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