An improved optimisation procedure for Desirability Indices

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Date

2000

Journal Title

Journal ISSN

Volume Title

Publisher

Universitätsbibliothek Dortmund

Abstract

As will be shown the current use of Desirability Indices for optimisation purposes in experimental design gives biased results in general. Researchers were satisfied with approximative solutions as unbiased results would have required analytical expressions for the distributions of Desirability Indices. These expressions are unavailable. Todays computing power allows to use Monte-Carlo estimators for estimating exact solutions instead of analytical solutions and therefore to improve the estimation process for Desirabilities.

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Keywords

bias, computer intensive procedures, desirability index, MCD, MCDA, MCO, Monte-Carlo estimation, numerical optimisation

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