Multi-Criteria-Optimisation and Desirability Indices

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Universitätsbibliothek Dortmund

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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.

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desirability function, desirability index, dimension reduction, MCD, MCDA, MCO, numerical optimisation

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