Arbeitspapier

An improved optimisation procedure for desirability indices

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. Today’s 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.

Language
Englisch

Bibliographic citation
Series: Technical Report ; No. 2000,27

Subject
MCO
MCD
MCDA
Desirability Function
Desirability Index
numerical optimisation
bias
Monte-Carlo estimation
computer intensive procedures

Event
Geistige Schöpfung
(who)
Steuer, Detlef
Event
Veröffentlichung
(who)
Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen
(where)
Dortmund
(when)
2000

Handle
Last update
10.03.2025, 11:43 AM CET

Data provider

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Object type

  • Arbeitspapier

Associated

  • Steuer, Detlef
  • Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen

Time of origin

  • 2000

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