Prof. Dr. H. Hebbel
Empirische Wirtschaftsforschung und Datenverarbeitung
Louvain
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Statistical aspects of Multi-Criteria-Optimisation (MCO) using Desirability Indices
Dipl.-Stat. Detlef Steuer
University of Dortmund
Computational Statistics
steuer@unibw-hamburg.de
http://fawn.unibw-hamburg.de/steuer.html
Date: 24.9.1999
- Contents
- The general MCO problem
- Important complication
- Formalism
- Objective of "statistical" MCO
- Mathematical concepts I
- Mathematical concepts II
- MCO without expert
- Requirements for MCO procedures
- The Concept of Desirability
- What is a must for a desirability function d?
- Achievement by desirability
- Desirability Function I
- Interpretation of Harringtons Desirability
- Desirability Function II
- Distribution of
- Practical optimisation issues
- Aspects of modelling desirability indices
- Harrington case
- Derringer/Suich case
- Sensitivity to modelling errors: a simulation case study
- Design of simulation study
- Re-simulated optima for Derringer/Suich
- What happened?
- Trimodal distribution of Xopt
- Is there a way out?
- Conclusion
- About this document ...