Prof. Dr. H. Hebbel
Empirische Wirtschaftsforschung und Datenverarbeitung


Louvain

Next: Desirability Function I Up: Statistical aspects of Multi-Criteria-Optimisation Previous: What is a must

Achievement by desirability

The Desirability Index D can be formulated as a function of factors $X_{1}, \ldots, X_{F}$ and errors $\epsilon_i,\; i = 1, \ldots, Z$.

\begin{eqnarray*}D(P)& := & D( d_i(Y_i)_{i= 1,\ldots,Z})\\
& = & D(d_i(f_i(X_{...
...i2}, \ldots, X_{iF},\epsilon_i))_{i= 1,\ldots,Z})\\
& = & D(X)
\end{eqnarray*}


Perform optimisation by estimating models $\hat{f_i}$ and calculating
$\hat{D(P)} := D(d_i(\hat{f}_i(X_{i1},X_{i2}, \ldots, X_{iF}))_{i=
1,\ldots,Z})$.
The ranking in
$\mbox{$I \! \! R$ }$ induces a ranking in $\mbox{$I \! \! R$ }^Z$ and ${\bf X}_{opt}$is easily identified.

Multi-Objective-Optimisation problem has been turned into a response surface problem.



Dipl.-Stat. Detlef Steuer
1999-10-04


E-Mail-Kontakt steuer@unibw-hamburg.de | Druckdatum: 01.06.2004 - 18:39:55