Technical Report, SFB 475: Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund 1999,20
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.
MCO MCD MCDA Desirability Function Desirability Index dimension reduction numerical optimisation