Proceedings of the Korean Operations and Management Science Society Conference (한국경영과학회:학술대회논문집)
- 2004.10a
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- Pages.31-34
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- 2004
The Study of Adjusting the Cost Matrix in Loss Function Approach for Multiresponse Optimization
다중 반응 변수 문제 해결을 위한 손실 함수 방법에서 비용 행렬의 보정에 관한 연구
- Published : 2004.10.01
Abstract
For solving multiresponse problems, a variety of loss function approaches have been proposed assuming that a cost matrix is known and fixed. However a cost matrix is also an important factor in loss function approaches, because the optimal solution is very sensitive to the cost matrix. In this paper. we propose a novel method for adjusting the cost matrix by considering the predictive ability of the estimated response models. Simulation results for the generated data set show that the proposed method is competitive with previously reported methods.
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