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Create a single Objective Function via weighted Aggregation
w
m
:
the
Importance Factors
(IFs) for the individual
Objective Functions
f
m
or
Penalties
for the
penalisation
of the
violation of the individual objectives
.
These are considered as a measure of the relative significance of each
of the objectives / objective functions in the optimisation process.
The optimisation process equals then the minimisation of the
Aggregated Objective Function f
.
) , , (
1
w t
r f
fw f
M
m
mm
The M
objective functions f
m
are
combined into a
single objective
function f,
by using a
weighted sum (aggregation)
of all objectives:
Inverse Optimisation and Planning