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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 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
m m
=
=
∑
=
Inverse Optimisation and Planning
(2000 – today)
The M
objective functions f
m
are
combined into a
single objective function
f
,
by using a
weighted sum (aggregation)
of all objectives: