CPB Ljubljana 2018 course book

Inverse Optimisation and Planning

Create a single Objective Function via weighted Aggregation

The M objective functions f m are combined into a single objective function f, by using a weighted sum (aggregation) of all objectives:

= ෍ =1

.

= ( Ԧ ,

,

)

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 .