Modern Bt Techniques - Florence 2016

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:

M

r

{ } { } { } ) , , ( w t

1 = ∑ = m

=

r f f w f m m

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 .