Objective Function¶
To sovle problems with multiple objectives with singale objective optimizaiton methods the traditional way is add multiple objectives into a singale objective funcction with a definted weight.
\[\text{objective function}(X) := \sum\limits_{k \in K}{w_k * f_k(X)}\]
- where
- \(X\) is the parameter vector for the evalution function. \(w_k\) is the weight given for the \(k^{th}\) objective funciton \(f_k(X)\). \(K\) is a set of objectives.