How can I convert a multi objective optimization algorithm to a single objective one by using The weighting method ?

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F =(f1 ,f2) my objective is maximised f1 et minimised f2 please help me !! thanks in advance

Answers (2)

Ugur Acar
Ugur Acar on 6 May 2020
Assign weights to objective functions f1,f2) then optimize the weighted sum of f1 and f2

Rohit Garud
Rohit Garud on 31 Aug 2020
If J is your combined cost function and w1 and w2 are your weights then,
J = w1*(M-f1) + w2*(f2)
Here M is a large number which will always be greater than f1. As (M-f1) is minimized, f1 will be maximized.

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