Dakota Reference Manual  Version 6.4
Large-Scale Engineering Optimization and Uncertainty Analysis
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weights


Specify weights for each objective function

Specification

Alias: multi_objective_weights

Argument(s): REALLIST

Default: equal weights

Description

For multi-objective optimization problems (where the number of objective functions is greater than 1), then a weights specification provides a simple weighted-sum approach to combining multiple objectives into a single objective:

\[f = \sum_{i=1}^{n} w_{i}f_{i}\]

Default Behavior If weights are not specified, then each response is given equal weighting:

\[f = \sum_{i=1}^{n} \frac{f_i}{n}\]

where, in both of these cases, a "minimization" sense will retain a positive weighting for a minimizer and a "maximization" sense will apply a negative weighting.

If scaling is specified, it is applied before multi-objective weighted sums are formed.