Good day,
I have a problem in which I am trying to minimise two objective functions using Autonomous Characterisation and Calibration via Evolutionary Simulation (ACCES) code, through weighted sum approach, whereas in doing so I want to optimise the weights applied to each objective function. Such that as the solution progress towards say a Pareto front, the weights are constantly being adjusted in a way that objective functions are directed towards their global/local minima. Methods I’ve seen so far are Pareto-Weighted-Sum-Tuning, Scipy-Python etc. whereas I already have an optimisaiton algorithm for my objective function (ACCES code), what I am looking for is a way to optimise the weights I should define for them.
P.S.: I used user-defined weights for weighted sum optimization, which were random guesses based on decision importance of the objective functions, but I need optimised weights instead.
Any ideas are appreicated.
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