Method to enable optimizing towards goals

A method to provide a goal function solution to an optimization problem, wherein the goal function comprises weighted parameters, and wherein said goal function is generally acceptable to users, and wherein said optimization is performed over a series of data instances, said method comprising:

• identifying the parameters of the goal function through determining which characteristics of the solution need to be taken into account when comparing the quality of solutions;
• estimating the numerical range each parameter weight factor may take by determining the minimal and maximal numerical value for any realistic solution;
• normalizing all parameters into the range of [0,1] for parameters that increase the quality of the solution and the of range [−1,0] for parameters that decrease the quality of the solution;
• setting a maximum weight value;
• setting a numerical weight for each parameter;
• searching for a goal function solution by searching for a good assignment of weight for each parameter;
• analyzing the series of instances;
• and
• averaging the weights of the best goal functions obtained for each data instance to obtain a single goal function,
• so that each goal function is appropriate for at least one operational characteristic, and can be activated when the character of each new instance is recognized.