To　reflect　practical　situations　more　reasonably　by　the　fusion　of　evidence,　a　new　method　for　optimal　combination　of　evidence　is　proposed.　Some　related　theoretical　proofs　are　presented.　An　optimization　model　of　Pignistic　probability　distance　is　built　from　the　global　perspective　to　provide　the　relative　importance　weights　for　weighing　evidence　such　that　the　weighted　evidence　can　be　reasonably　combined　with　the　Dempster　rule　of　combination.　Numerical　examples　are　provided　to　demonstrate　the　advantages　of　the　new　method　such　as　quick　convergence,　good　stability　and　strong　anti-interference　ability.