fmincon in matlab for multi objective
54 views (last 30 days)
Hello I am a question please
can I use fmincon function for solving multi objective linear programming in Matlab?
I want to create two m files, one of them is as objective function and the other is as constraint function and then I want to use fmincon to solve them.
can I do that? Is it true?
Dinghuan Zhu on 22 Jul 2014
There are several approaches to tackle multi-objective optimization problems. You may refer to the following link for detailed descriptions:
If you are using the first approach "Goal attainment" mentioned in that document, you can definitely use the function "fmincon" to solve the problem as if you are solving any single-objective optimization problems.
More Answers (2)
Mohit Verma on 15 Jan 2018
Edited: Mohit Verma on 15 Jan 2018
Could you provide sample code that would show how we could do this? How would we do this to incorporate the pareto front, as in this example here:
PkStefan on 21 Aug 2020
This is an old question but up to date for me. So can't you just normalize your objectives to obtain a single objective function and apply fmincon? For Normalization I'd use Min-Max Feature scaling. You could than even add weighing factors:
fun = weight1*norm(obj1)+Weight2*norm(obj2)
However you would need to have the minimum and maximum values of your objectives. Is this a legitimate way for applying fmincon?
Best regards, Stefan