How to optimize a Objective function which depends on Random variable (Noise) subjected to multiple constraints using Genetic Algorithm? But Constraints are independent of Random variable.
2 visualizaciones (últimos 30 días)
Mostrar comentarios más antiguos
Hi,I am solving a optimization problem using Genetic Algorithm.My objective function depends on Random variable.But my N constraints are independent of that random variable. How can Code this using Matlab.
3 comentarios
Matt J
el 30 de En. de 2018
Editada: Matt J
el 30 de En. de 2018
My objective function depends on Random variable.
I think what you really mean is that the objective function depends on one particular realization of a random variable, as for example in a maximum likelihood estimation problem. In this case, your objective function is not really stochastic, and there is no issue.
Walter Roberson
el 31 de En. de 2018
I suspect this was duplicated by https://www.mathworks.com/matlabcentral/answers/379925-how-can-i-optimize-the-following-conditions-using-genetic-algorithms
Respuestas (0)
Ver también
Categorías
Más información sobre Genetic Algorithm en Help Center y File Exchange.
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!