Writing Penality function in GA
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I am trying to solve a constrained optimization problem with two objectives using GA. The objective function and constraints are as follow:
min f1(x1, x2) & max f2(x1, x2)
subject to:
a*x1-b*x2 < 0 where a and b are constants
sum (x1)= 1
I want to use penalty function approach to solve this problem but I am not sure how to write and apply penalty function to both objectives. I would appreciate any help on this issue.
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Sebastian Castro
le 3 Août 2017
You can use the gamultiobj function to pass in both your penalty functions separately.
- Sebastian
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