GA with integer and linear constraints
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According to the documentation of global optimization toolbox "ga does not enforce linear constraints when there are integer constraints. Instead, ga incorporates linear constraint violations into the penalty function".
In an optimization problem I am trying to solve if linear constraints are violated, other constraints will return non-real values. How can I tackle this issue?
Simplified version of problem
Objective Function : min a + b
0 <= a <= 10
0 <= b <= 10
Subject to,
a*b - 25*a < 0
theta < 0 (Where theta is function of a and b, and returns non-real value if first constraint is not satisfied)
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Réponses (2)
Walter Roberson
le 27 Oct 2017
For that situation, do not use integer constraints. Instead, use custom population, mutation, and cross-over functions that "just happen" to obey the desired integer constraints.
Alan Weiss
le 27 Oct 2017
You can set your returned objective function values to a large value, say 1e100, if the calculation comes back complex or NaN.
Alan Weiss
MATLAB mathematical toolbox documentation
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