How to skip paretosearch iteration

Hi everyone,

I am using paretosearch for multi-objective optimization based on another program output.

However, some certain values of variables, that I am optimizing may cause 0 or a blank result of the function.

Can I somehow skip these iterations in further analysis or I just need to make boundaries tighter?

Best wishes,

Volodymyr Rodin

Answer 1

[Gifari Zulkarnaen]

In the objective function, you can put a large penalty or result to make it like a bad result, so pattern search won't consider it and move to next step. For example:

function fval = objective(x)
    program_output = function_to_call_your_program(x);
    if iszero(program_output) | isempty(program_output)
        fval = 1000; % large value
    else
        fval = program_output;
    end
end

[Volodymyr Rodin]

Hi,

That's actually what I did to continue optimization.

Thanks, for reply.

[Gifari Zulkarnaen]

There is a "Revival" badge for answering question more than a month old. So I looked around for an unanswered question and came to yours for the badge. I didn't expect you would even check :D