Optimizing function of functions
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Saifullah Khalid
le 16 Mar 2020
Commenté : Walter Roberson
le 17 Mar 2020
I am trying to optimize two functions and where. The function is a subfunction of means the results of are input to .
I am curious whether it is better to optimize a sum of the functions e.g. or I can co-optimize the functions as additionally depends on w. I am inclined to co-optimization but not sure if optimizing the sum of functions is a better or mandatory approach for this problem. I would appreciate any guidance, comments or helpful literature references.
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Walter Roberson
le 17 Mar 2020
It doesn't matter. All gamultiobj cares about is that it can place a call through the function handle and get back a vector of results. It does not care how many function calls that uses.
Consider for example that
F = @(X, Y, W) X.^2 + Y.^2 + (X-Y-W).^2
can be rewritten as
P = @(X,Y,W) (X-Y-W).^2
F = @(X,Y,W) X.^2 + Y.^2 + P(X, Y, W)
which can in turn be rewritten as
F = @(X, Y, W, Q) X.^2 + Y.^2 + Q(X, Y, W)
Called with (x, y, w, P)
obviously this is just an implementation detail as far as the mathematics is concerned.
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Alan Weiss
le 17 Mar 2020
You could use the approach in Generate and Plot a Pareto Front. Or you could try using a multiobjective solver, if you have a Global Optimization Toolbox license. As usual, Walter has good ideas.
Alan Weiss
MATLAB mathematical toolbox documentation
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