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multi_objective_opt​imization_matlab

version 1.7 (81.1 KB) by Thomas Guillod
MATLAB Tool for Multi-Objective Optimization

519 Downloads

Updated 04 Nov 2021

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MATLAB Tool for Multi-Objective Optimization

license - BSD language - MATLAB category - science status - maintained

This MATLAB tool offers different functionalities for multi-objective optimization:

  • Offer a common interface for different solvers
    • Brute force grid search (exhaustive search)
    • MATLAB single-objective genetic algorithm ('ga')
    • MATLAB multi-objective genetic algorithm ('gamultiobj')
  • Offer an abstraction layer to the MATLAB solver
    • Scaling the input variables
    • Generating and filtering initial points
    • Transforming high-level data structures ('struct') to low-level ('matrix')
    • Generating the low-level inputs required by the solvers
  • Allow vectorized and parallel evaluation of the functions
    • Divide the number of points to be evaluated into chunks
    • Evaluate the chunks with parallel computing ('parfor')
    • The points inside a chunk are evaluated in a vectorized way

Mathematically, the following optimization problems are solved:

  • Multiple variables
  • Integer variables
  • Upper and lower bounds
  • Inequality constraints
  • Equality constraints
  • Non continuous objective function
  • Single-objective or multi-objective goals

This tool is developed by the Power Electronic Systems Laboratory at ETH Zurich and is available under the BSD License. The code is also available on the ETH Data Archive.

Example

Look at the example run_example.m which generates the following results:

Adding Solvers

The code is made to take advantage of optimization methods using vectorized evaluation of the objective function. Therefore, it would be easy to add support for 'patternsearch', 'particleswarm', or 'paretosearch'. Adding support for non vectorized solvers ('fmincon', 'fminbnd', or 'fminsearch') is possible but less interesting.

Compatibility

  • Tested with MATLAB R2018b.
  • Requires the gads_toolbox (for the MATLAB solvers).
  • Requires the optimization_toolbox (for the MATLAB solvers).
  • Requires the distrib_computing_toolbox (for parfor loops)
  • Compatibility with GNU Octave not tested but probably problematic.

Author

  • Thomas Guillod, ETH Zurich, Power Electronic Systems Laboratory - GitHub Profile

License

  • This project is licensed under the BSD License, see LICENSE.md.
  • This project is copyrighted by: (c) 2019-2020, ETH Zurich, Power Electronic Systems Laboratory, T. Guillod.

Cite As

Thomas Guillod (2021). multi_objective_optimization_matlab (https://github.com/ethz-pes/multi_objective_optimization_matlab), GitHub. Retrieved .

MATLAB Release Compatibility
Created with R2020a
Compatible with any release
Platform Compatibility
Windows macOS Linux

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To view or report issues in this GitHub add-on, visit the GitHub Repository.
To view or report issues in this GitHub add-on, visit the GitHub Repository.