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第四讲多目标规划.ppt
多目标规划问题 BY CAO Multiobjective Optimization OPtim_tb.pdf P131~140 选做作业:1)MATLAB中的多目标优化思路! 2)多目标优化算法讨论 3)有关多目标优化实例分析 Algorithm Improvements for Goal Attainment Method x = fgoalattain(fun,x0,goal,weight) x = fgoalattain(fun,x0,goal,weight,A,b) x = fgoalattain(fun,x0,goal,weight,A,b,Aeq,beq) x = fgoalattain(fun,x0,goal,weight,A,b,Aeq,beq,lb,ub) x = fgoalattain(fun,x0,goal,weight,A,b,Aeq,beq,lb,ub,nonlcon) x = fgoalattain(fun,x0,goal,weight,A,b,Aeq,beq,... lb,ub,nonlcon,options) x = fgoalattain(fun,x0,goal,weight,A,b,Aeq,beq,... lb,ub,nonlcon,options,P1,P2,...) [x,fval] = fgoalattain(...) [x,fval,attainfactor] = fgoalattain(...) [x,fval,attainfactor,exitflag] = fgoalattain(...) [x,fval,attainfactor,exitflag,output] = fgoalattain(...) [x,fval,attainfactor,exitflag,output,lambda] = fgoalattain(...) The arguments passed into the function are described in Table 4-1. The arguments returned by the function are described in Table 4-2. Details relevant to fgoalattain are included below for fun, goal, nonlcon, options, weight, attainfactor, exitflag, lambda, and output. The function to be minimized. fun takes a vector x and returns a vector F of the objective functions evaluated at x. You can specify fun to be an inline object. For example, fun = inline(sin(x.*x)); Alternatively, fun can be a string containing the name of a function (an M-file, a built-in function, or a MEX-file). If fun=myfun then the M-file function myfun.m would have the form function F = myfun(x) F = ... % Compute function values at x To make an objective function as near as possible to a goal value, (i.e., neither greater than nor less than) set options.GoalsExactAchieve to the number of objectives required to be in the neighborhood of the goal values. Such objectives must be partitioned into the first elements of the vector F returned by fun. If the gradient of the objective function can also be computed and options.GradObj is on, as set by options = optimset(GradObj,on) then the function fun must return, i
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