多目标规划培训教材.pptxVIP

MATLAB求解多目标规划;一、0-1规划的MATLAB求解;数学模型：MIN lambda S.T. F(x)-weight* lambda =goal(达到目标） Ax=b（线性不等式约束） Aeqx=beq（线性等式约束） C(x)=0（非线性不等式约束） Ceq(x)=0（非线性等式约束） lb=x=ub F=[f1(x),f2(x),…]为多目标的目标函数； F与[C(x),Ceq(x)]都是通过function来定义； 命令格式： 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) ;命令格式： 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,fval] = fgoalattain(...) [x,fval,attainfactor] = fgoalattain(...) [x,fval,attainfactor,exitflag] = fgoalattain(...) [x,fval,attainfactor,exitflag,output] = fgoalattain(...) [x,fval,attainfactor,exitflag,output,lambda] = fgoalattain(...);x = fgoalattain(@myfun,x0,goal,weight,A,b,Aeq,beq,... lb,ub,@mycon) where mycon is a MATLAB function such as function [c,ceq] = mycon(x) c = ... % compute nonlinear inequalities at x. ceq = ... % compute nonlinear equalities at ;有关优化参数设置： options = optimset(‘GradObj’,‘on’)目标函数的梯度方向参数设置为‘on’时，用下列函数定义： function [F,G] = myfun(x) F = ... % Compute the function values at x if nargout 1 % Two output arguments G = ... % Gradients evaluated at x End The gradient consists of the partial derivative dF/dx of each F at the point x. ;二、多目标规划的MATLAB求解;模型：x’=(A+BKC)x+Bu，设计K满足目标： Y=Cx 1）循环系统的特征值（由命令eig(A+B*K*C)确定）的目标为goal = [-5,-3,-1] 2）K中元素均在[-4,4]中; 设特征值的weight= abs(goal),定义目标函数F如下： function F = eigfun(K,A,B,C) F = sort(eig(A+B*K*C)); % Evaluate objectives，由小到大排列 优化程序为： A = [-0.5 0 0; 0 -2 10; 0 1 -2];B = [1 0; -2 2; 0 1]; C = [1 0 0; 0 0 1]; K0 = [-1 -