Optimizing function of functions
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Saifullah Khalid
am 16 Mär. 2020
Kommentiert: Walter Roberson
am 17 Mär. 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.


5 Kommentare
Walter Roberson
am 17 Mär. 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.
Akzeptierte Antwort
Alan Weiss
am 17 Mär. 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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