多目标优化
以串行或并行方式求解多目标优化问题
使用目标达到方法求解多目标问题。这种方法的特点是,您为每个目标选择一个要达到的目标值,求解器会尝试找出同时满足所有目标值的点,找不到时,会尝试找出对各目标不满足程度相对均衡的点。此问题的一个重要特例是最小化目标最大值,它有一个特殊的求解器 fminimax
。
函数
fgoalattain | 求解涉及多目标的目标达到问题 |
fminimax | 求解 minimax 约束问题 |
实时编辑器任务
优化 | 在实时编辑器中优化或求解方程 |
主题
多目标求解
- 生成并绘制帕累托前沿
说明如何在双目标问题中绘制帕累托前沿的示例。 - 比较 fminimax 和 fminunc
展示与适用于平滑问题的求解器相比,专用的fminimax
函数如何能更好地求解 minimax 问题。 - Multi-Objective Goal Attainment Optimization
This example shows how to solve a pole-placement problem using multiobjective goal attainment. - Using fminimax with a Simulink Model
Example showing how to minimize the maximum discrepancy in a simulation. - Signal Processing Using fgoalattain
Example showing filter design using multiobjective goal attainment. - Minimax Optimization
This example shows how to solve a nonlinear filter design problem.
并行计算
- What Is Parallel Computing in Optimization Toolbox?
Use multiple processors for optimization. - Using Parallel Computing in Optimization Toolbox
Perform gradient estimation in parallel. - Improving Performance with Parallel Computing
Investigate factors for speeding optimizations.
算法和其他理论
- Multiobjective Optimization Algorithms
Minimizing multiple objective functions in n dimensions. - Smooth Formulations of Nonsmooth Functions
Reformulate some nonsmooth functions as smooth functions by using auxiliary variables. - 优化选项参考
了解优化选项。