Constrained mixed integer optimization: genetic algorithm used with SimEvents. How can I set a simulation output as a constraint?
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I'm using the genetic algorithm from the MATLAB Global Optimization Toolbox with SimEvents , in order to implement a mixed integer optimization making use of simulation outputs to evaluate the fitness function. My model is pretty similar to the one described in this video from MathWorks website:
Reading the documentation, I found that ga can solve constrained problems only if such constraints are linear inequalities. The constraints are supposed to be written as functions of the problem's variables, that in this case are the number of resources used during the simulation.
I would like, instead, to set a constraint that takes into account another simulation output (e.g. the drain utilization), i.e. minimize
objfun = backlog*10000 + cost
where backlog is a simulation output (obtained using simOut.get), considering the following constraint:
drain_utilization > 0.7
where drain_utilization is another simulation output (again, obtained using simOut.get).
Is it possible or this feature is not supported by the Global Optimization Toolbox? Thank you in advance and forgive me for any improper term, but I'm new to the Global Optimization Toolbox.
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Teresa Hubscher-Younger
2013-10-28
Hi Valerio,
If I understand your question, you are asking whether you can use more than one simulation output in an objective function of a genetic algorithm. The answer is yes. If you can log the data or save it in the simulation output, it should be in the MATLAB workspace and thus available to the non-linear constraint function for calculation.
If both the values for your objective function and your constraint function are coming from the same simulation, this example provides a reference for how to have the simulation run only 1 time for an evaluation of both the objective and constraint functions: http://www.mathworks.com/help/optim/ug/objective-and-nonlinear-constraints-in-the-same-function.html
Let me know if you need further help, Teresa
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