Allocation Optimization problem - Arrow Debreu
显示 更早的评论
Hi,
Is it possible to optimize not only a single number but an entire matrix? here is a smaller scale version of my problem.
As you can see my matrix of x's is a kinda Arrow Debreu Asset matrix, where every x can only be used once in our matrix. I don't think I can do this with the intlinprog function or fmincon.
Thank you.
回答（1 个）
Walter Roberson
2016-11-24
0 个投票
This case appears to have multiple objectives, some of which could get worse if you made others better. You would probably need to do a multiobjective optimization.
One form of multiobjective is shown at https://www.mathworks.com/help/optim/ug/generate-and-plot-a-pareto-front.html which uses fgoalobtain to do pareto optimization.
You can also use gamultiobj to do pareto optimization.
类别
在 帮助中心 和 File Exchange 中查找有关 Multiobjective Optimization 的更多信息
2014-7-15
2016-11-24
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!
Translated by 
