I am confused by the documentation for fgoalattain
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When the weighting function weight is positive, fgoalattain attempts to make the objectives less than the goal values. To make the objective functions greater than the goal values, set weight to be negative rather than positive.
Given the formulation: F(x)-weight. y <= goal
Isn't this backwards, particularly the negative weights?
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Walter Roberson
2015-11-11
It is common to code minimization routines but not maximization routines, and to say "to find the maximum of a function, minimize the negative of the function". The usage you describe is consistent with that, "multiply by a negative if you want to find a high value rather than a low value".
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