Writing Penality function in GA

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Saifullah Khalid
Saifullah Khalid 2017-8-3
编辑： Saifullah Khalid 2017-8-3
I am trying to solve a constrained optimization problem with two objectives using GA. The objective function and constraints are as follow:
min f1(x1, x2) & max f2(x1, x2)
subject to:
a*x1-b*x2 < 0 where a and b are constants
sum (x1)= 1
I want to use penalty function approach to solve this problem but I am not sure how to write and apply penalty function to both objectives. I would appreciate any help on this issue.

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回答（1 个）

Sebastian Castro
Sebastian Castro 2017-8-3
You can use the gamultiobj function to pass in both your penalty functions separately.
https://www.mathworks.com/help/gads/gamultiobj.html
- Sebastian
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Saifullah Khalid
Saifullah Khalid 2017-8-3
Thanks, Sebastian Castro, Sorry I did not write requirement in question. Actually I am not clear how to write penalty function for this problem.

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