How to optimize a Objective function which depends on Random variable (Noise) subjected to multiple constraints using Genetic Algorithm? But Constraints are independent of Random variable.

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Dhanu Naik 2018-1-30

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https://ww2.mathworks.cn/matlabcentral/answers/379689-how-to-optimize-a-objective-function-which-depends-on-random-variable-noise-subjected-to-multiple

评论： Walter Roberson 2018-1-31

Hi,I am solving a optimization problem using Genetic Algorithm.My objective function depends on Random variable.But my N constraints are independent of that random variable. How can Code this using Matlab.

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Matt J 2018-1-30

编辑：Matt J 2018-1-30

My objective function depends on Random variable.

I think what you really mean is that the objective function depends on one particular realization of a random variable, as for example in a maximum likelihood estimation problem. In this case, your objective function is not really stochastic, and there is no issue.