how I transfer a multi-objective optimization ( F1 F2) to a mono-objective optimization f ??

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ahlem sellami
ahlem sellami 2018-4-3
回答： Alan Weiss 2018-4-3
my object is to maximize F1 and minimize F2 and formulating a single-objective optimization problem f help me please !!

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Alan Weiss
Alan Weiss 2018-4-3
Usually you would optimize
fun = @(x)-A*F1(x) + (1-A)*F2(x)
where A is a number from 0 through 1. When A = 0 this is minimizing F2. When A = 1 this is minimizing -F1, which is the same as maximizing F1. For other values of A, this is a weighted combination of the two objectives.
Good luck,
Alan Weiss
MATLAB mathematical toolbox documentation

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