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I am trying to optimize two functions and where. The function is a subfunction of means the results of are input to .

I am curious whether it is better to optimize a sum of the functions e.g. or I can co-optimize the functions as additionally depends on w. I am inclined to co-optimization but not sure if optimizing the sum of functions is a better or mandatory approach for this problem. I would appreciate any guidance, comments or helpful literature references.

Alan Weiss
on 17 Mar 2020

You could use the approach in Generate and Plot a Pareto Front. Or you could try using a multiobjective solver, if you have a Global Optimization Toolbox license. As usual, Walter has good ideas.

Alan Weiss

MATLAB mathematical toolbox documentation

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