Look for Only Integer Values or Fixed Point Values in Paretosearch Algorithm

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Surya Saket Dasika
评论： Surya Saket Dasika 2020-8-5
I am using 'paretosearch' algorithm for a multi-objective optimzation problem consisting of minimizing '200' objectives with '5' decision variables. I have one linear equality constraint for the decision variables. I have upper bounds for each decision variable with '0' as the lower bound and '100' as the upper bound.
My question is that I don't need high precision in my decision variables. I just need them to be integers or some fixed point numbers whereas the optimization process searches the whole float space. Could i be able to tell the paretosearch algorithm to search for intergers or just fixed point numbers? Is there any other way to do this as it will speed up my optimization process by a lot.

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Alan Weiss
Alan Weiss 2020-8-5
You could try setting the MeshTolerance option to a large value such as 1e-2 or even 1e-1. I'm not sure how it will affect the accuracy of the returned solution, but it would probably save time.
Alan Weiss
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