Multiple objective functions with fgoalattain

Question

Jimmy Zhan 2020-8-5

回答： Divya Gaddipati 2020-8-12

I have multiple objective functions F1(x), F2(x), F3(x), ... Fn(x) that I would like to use fgoalattain to optimize simultaneously.

I have tried putting the objective functions in a cell array function handle:

fun = cellstr(string);
fun = cellfun(@str2func, fun, 'UniformOutput', false);

'string' is a cell array of strings which corresponds to function names (m files).

Each objective function has an associated goal and weight, such that length(fun) == length(goal) == length(weight)

Then I tried to call fgoalattain:

[x,fval] = fgoalattain(@(x)fun(x,par1, par2, par3, par4),x0,goal,weight)

However I get the following error:

Index in position 1 is invalid. Array indices must be positive integers or logical values.

Would anyone be able to help me with this optimization problem?

Thanks

Answer 1

Divya Gaddipati 2020-8-12

The input to fgoalattain should be a single function handle. You can define all your objective functions in an array as follows

fun = @(x)[F1(x); F2(x);.. FN(x)];

For more information, refer to the examples in the following link