How can I perform Mixed Integer Multi-Objective optimization in matlab
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I have an optimization problem that includes;
1- Multi-objective functions 2- linear constraints 3- binary variables [0 or 1] 4- integer variables
How can I solve it using MATLAB ? as far as I know , gamultiobj in matlab doesn't support integer and binary variables, and I don't have enough background to code population , mutation and crossover function, if modifying the codes is a must, what shall I do to understand how to original code works ..etc?
Thanks a lot
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Accepted Answer
Matt J
on 1 Sep 2014
Are the multiple objectives linear? If so you could scalarize the problem by taking weighted combinations of the objective and solving each with intlinprog.
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