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Topic: fgoalattain: 3 GoalsExact to Achieve and 1 function to minimize
Replies: 6   Last Post: Jan 3, 2013 1:23 PM

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Alan Weiss

Posts: 1,259
Registered: 11/27/08
Re: fgoalattain: 3 GoalsExact to Achieve and 1 function to minimize
Posted: Jan 2, 2013 10:37 AM
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On 12/27/2012 3:20 PM, Allamarein wrote:
>> Perhaps I should use 'nonlcon' and modify MyFun so that:
>>
>>
>>
>> Function [c,ceq] = Const(x,goal)
>>
>> [f4, f1_3] = MyFun(x)
>>
>> % f1_3 = y(1:3)
>>
>> % f4 = y(4)
>>
>> ceq = f1_3 - goal
>>
>> end
>>
>>
>>
>> And minimize f4. However any evaluation of my function, in actual a double computational effort. I would avoid this 'brute force' approach
>>
>> What's your opinion?

> The new question is: do you know an approach to avoid a double computational effort?
>


There is relatively new documentation on how to avoid double computation:
http://www.mathworks.com/help/optim/ug/writing-constraints.html#btfdwb7

Also, there is an example showing how to use exact goal attainment
versus non-exact attainment:
http://www.mathworks.com/help/optim/examples/multi-objective-goal-attainment-optimization.html

Alan Weiss
MATLAB mathematical toolbox documentation



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