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Topic: average change in the spread of Pareto solutions less than options
Replies: 2   Last Post: Aug 22, 2013 12:51 PM

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Alan Weiss

Posts: 1,241
Registered: 11/27/08
Re: average change in the spread of Pareto solutions less than options
Posted: Aug 19, 2013 3:17 PM
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On 8/17/2013 4:42 AM, guymcheers wrote:
> Who can tell me this following optimization statement is successful or
> fail, when I use the gamultiobj toolbox?
>
> "Optimization terminated: average change in the spread of Pareto
> solutions less than options.TolFun."
>
> If it means fail, what is the reason?
>
> If it means successful, what does it mean?
>
> "TolFun" means what?
>
>
> Many thanks:)
>
>
> guymcheers!


This is a good exit message, but you have found some deficiencies in the
documentation that I aim to address in the future. The documentation
does not describe what "spread of Pareto solutions" is. This is a notion
in Kalyanmoy Deb's book "Multi-Objective Optimization using Evolutionary
Algorithms." Basically, the idea is that the Pareto front is not
changing much toward the end of the optimization, so the solver stops.

TolFun is a tolerance described in the documentation
http://www.mathworks.com/help/optim/ug/tolerances-and-stopping-criteria.html
The TolFun tolerance in this case is measured against the change of the
spread of the solutions.

Sorry for the deficiencies in the documentation, I'll try to improve it.

Alan Weiss
MATLAB mathematical toolbox documentation



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