MATLAB: Can I give a dependent constraint in Multiobjective Optimization using Genetic Algorithm

constraintgenetic algorithmmultiobjectiveoptimization

I have a multiobjective optimization problem, solved by GA. I need to give an upper bound to a variable which is dependent of another variable.

In other words,

I have 6 variables for optimization and I want to give a constraint/bound like:

x(1)< x(3)

Can I give such a constraint/bound?

Best Answer

It is a linear constraint

 x(1)-x(3)<=0

Use the A,b input matrices to express it,

A=[1 0 -1 0 0 0];
b=0;

Related Solutions

MATLAB: Specifying constraints for optimization using GA

As documented, when using a custom population type, "ga ignores all constraints, including bounds, linear constraints, and nonlinear constraints." So your custom creation, crossover, and mutation functions must enforce your constraints.

Alan Weiss

MATLAB mathematical toolbox documentation

MATLAB: Three inequality constraints for multi-objective genetic algorithm

These are linear constraints, so you should not use a nonlinear constraint function (which has errors in signs in any case: you have to ensure that the inequalities all go the correct way). Try this instead:

A = [1/6 1
    1/2 1
    5 1];
b = [6.5;7.5;30];
[x,fval] = gamultiobj(ObjectiveFunction,nvars,A,b);