MATLAB: Can the multiobjective optimization solver GAMULTIOBJ work with least squares

gamultiobjmultiobjective optimization

Hello,

I need to minimize two objectives both of which are in the following least squares format:

objective 1: F1 = min sum((Y-Yexp)^2) objective 2: F2 = min sum((P-Pexp)^2)

Can F1 and F2 be the objective functions components of the vector F(x) that I want to minimize using 'gamultiobj'?

Best Answer

Thanks for the clarification. Perhaps you can simply use lsqcurvefit or lsqnonlin with a modification to your model functions. The following is not really code, but should give you enough information to write the code you need.

Augment your data matrix x with a row containing a 1 wherever you want to use f1 as your model function, and a 0 wherever you want to use f2. Then write your total model function F = x(newrow)*f1(x,a,b,c) + (1-x(newrow))*f2(x,b,c,d). Your responses Y1 and Y2 are similarly combined into one output data matrix or vector.

Now lsqcurvefit will attempt to find a,b,c,d to minimize the total sum of squares.

I hope this works for you.

Alan Weiss

MATLAB mathematical toolbox documentation

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