MATLAB: Genetic algorithm optimisation toolbox

genetic algorithm

thank you for this site,I want to optimize this problem whit genetic algorithm and i have thirty eight variable also this problem have two goal.When i start the algorithm show a error "your function must return to Scalar value" what should i do?

Best Answer

If you have a multiobjective function, then use gamultiobj instead of ga.

Alan Weiss

MATLAB mathematical toolbox documentation

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MATLAB: Genetic algorithm optimisation toolbox

nvar = 7;
T = readtable('Attachment.xls');
W = T{:,1:nvar};
Y = T.Y;
obj = @(x) -corr(W*x.', Y);
A = []; b = [];
Aeq = []; beq = [];
lb = ones(1,nvar); ub = 5*ones(1,nvar);
x0 = 2*lb;
[x_fmincon, fval_fmincon] = fmincon(obj, x0, A, b, Aeq, beq, lb, ub);
corr_reached_fmincon = -fval_fmincon;
[x_ga, fval_ga] = ga(obj, nvar, A, b, Aeq, beq, lb, ub);
corr_reached_ga = -fval_ga;

If you try the ga several times you might be able to get a result marginally better than what fmincon achieves, but only barely so. However, the weights might be quite different especially for the 2nd and 3rd variable.

MATLAB: Multi objective optimisation with Genetic algorithms

If you have a Global Optimization Toolbox license, use gamultiobj.

Alan Weiss

MATLAB mathematical toolbox documentation

Best Answer

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MATLAB: Genetic algorithm optimisation toolbox

MATLAB: Multi objective optimisation with Genetic algorithms

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