Solve minimization problem for System of Nonlinear objective functions.

I am trying to solve a minimization problem using fmincon function with inequality constraints. I am able to get the desired results for single objective function. I want similarly solve minimization problem for system of objective functions comprising of a some predefined number of variables. For Example,

1. Normal case using fmincon the Obj_fun will be some polynomial function of X, where X will be a vector of three variables(x1, x2, x3).
2. Desired Case Obj_fun will be a system of polynomial functions derived from A.X form where A is 10*3 matrix and X is same as the previous case a vector with three variables.

Want to know about any such function available to minimize system of nonlinear objective functions.

Answer 1

[Arvind Narayanan]

Hi Nikhil,

You can look up the functions fgoalattain and fminimax for multiple objective optimization problems. You can also plot a Pareto front by referring to this link.

Additionally, this link gives you more options on how to use parallel computing resources for Multi-objective optimization problems.

Thanks,

Arvind