matlab 多目标规划

多目标规划

clc,clear,prob=optimproblem;
x=optimvar('x',2,'LowerBound',0);
c1=[-2,-3];c2=[1,2];
a=[0.5,0.25;0.2,0.2;1,5;-1,-1];%求最小值，不等号方向需相同，否则反号
b=[8;4;72;-10];
prob.Constraints.con1=a*x<=b;
obj1=0.5*c1*x+0.5*c2*x%线性加权法
prob1=prob;prob1.Objective=obj1;
[sol1,fval1]=solve(prob1),sx=sol1.x
f1=-c1*sx,f2=c2*sx

prob21=prob;prob21.Objective=c1*x;%理想点法
[sol21,fval21]=solve(prob21),sx21=sol21.x
prob22=prob;prob22.Objective=c2*x;
[sol22,fval22]=solve(prob22),sx22=sol22.x
prob23=prob;
prob23.Objective=(c1*x-fval21)^2+(c2*x-fval22)^2;
[sol23,fval23]=solve(prob23),sx23=sol23.x

prob3=prob;prob3.Objective=c2*x;%序贯解法
prob3.Constraints.con2=c1*x==fval21;
[sol3,fval3]=solve(prob3),sx3=sol3.x

result
obj1 =

Linear OptimizationExpression

-0.5*x(1) - 0.5*x(2)

Solving problem using linprog.

Optimal solution found.

sol1 =

包含以下字段的 struct:

x: [2×1 double]

fval1 =

-10

sx =

        7
       13

f1 =

       53

f2 =

33

Solving problem using linprog.

Optimal solution found.

sol21 =

包含以下字段的 struct:

x: [2×1 double]

fval21 =

-53

sx21 =

        7
       13

Solving problem using linprog.

Optimal solution found.

sol22 =

包含以下字段的 struct:

x: [2×1 double]

fval22 =

10

sx22 =

10
 0

Solving problem using lsqlin.

Minimum found that satisfies the constraints.

Optimization completed because the objective function is non-decreasing in
feasible directions, to within the value of the optimality tolerance,
and constraints are satisfied to within the value of the constraint tolerance.

sol23 =

包含以下字段的 struct:

x: [2×1 double]

fval23 =

   302.76

sx23 =

    13.36
     5.28

Solving problem using linprog.

Optimal solution found.

sol3 =

包含以下字段的 struct:

x: [2×1 double]

fval3 =

       33

sx3 =

        7
       13