mixed-integer multi-objective optimization problem

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Hi All,
I was wondering to know how * "mixed-integer multi-objective optimization problem" * can be solved in matlab while * "number of variable" * is part of optimization problem and is unknown?
Thanks

Answers (1)

Alan Weiss
Alan Weiss on 11 Aug 2014
I believe that the simplest way is to run through a sequence of multiobjective solutions for various fixed numbers of variables. I would imagine that you would only need 10 or 20 multivariable solutions; I mean, you probably have some idea of how many variables might be best, and just look in a neighborhood of that number.
Alan Weiss
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