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3-objective optimization weights

Asked by Jasmina Burek on 15 Jun 2018 at 3:19
Latest activity Commented on by Alan Weiss
on 19 Jun 2018 at 15:24

I need a weight function for 3-objective optimization that will look like weights proposed in attachment. Is there a way to present this matrix as a function? Thank you for your help.



Sorry, I have no idea what you are asking. You need a "weight function for a 3-objective optimization" where the weights add up to one and are positive. What does that mean? You want a function that gives three weights that are positive and add to one, and what else? For example, here is a function: f(x) = [1/3,1/3,1/3]. What is wrong with that? If you can say what you want, then we might be able to help you.

Alan Weiss

MATLAB mathematical toolbox documentation

Hi Alan, Thank you for your reply. I attached a figure in my original post how the weights should look like, but more gradual. For example, for two-objective optimization problem I used weight=[t(1,r),1-(t(1,r))]; t = linspace(0,1,N); I want to avoid listing all the weights as a matrix. Thank you for your help.

Again, I do not understand what you want. For three-objective optimization, based on your latest comment, I would use

t = linspace(0,1,N)';
w1 = [t,(1-t)/2,(1-t)/2];
w2 = [(1-t)/2,t,(1-t)/2];
w3 = [(1-t)/2,(1-t)/2,t];

The rows of w1, w2, or w3 seem to me to satisfy your requirement. But I believe that you know this already, so again do not understand what you want.

Alan Weiss

MATLAB mathematical toolbox documentation

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