On 10/17/2007 1:54 PM, Paul Smith wrote: > Dear All, > > Is there any package to do multi-objective optimization? For instance, > consider the following problem: > > maximize f(x,y) in order to x > > and > > maximize g(x,y) in order to y, > > simultaneously, with x and y being the same both for f and g. Can R do > it numerically?
I don't think the problem is well posed. For example, what's the solution if f(x,y) = -(x-y)^2 and g(x,y) = -(x-2)^2-(y-1)^2? The first is maximized at x=y, the second at x=2, y=1, so in order to choose a solution you need to specify what sort of tradeoff to use to combine the two objectives. Duncan Murdoch ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
