Hi Paul, I know very little about multi-objective optimization. Further, I don't understand what "in order to" means. In multi-objective optim problems, don't you almost always end up reducing it to standard optimization by combining the multiple objectives into a single objective function? Then the real question is: what is the best way to derive a scalar function?
How about maximizing something like: H(x,y; a,b) = (F(x,y))^a * (G(x,y))^b ? where 0 < a,b < 1. You pick a and b as per the relative importance of F to G. Ravi. ---------------------------------------------------------------------------- ------- Ravi Varadhan, Ph.D. Assistant Professor, The Center on Aging and Health Division of Geriatric Medicine and Gerontology Johns Hopkins University Ph: (410) 502-2619 Fax: (410) 614-9625 Email: [EMAIL PROTECTED] Webpage: http://www.jhsph.edu/agingandhealth/People/Faculty/Varadhan.html ---------------------------------------------------------------------------- -------- -----Original Message----- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Paul Smith Sent: Wednesday, October 17, 2007 1:55 PM To: r-help Subject: [R] Multi-objective optimization 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? Thanks in advance, Paul ______________________________________________ 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. ______________________________________________ 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.
