Multiobjective Optimization
NSGA-III in MATLAB
Explore NSGA-III in MATLAB with reference points, objective normalization, association, niching, and a configurable optimization example.
Multiobjective Optimization
Real problems often have several goals that pull in different directions, such as cost and quality. Multiobjective optimization looks for the set of best trade-offs, the Pareto front, instead of one single answer.
These posts explain Pareto dominance and present implementations of NSGA-II, NSGA-III, MOPSO, SPEA2, PESA-II and MOEA/D.
Applications
Classic and Intelligent Portfolio Optimization in MATLAB
Explore portfolio optimization in MATLAB with mean-variance, MAD, and CVaR models, plus PSO, ICA, NSGA-II, and SPEA2 implementations.
Multiobjective Optimization
MOEA/D in MATLAB
Implement MOEA/D in MATLAB with Tchebycheff subproblems, weight-vector neighborhoods, crossover, and an archive of trade-off solutions.
Multiobjective Optimization
PESA-II in MATLAB
Implement PESA-II in MATLAB with grid-based archive selection, crossover, mutation, and a two-objective optimization example.
Multiobjective Optimization
Strength Pareto Evolutionary Algorithm 2 (SPEA2) in MATLAB
Implement SPEA2 in MATLAB with strength-based fitness, a nearest-neighbor density measure, an external archive, and multi-objective examples.
Multiobjective Optimization
Multi-Objective PSO in MATLAB
Run multi-objective PSO in MATLAB with an external repository, grid-based leader selection, mutation, and a two-objective test problem.
Multiobjective Optimization
NSGA-II in MATLAB
Implement NSGA-II in MATLAB with non-dominated sorting, crowding distance, genetic operators, and two-objective test problems.