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 Post subject: Suggestion: Multiobjective and minimax optimization
PostPosted: Mon Apr 19, 2021 8:27 pm 
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Joined: Sat May 19, 2018 2:14 am
Posts: 3
Given that alglib has SQP solvers in it, it should be feasible to create an interface which did multiobjective optimization similar to Matlab's fminimax and fgoalattain functions:

https://www.mathworks.com/help/optim/ug/multiobjective-optimization-algorithms.html

Clearly the alglib user can always learn how to implement those methods and do this themselves, but if alglib already had interfaces for those methods it would save some time and effort.


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