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| Suggestion: Multiobjective and minimax optimization http://forum.alglib.net/viewtopic.php?f=2&t=4381 |
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| Author: | lamont [ Mon Apr 19, 2021 8:27 pm ] |
| Post subject: | Suggestion: Multiobjective and minimax optimization |
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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