?? attgoal.m
字號:
function [x, OPTIONS] = attgoal(FUN,x,GOAL,WEIGHT,OPTIONS,VLB,VUB,GRADFUN,P1,P2,P3,P4,P5,P6,P7,P8,P9,P10)
%ATTGOAL Solves the multi-objective goal attainment optimization problem.
%
% X = ATTGOAL('FUN',X0,GOAL,WEIGHT)
% tries to make the objective functions (F) supplied by FUN
% (usually an M-file: FUN.M) attain the goals (GOAL) by varying X.
%
% In doing so the following non-linear programming problem is solved:
% min { LAMBDA | F(X)-WEIGHT.LAMBDA<=GOAL }
% K
%
% The function 'FUN' should return the values of the objectives, F.
% F=FUN(X).
%
% X=ATTGOAL('FUN',X,OPTIONS) allows a vector of optional parameters to
% be defined. For more information type HELP FOPTIONS.
%
% X=ATTGOAL('FUN',X,OPTIONS,VLB,VUB) defines a set of lower and upper
% bounds on the design variables, X, so that the solution is always in
% the range VLB < X < VUB.
% For details of other options see the M-file ATTGOAL.M.
% Copyright (c) 1990 by the MathWorks, Inc.
% Andy Grace 7-9-90.
% ---------------------More Details---------------------------
% [x]=attgoal(x,F,GOAL,WEIGHT,OPTIONS)
% Solves the goal attainment problem where:
%
% X Is a set of design parameters which can be varied.
% F Is a set of objectives which are dependent on X.
% GOAL Set of design goals. The optimizer will try to make
% F<GOAL, F=GOAL, or F>GOAL depending on the formulation.
% WEIGHT Set of weighting parameters which determine the
% relative under or over achievement of the objectives.
% Notes:
% 1.Setting WEIGHT=abs(GOAL) will try to make the objectives
% less than the goals resulting in roughly the same
% percentage under or over achievement of the goals.
% 2. Setting WEIGHT=-abs(GOAL) will try to make the objectives
% greater then the goals resulting in roughly the same percentage
% under- or over-achievement in the goals.
% 3. Setting WEIGHT(i)=0 indicates a hard constraint.
% i.e. F<GOAL.
% OPTIONS OPTIONS(15) indicates the number of objectives for which it is
% required for the objectives (F) to equal the goals (GOAL).
% Such objectives should be partitioned into the first few
% elements of F.
% The remaining parameters determine tolerance settings.
% For more information type HELP FOPTIONS.
%
%
% X=ATTGOAL('FUN',X,OPTIONS,VLB,VUB,'GRADFUN') allows a function
% 'GRADFUN' to be entered which returns the partial derivatives of the
% function and the constraints at X: GRADS = GRADFUN(X).
%
% X=ATTGOAL('FUN',X,OPTIONS,VLB,VUB,[],P1,P2,..) allows
% coefficients, P1, P2, P3 to be passed directly to FUN:
% [F,G]=FUN(X,P1,P2,...).
if nargin < 5, OPTIONS=[]; end
if nargin < 6, VLB=[]; end
if nargin < 7, VUB=[]; end
if nargin < 8, GRADFUN=[]; end
lenopt = length(OPTIONS);
if ~lenopt, OPTIONS=0; end
xnew=x(:);
WEIGHT=WEIGHT(:);
GOAL=GOAL(:);
OPTIONS=foptions(OPTIONS);
OPTIONS(7) = ~OPTIONS(7);
neqcstr=OPTIONS(15);
if ~any(FUN<48)
evalstr1 = ['f=',FUN,];
evalstr1=[evalstr1, '(x'];
for i=1:nargin - 8
evalstr1 = [evalstr1,',P',int2str(i)];
end
evalstr1 = [evalstr1, ');'];
else
evalstr1=['f=',FUN,';'];
end
evalstr1=[evalstr1, 'g=[];'];
evalstr2='';
if length(GRADFUN)
if ~any(GRADFUN<48) % Check alphanumeric
evalstr2 = ['gf=',GRADFUN,'(x'];
for i=1:nargin - 8
evalstr2 = [evalstr2,',P',int2str(i)];
end
evalstr2 = [evalstr2, ');'];
gfun = 'goalgra';
else
evalstr2=['gf=', GRADFUN,';'];
end
else
gfun = [];
end
evalstr = ['[xnew, OPTIONS] = constr(''goalfun'',[xnew;0],OPTIONS,VLB,VUB,gfun,neqcstr,evalstr1,evalstr2,WEIGHT,GOAL,x'];
for i=1:nargin - 8
evalstr = [evalstr,',P',int2str(i)];
end
evalstr = [evalstr, ');'];
eval(evalstr)
OPTIONS(7) = ~OPTIONS(7);
x(:) = xnew(1:length(xnew)-1);
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