How to optimize a Objective function which depends on Random variable (Noise) subjected to multiple constraints using Genetic Algorithm? But Constraints are independent of Random variable.
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Hi,I am solving a optimization problem using Genetic Algorithm.My objective function depends on Random variable.But my N constraints are independent of that random variable. How can Code this using Matlab.
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Matt J
on 30 Jan 2018
Edited: Matt J
on 30 Jan 2018
My objective function depends on Random variable.
I think what you really mean is that the objective function depends on one particular realization of a random variable, as for example in a maximum likelihood estimation problem. In this case, your objective function is not really stochastic, and there is no issue.
Walter Roberson
on 31 Jan 2018
I suspect this was duplicated by https://www.mathworks.com/matlabcentral/answers/379925-how-can-i-optimize-the-following-conditions-using-genetic-algorithms
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