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Look for Only Integer Values or Fixed Point Values in Paretosearch Algorithm

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I am using 'paretosearch' algorithm for a multi-objective optimzation problem consisting of minimizing '200' objectives with '5' decision variables. I have one linear equality constraint for the decision variables. I have upper bounds for each decision variable with '0' as the lower bound and '100' as the upper bound.
My question is that I don't need high precision in my decision variables. I just need them to be integers or some fixed point numbers whereas the optimization process searches the whole float space. Could i be able to tell the paretosearch algorithm to search for intergers or just fixed point numbers? Is there any other way to do this as it will speed up my optimization process by a lot.


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Accepted Answer

Alan Weiss
Alan Weiss on 5 Aug 2020
You could try setting the MeshTolerance option to a large value such as 1e-2 or even 1e-1. I'm not sure how it will affect the accuracy of the returned solution, but it would probably save time.
Alan Weiss
MATLAB mathematical toolbox documentation

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Surya Saket Dasika
Surya Saket Dasika on 5 Aug 2020
Hello Alan, Thanks for answering the question. I will try this and see how it works.

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