I have two objective functions based on a binary decision variable X (X takes either 0 or 1) - maximize A*X and minimize B*X. How to achieve that in MATLAB and CPLEX? Weights of each objective function is defined.
Thank you for the reply sir. I wanted to know if I can solve this purely in MATLAB using individual objective function weights.
You can use the GAMULTIOBJ function in Matlab. First, you need to create a custom creation function ("CreationFcn") for the initial population. Then, create mutation function ("MutationFcn") that produces mutation children, and create a crossover function that generate only integer outputs ("CrossoverFcn").
Here is an example:
options = gaoptimset('CreationFcn',@your_creationfcn,'MutationFcn',@your_mutationfcn, 'CrossoverFcn', @your_crossoverfcn);
[x,fval] = gamultiobj(fitnessFcn, nVars, A, b, Aeq, beq, lb, ub, options);
fitnessFcn represents your fitness functions.
You can find additional information here:
https://www.mathworks.com/help/gads/gamultiobj.html
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