How to modify this function with a different objective function
이전 댓글 표시
From this tutorial on Multiobjective Optimization using Particle Swarm Optimization, there is a function that creates the two objective functions (below). My question is: I have two objective functions that I would like to replace f1 and f2 with, but I am unsure where to even begin. For example, my objective functions are the Sharpe Ratio and Percent Profit functions. Both of these functions require a couple different inputs and I am not sure where these should be initialized.
Any support on where to go next is appreciated!
function z=ZDT(x)
n=numel(x);
f1=x(1);
g=1+9/(n-1)*sum(x(2:end));
h=1-sqrt(f1/g);
f2=g*h;
z=[f1
f2];
end
채택된 답변
추가 답변 (0개)
카테고리
도움말 센터 및 File Exchange에서 Particle Swarm에 대해 자세히 알아보기
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!