gamultiobj - Multiobjective optimization - "Could not find a feasible initial point"

I want to maximize 10 linear objective functions of 30 variables. The problems has these constrains:

a<y(1)<b c<y(2)<d ....... ..... ...... e<y(10)<f x(1)+x(2)+.....x(10)<TOT

My fitness function is: g(1)=-y(1) ..... ... g(10)=-y(10)

If I specify a lb vector the result of gamultiobj is: "Could not find a feasible initial point". gamultiobj finds initial point only if I increase TOT. But the value of TOT that verify the problem is too high for me. "Could not find a feasible initial point" is a random initial population fault or there's no solution for these objective functions with these constrains?

Answer 1

[Alan Weiss]

I answered this question here. Basically, if gamultiobj tells you that the problem is infeasible, then I believe it. Check for yourself using linprog.

If, by some chance, linprog produces a feasible point, then use that as the start in a custom population.

Alan Weiss

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