NSGA-II Matlab toolbox

NSGA-II是一個很成熟的多目標最佳化演算法了。根本原理還是Patero最優問題。

NSGA-II matlab代碼，網上比較有名的是Aravind Seshadri寫的，採用的是BSD許可證。

它的程式可以在http://www.mathworks.com/matlabcentral/fileexchange/10429-nsga-ii-a-multi-objective-optimization-algorithm下載到。

 

這裡做一下簡要的使用介紹：

objective_description_function.m 要自己重寫，主要是定義最佳化目標函數個數、隨機種子取值範圍等等。

evaluate_objective.m 是最佳化目標函數，當然要自己重寫了。

nsga_2.m是啟動函數，要設定兩個參數。

其他m檔案基本不用改動。具體介紹看程式包裡的html說明，演算法看pdf檔案。

 

下面拷貝一下作者的對該工具箱的介紹。作者也說了，不在維護該程式了，有錯誤只能自己改了。

NSGA-II is a very famous multi-objective optimization algorithm. I submitted an example previously and wanted to make this submission useful to others by creating it as a function. Even though this function is very specific to benchmark problems, with a little bit more modification this can be adopted for any multi-objective optimization.

The function is nsga_2(pop,gen). The input arguments for the function are population size and number of generations. For customization purposes the user is free to modify the objective function (function of several decision variables) by modifying an m file (evaluate_objective.m). Couple of sample objective functions is already described in the file. The user also has the freedom to define the decision space.

For more information on NSGA-II visit Kanpur Genetic Algorithm Laboratory at http://www.iitk.ac.in/kangal/

One of the main applications of multi-objective optimization that I am currently working on is tuning PID controllers using MOEA. I am hoping to share that work with everyone soon.

Update (January 27, 2009): I am unable to support user's request to modify this program to incorporate constraints in the optimization program since I have no time to delve into this field. Hence effective today (January 27, 2009) I release this program under GPLv3. This means that anyone and everyone can modify this code as and how they wish. Enjoy! But do remember to contribute the code back to the community.

Effective July 17, 2009 this code is re-licensed under BSD license to comply with Mathworks policy on submissions to MATLAB central.

Note: I no longer have the resources to maintain this code.