fgoalattain for multiobjective quadratic optimization
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I have multiple quadratic functions that I need to maximize subject to linear constraints. How can I do that in matlab with fgoalattain. The problem is like this: Maximize:
x1^2 + x2^2+...+xn^2
y1^2+y2^2+...+yn^2
z1^2+z2^2+...+zn^2
...............
subject to:
F(x1,x2,...,y1,y2,..., z1,z2,...)<=1
G(x1,x2,...,y1,y2,...,z1,z2,....)=0
Where F and G are linear functions. I need each of the quadratic functions to be maximized to be as close as to 2 and all functions have the same importance. Many thanks!
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