Optimization of a multi-objective function

Hello, everyone,
Please I am looking for the minimum of the multi-objective function given in the joined file.
If an analytical solution is possible, please, provide it. if it is not possible please say why, and use a numerical method(weighted sum method, Pareto optimality...). f1 is more important than f2 and f3. f2 and f3 are at the same level of importance.
Please give all the calculations and method details.


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Erdos Erdos
  • Erdos Erdos

    Leave a comment if you have any questions.

  • Good job

  • Does the function still convex if we don't neglect h ?

  • Erdos Erdos

    For the gradient decent method, you do not need convexity. The algorithm will converge. But I don't think putting the h there will make a sensible difference.

  • thanks very much

The answer is accepted.
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