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weighted_sum_optimize

Function weighted_sum_optimize 

Source
pub fn weighted_sum_optimize<F>(
    objectives: F,
    weights: &[f64],
    bounds: &[(f64, f64)],
    n_starts: usize,
    seed: u64,
) -> (Vec<f64>, Vec<f64>)
where F: Fn(&[f64]) -> Vec<f64>,
Expand description

Minimize a weighted sum of objectives via multi-start coordinate descent.

§Returns

(x_best, f_best) — optimal decision vector and objective values.