Lecture 8: Multi-Objective Least-Squares

author: Stephen P. Boyd, Department of Electrical Engineering, Stanford University
published: May 31, 2010,   recorded: September 2007,   views: 3219
released under terms of: Creative Commons Attribution Non-Commercial (CC-BY-NC)
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So we started looking at that last time. As a thought experiment, we did the following. We simply took ever XNRN and we evaluated J1 and J2, the two objectives. You want both small. For every X, we put a point. All the shaded region shows you pairs as we’ve written it, J2, J1, which are achievable, and then the clear area here are pairs that are not achievable. We talked about this last time. We talked about the following idea, that if a certain X corresponds to this point, then basically, all the Xs corresponding that map into what is lower and to the left – these are actually points that are unambiguously better than this one. ...

See the whole transcript at Introduction to Linear Dynamical Systems - Lecture 08

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