I have a multi objective optimization problem, subject to constraints
f(x)=C1(x)+C2(x) where both C1(x) and C2(x) should be minimized.
x is a vector and l and u, lower and upper bounds
I applied alg. Nelder Mead with penalties (to handle the constraints)
and got the following graph of the total cost f(x) at each iteration.
The question is: are the oscillations normal? What caused the oscillations? The penalties applied or the fact that I have two objectives (C1 and C2), and when one is attempted to be decreased, the other is increased?
