Hi

I need some help with optimization. I developed two different black box models (letβs assume I used RandomForest) with inputs xs and outputs ys:

π¦1 = f(π₯_1,π₯_2, π₯_3, π₯_4 β¦ π₯_π,)

π¦2 = f(π₯_1,π₯_2, π₯_3, π₯_4 β¦ π₯_π, )

where: y1 and y2 are different outputs,

and x are inputs.

I want to optimize y1 and y2 with constraints (assume optimization using a genetic algorithm). Please, how do I do this?

Note: y1 and y2 have a nonlinear relationship to the inputs (i.e no linear objective function)