Optimization Toolbox

Preface

Using This Guide

Related Products

Typographical Conventions

Introduction

What Is the Optimization Toolbox?

New Features in Version 2.2

New fsolve Default Algorithm

Configuration Information

Technical Conventions

Matrix, Vector, and Scalar Notation

Acknowledgments

Tutorial

Introduction

Problems Covered by the Toolbox

Using the Optimization Functions

Examples that Use Standard Algorithms

Unconstrained Minimization Example

Nonlinear Inequality Constrained Example

Constrained Example with Bounds

Constrained Example with Gradients

Gradient Check: Analytic Versus Numeric

Equality Constrained Example

Maximization

Greater-Than-Zero Constraints

Additional Arguments: Avoiding Global Variables

Nonlinear Equations with Analytic Jacobian

Nonlinear Equations with Finite-Difference Jacobian

Multiobjective Examples

Large-Scale Examples

Problems Covered by Large-Scale Methods

Nonlinear Equations with Jacobian

Nonlinear Equations with Jacobian Sparsity Pattern

Nonlinear Least-Squares with Full Jacobian Sparsity Pattern

Nonlinear Minimization with Gradient and Hessian

Nonlinear Minimization with Gradient and Hessian Sparsity Pattern

Nonlinear Minimization with Bound Constraints and Banded Preconditioner

Nonlinear Minimization with Equality Constraints

Nonlinear Minimization with a Dense but Structured Hessian and Equality Constraints

Quadratic Minimization with Bound Constraints

Quadratic Minimization with a Dense but Structured Hessian

Linear Least-Squares with Bound Constraints

Linear Programming with Equalities and Inequalities

Linear Programming with Dense Columns in the Equalities

Default Parameter Settings

Changing the Default Settings

Displaying Iterative Output

Output Headings: Medium-Scale Algorithms

Output Headings: Large-Scale Algorithms

Optimization of Inline Objects Instead of M-Files

Typical Problems and How to Deal with Them

Converting Your Code to Version 2 Syntax

Using optimset and optimget

New Calling Sequences

Example of Converting from constr to fmincon

Selected Bibliography

Standard Algorithms

Optimization Overview

Unconstrained Optimization

Quasi-Newton Methods

Line Search

Quasi-Newton Implementation

Least-Squares Optimization

Gauss-Newton Method

Levenberg-Marquardt Method

Nonlinear Least-Squares Implementation

Nonlinear Systems of Equations

Gauss-Newton Method

Trust-Region Dogleg Method

Nonlinear Equations Implementation

Constrained Optimization

Sequential Quadratic Programming (SQP)

Quadratic Programming (QP) Subproblem

SQP Implementation

Multiobjective Optimization

Introduction

Goal Attainment Method

Algorithm Improvements for Goal Attainment Method

Selected Bibliography

Large-Scale Algorithms

Trust-Region Methods for Nonlinear Minimization

Preconditioned Conjugate Gradients

Linearly Constrained Problems

Linear Equality Constraints

Box Constraints

Nonlinear Least-Squares

Quadratic Programming

Linear Least-Squares

Large-Scale Linear Programming

Main Algorithm

Preprocessing

Selected Bibliography

Function Reference

Functions - By Category

Minimization

Equation Solving

Least Squares (Curve Fitting)

Utility

Demos of Large-Scale Methods

Demos of Medium-Scale Methods

Function Arguments

Input Arguments

Output Arguments

Optimization Parameters

Functions - Alphabetical List


 Preface