12.07.2015 Views

What Is Optimization Toolbox?

What Is Optimization Toolbox?

What Is Optimization Toolbox?

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2 TutorialRunning the ExampleTo run the example, enter[history searchdir] = runfmincon;This displays the following iterative output in the Command Window.max Directional First-orderIter F-count f(x) constraint Step-size derivative optimality Procedure0 3 1.8394 0.5 Infeasible start point1 7 1.85127 -0.09197 1 -0.027 0.7782 11 0.300167 9.33 1 -0.825 0.313 Hessian modified twice3 15 0.529835 0.9209 1 0.302 0.2324 20 0.186965 -1.517 0.5 -0.437 0.135 24 0.0729085 0.3313 1 -0.0715 0.0546 28 0.0353323 -0.03303 1 -0.026 0.02717 32 0.0235566 0.003184 1 -0.00963 0.005878 36 0.0235504 9.032e-008 1 -6.22e-006 8.51e-007<strong>Optimization</strong> terminated: first-order optimality measure lessthan options.TolFun and maximum constraint violation is lessthan options.TolCon.Active inequalities (to within options.TolCon = 1e-006):lower upper ineqlin ineqnonlin12The output history is a structure that contains two fields.historyhistory =x: [9x2 double]fval: [9x1 double]The fval field contains the objective function values corresponding to thesequence of points computed by fmincon.history.fvalans =2-92

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