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What Is Optimization Toolbox?

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3Standard AlgorithmsStandard Algorithms provides an introduction to the different optimizationproblem formulations, and describes the medium-scale (i.e., standard)algorithms used in the toolbox functions. These algorithms have been chosenfor their robustness and iterative efficiency. The choice of problem formulation(e.g., unconstrained, least-squares, constrained, minimax, multiobjective, orgoal attainment) depends on the problem being considered and the requiredexecution efficiency.<strong>Optimization</strong> Overview (p. 3-4)Demos of Medium-Scale Methods(p. 3-5)Unconstrained <strong>Optimization</strong> (p. 3-6)Quasi-Newton Implementation(p. 3-11)Introduces optimization as a wayof finding a set of parametersthat can be defined as optimal.These parameters are obtainedby minimizing or maximizing anobjective function, subject to equalityor inequality constraints and/orparameter bounds.Functions that demonstratemedium-scale methods.Discusses the use of quasi-Newtonand line search methods forunconstrained optimization.Provides implementation detailsfor the Hessian update and linesearch phases of the quasi-Newtonalgorithm.

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