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What Is Optimization Toolbox?

What Is Optimization Toolbox?

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3 Standard AlgorithmsLeast-Squares <strong>Optimization</strong> (p. 3-18)Nonlinear Systems of Equations(p. 3-25)Constrained <strong>Optimization</strong> (p. 3-29)Discusses the use ofthe Gauss-Newton andLevenberg-Marquardt methodsfor nonlinear least-squares(LS) optimization. Alsoprovides implementation detailsfor the Gauss-Newton andLevenberg-Marquardt methodsused in the nonlinear least-squaresoptimization routines, lsqnonlinand lsqcurvefit.Discusses the use of Gauss-Newton,Newton’s, and trust-region doglegmethods for the solution of nonlinearsystems of equations. Also providesimplementation details for theGauss-Newton and trust-regiondogleg methods used by the fsolvefunction.Discusses the use of theKuhn-Tucker (KT) equationsas the basis for sequential quadraticprogramming (SQP) methods.Provides implementation detailsfor the Hessian matrix update,quadratic programming problemsolution, and line search and meritfunction calculation phases of theSQP algorithm used in fmincon,fminimax, fgoalattain, andfseminf. Explains the simplexalgorithm,whichisanoptionalalgorithm for linprog.3-2

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