12.07.2015 Views

What Is Optimization Toolbox?

What Is Optimization Toolbox?

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Defining the ProblemM-file, or as an anonymous function. For a description of this M-file, see the“Input Arguments” on page 8-36 section of the function reference page.Derivatives specifies if the gradient is supplied in the objective function orif it should be approximated by the solver. With the large-scale algorithm,this field specifies whether the gradient or both the Hessian and gradient aresupplied by the user in the objective function. Note that the medium-scalealgorithm is used when Approximated by solver is selected, even if largescale is selected. This is because the large-scale algorithm requires that youprovide exact derivatives.Start point (required) is the initial point (vector) for the algorithm.ConstraintsYou must specify at least one constraint to run the solver.Linear inequalities of the form A*x ≤ b are specified by the matrix A andthe vector b.Linear equalities of the form Aeq*x = beq are specified by the matrix Aeqand the vector beq.Bounds are lower and upper bounds on the variables, specified as vectors.Nonlinear constraint function defines the nonlinear constraints. Specifythe function as a function handle of the form @nonlcon, wherenonlcon.m isan M-file or as an anonymous function. For a description of this M-file, see the“Input Arguments” on page 8-36 section of the function reference page.Derivatives specifies whether the derivatives are supplied in the nonlinearconstraint function or if they should be approximated by the solver.Function EquivalentFor the function that corresponds to this solver and more information on theproblem definition, see the fmincon function.5-13

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