What Is Optimization Toolbox?

What Is Optimization Toolbox? What Is Optimization Toolbox?

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12.07.2015 Views

5 Optimization ToolStart PointStart point is the initial point (vector) for the algorithm. You can select Letalgorithm choose point orsetyourownstartpoint.Function EquivalentFor the function that corresponds to this solver and more information on theproblem definition, see the lsqnonneg function.quadprog Problem SetupAlgorithmSpecify whether you want to use large or medium scale. For more informationon the routines Optimization Toolbox uses for these choices, see “Medium- andLarge-Scale Algorithms” on page 2-7.Function to MinimizeEnter matrix H (required) and vector f (required) to minimize 1/2*x'*H*x +f’*x subject to the constraints specified.5-26

Defining the ProblemConstraintsWith the medium-scale algorithm selected, the Linear inequalities of theform A*x ≤ b are specified by the matrix A and the 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.Start PointStart point is the initial point (vector) for the algorithm. You can select Letalgorithm choose point orsetyourownstartpoint.Function EquivalentFor the function that corresponds to this solver and more information on theproblem definition, see the quadprog function.5-27

Defining the ProblemConstraintsWith the medium-scale algorithm selected, the Linear inequalities of theform A*x ≤ b are specified by the matrix A and the 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.Start PointStart point is the initial point (vector) for the algorithm. You can select Letalgorithm choose point orsetyourownstartpoint.Function EquivalentFor the function that corresponds to this solver and more information on theproblem definition, see the quadprog function.5-27

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