What Is Optimization Toolbox?

2 TutorialA choice of line search strategy is given for unconstrained minimization andnonlinear least-squares problems. The line search strategies use safeguardedcubic and quadratic interpolation and extrapolation methods.Large-Scale AlgorithmsAll the large-scale algorithms, except linear programming, are trust-regionmethods. Bound constrained problems are solved using reflective Newtonmethods. Equality constrained problems are solved using a projectivepreconditioned conjugate gradient iteration. You can use sparse iterativesolvers or sparse direct solvers in solving the linear systems to determine thecurrent step. Some choice of preconditioning in the iterative solvers is alsoavailable.The linear programming method is a variant of Mehrotra’s predictor-correctoralgorithm, a primal-dual interior-point method.2-8