What Is Optimization Toolbox?
What Is Optimization Toolbox? What Is Optimization Toolbox?
fminbndThevalueattheminimumisy = f(x)y =-1If fun is parameterized, you can use anonymous functions to capturethe problem-dependent parameters. For example, suppose you want tominimize the objective function myfun defined by the following M-filefunction.function f = myfun(x,a)f = (x - a)^2;Note that myfun has an extra parameter a, soyoucannotpassitdirectlyto fminbind. To optimize for a specific value of a, suchasa = 1.5.1 Assign the value to a.a = 1.5; % define parameter first2 Call fminbnd with a one-argument anonymous function that capturesthat value of a and calls myfun with two arguments:x = fminbnd(@(x) myfun(x,a),0,1)Algorithmfminbnd is an M-file. The algorithm is based on golden section searchand parabolic interpolation. Unless the left endpoint x 1is very close tothe right endpoint x 2, fminbnd never evaluates fun at the endpoints,so fun need only be defined for x in the interval x 1< x < x 2. If theminimum actually occurs at x 1or x 2, fminbnd returns an interior pointatadistanceofnomorethan2*TolX from x 1or x 2,whereTolX is thetermination tolerance. See [1] or [2] for details about the algorithm.8-32
fminbndLimitationsReferencesThe function to be minimized must be continuous. fminbnd might onlygive local solutions.fminbnd often exhibits slow convergence when the solution is on aboundary of the interval. In such a case, fmincon often gives faster andmore accurate solutions.fminbnd only handles real variables.[1]Forsythe,G.E.,M.A.Malcolm,andC.B.Moler,Computer Methodsfor Mathematical Computations, Prentice Hall, 1976.[2] Brent, Richard. P., Algorithms for Minimization without Derivatives,Prentice-Hall, Englewood Cliffs, New Jersey, 1973.See Also@ (function_handle), fminsearch, fmincon, fminunc, optimset,optimtool, “Anonymous Functions”8-33
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- Page 287 and 288: intprogx = bintprog(f,A,b,Aeq,Beq,x
- Page 289 and 290: intprogBranchStrategyStrategy the a
- Page 291 and 292: intprog• Verifies that no better
- Page 293 and 294: intprogExampleTo minimize the funct
- Page 295 and 296: colorPurposeSyntaxDescriptionColumn
- Page 297 and 298: fgoalattainx = fgoalattain(fun,x0,g
- Page 299 and 300: fgoalattainfunThefunctiontobeminimi
- Page 301 and 302: fgoalattainfunction [c,ceq,GC,GCeq]
- Page 303 and 304: fgoalattainattainfactorexitflaglamb
- Page 305 and 306: fgoalattainFunValCheckGoalsExactAch
- Page 307 and 308: fgoalattainExamplesConsider a linea
- Page 309 and 310: fgoalattainof overattainment is met
- Page 311 and 312: fgoalattainLimitationsReferencesThe
- Page 313 and 314: fminbndInputArguments“Function Ar
- Page 315: fminbndPlotFcnsPlots various measur
- Page 319 and 320: fminconx = fmincon(fun,x0,A,b) star
- Page 321 and 322: fminconfunThe function to be minimi
- Page 323 and 324: fminconthen the function nonlcon mu
- Page 325 and 326: fmincongradhessianlambdaoutputGradi
- Page 327 and 328: fminconthe values of these fields i
- Page 329 and 330: fminconHessianHessMultIf 'on', fmin
- Page 331 and 332: fminconPrecondBandWidth Upper bandw
- Page 333 and 334: fminconSince both constraints are l
- Page 335 and 336: fmincon• A dense (or fairly dense
- Page 337 and 338: fminconReferences[1] Coleman, T.F.
- Page 339 and 340: fminimaxx = fminimax(fun,x,A,b,Aeq,
- Page 341 and 342: fminimaxfunThe function to be minim
- Page 343 and 344: fminimaxIf nonlcon returns a vector
- Page 345 and 346: fminimaxlambdamaxfvaloutputStructur
- Page 347 and 348: fminimaxMeritFunctionMinAbsMaxOutpu
- Page 349 and 350: fminimaxx0 = [0.1; 0.1]; % Make a s
- Page 351 and 352: fminimax[3] Han, S.P., “A Globall
- Page 353 and 354: fminsearchInputArguments“Function
- Page 355 and 356: fminsearchOutputFcnPlotFcnsTolFunSp
- Page 357 and 358: fminsearcha = sqrt(2);banana = @(x)
- Page 359 and 360: fminuncPurposeEquationFind minimum
- Page 361 and 362: fminuncfunThefunctiontobeminimized.
- Page 363 and 364: fminuncexitflaggradhessianoutputInt
- Page 365 and 366: fminuncLarge-Scale and Medium-Scale
fminbndLimitationsReferencesThe function to be minimized must be continuous. fminbnd might onlygive local solutions.fminbnd often exhibits slow convergence when the solution is on aboundary of the interval. In such a case, fmincon often gives faster andmore accurate solutions.fminbnd only handles real variables.[1]Forsythe,G.E.,M.A.Malcolm,andC.B.Moler,Computer Methodsfor Mathematical Computations, Prentice Hall, 1976.[2] Brent, Richard. P., Algorithms for Minimization without Derivatives,Prentice-Hall, Englewood Cliffs, New Jersey, 1973.See Also@ (function_handle), fminsearch, fmincon, fminunc, optimset,optimtool, “Anonymous Functions”8-33