What Is Optimization Toolbox?

What Is Optimization Toolbox? What Is Optimization Toolbox?

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12.07.2015 Views

2 TutorialNote The following table lists the functions in order of increasing problemcomplexity.Several examples, which follow this table, clarify the contents of the table.Large-Scale Problem Coverage and RequirementsFunctionProblemFormulationsAdditionalInformationNeededFor Large ProblemsfminuncMust providegradient forf(x) in fun.• Provide sparsitystructure of the Hessian,or compute the Hessianin fun.• The Hessian should besparse.fmincon•such that where .•such that,andis an m-by-n matrixwhereMust providegradient forf(x) in fun.• Provide sparsitystructure of the Hessianor compute the Hessianin fun.• The Hessian should besparse.• should be sparse.2-42

Large-Scale ExamplesLarge-Scale Problem Coverage and Requirements (Continued)FunctionProblemFormulationsAdditionalInformationNeededFor Large Problemslsqnonlin••such that where .None• Provide sparsitystructure of the Jacobianor compute the Jacobianin fun.• The Jacobian should besparse.F(x) must be overdetermined(have at least as many equationsas variables).lsqcurvefit••such thatwhereNone• Provide sparsitystructure of the Jacobianor compute the Jacobianin fun.• The Jacobian should besparse.must beoverdetermined (have at least asmany equations as variables).fsolvemust have the samenumber of equations asvariables.None• Provide sparsitystructure of the Jacobianor compute the Jacobianin fun.• The Jacobian should besparse.2-43

2 TutorialNote The following table lists the functions in order of increasing problemcomplexity.Several examples, which follow this table, clarify the contents of the table.Large-Scale Problem Coverage and RequirementsFunctionProblemFormulationsAdditionalInformationNeededFor Large ProblemsfminuncMust providegradient forf(x) in fun.• Provide sparsitystructure of the Hessian,or compute the Hessianin fun.• The Hessian should besparse.fmincon•such that where .•such that,andis an m-by-n matrixwhereMust providegradient forf(x) in fun.• Provide sparsitystructure of the Hessianor compute the Hessianin fun.• The Hessian should besparse.• should be sparse.2-42

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