What Is Optimization Toolbox?
What Is Optimization Toolbox? What Is Optimization Toolbox?
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
- Page 12 and 13: Specifying the Options ............
- Page 14 and 15: xivContents
- Page 16 and 17: 1 Getting StartedWhat Is Optimizati
- Page 18 and 19: 1 Getting StartedOptimization Examp
- Page 20 and 21: 1 Getting Started[x, fval] =lsqlin(
- Page 22 and 23: 2 TutorialLarge-Scale Examples (p.
- Page 24 and 25: 2 TutorialMinimization (Continued)T
- Page 26 and 27: 2 TutorialUsing the Optimization Fu
- Page 28 and 29: 2 TutorialA choice of line search s
- Page 30 and 31: 2 TutorialThe tutorial uses the fun
- Page 32 and 33: 2 Tutorialfunction evaluations. See
- Page 34 and 35: 2 TutorialTo restrict x inEquation2
- Page 36 and 37: 2 Tutorialceq=[];DCeq = [ ];G conta
- Page 38 and 39: 2 TutorialEquality Constrained Exam
- Page 40 and 41: 2 Tutorialfunction y = findzero(b,
- Page 42 and 43: 2 Tutorial3.7081Sharing Variables U
- Page 44 and 45: 2 Tutorialcomponents.');end% Evalua
- Page 46 and 47: 2 TutorialThe example produces the
- Page 48 and 49: 2 TutorialClosed-Loop ResponseThe p
- Page 50 and 51: 2 Tutorialfunction [Kp,Ki,Kd] = run
- Page 52 and 53: 2 TutorialThe resulting closed-loop
- Page 54 and 55: 2 Tutorialcalling the simulation tw
- Page 56 and 57: 2 TutorialThe last value shown in t
- Page 58 and 59: 2 TutorialStep 1: Write an M-file f
- Page 60 and 61: 2 TutorialLarge-Scale Examples•
- Page 64 and 65: 2 TutorialLarge-Scale Problem Cover
- Page 66 and 67: 2 Tutorialoptimset('Display','iter'
- Page 68 and 69: 2 Tutorialeither) then, in this pro
- Page 70 and 71: 2 TutorialNonlinear Least-Squares w
- Page 72: 2 TutorialThe problem is to find x
- Page 75 and 76: Large-Scale Examplesto zero (for fm
- Page 77 and 78: Large-Scale Examples024681012141618
- Page 79 and 80: Large-Scale Examplesfval =270.4790o
- Page 81 and 82: Large-Scale Examplesans =1.1885e-01
- Page 83 and 84: Large-Scale ExamplesW = Hinfo*Y - V
- Page 85 and 86: Large-Scale Exampleswere not the sa
- Page 87 and 88: Large-Scale Examplestradeoff is ben
- Page 89 and 90: Large-Scale Examplesfunction W = qp
- Page 91 and 92: Large-Scale Examples% RUNQPBOX4PREC
- Page 93 and 94: Large-Scale Examplesalgorithm: 'lar
- Page 95 and 96: Large-Scale Examplescgiterations: 0
- Page 97 and 98: Large-Scale Examplesdoes not give a
- Page 99 and 100: Default Options SettingsDetermining
- Page 101 and 102: Displaying Iterative OutputDisplayi
- Page 103 and 104: Displaying Iterative Outputbintprog
- Page 105 and 106: Displaying Iterative OutputfsolveTh
- Page 107 and 108: Displaying Iterative Outputlsqnonli
- Page 109 and 110: Calling an Output Function Iterativ
- Page 111 and 112: Calling an Output Function Iterativ
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