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What Is Optimization Toolbox?

What Is Optimization Toolbox?

What Is Optimization Toolbox?

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Large-Scale Examplesfunction W = qpbox4mult(B,Y);%QPBOX4MULT Hessian matrix product with dense%structured Hessian.% W = qpbox4mult(B,Y) computes W = (B + A*A')*Y where% INPUT:% B - sparse square matrix (512 by 512)% Y - vector (or matrix) to be multiplied by% B + A'*A.% VARIABLES from outer function runqpbox4:% A - sparse matrix with 512 rows and 10 columns.%% OUTPUT:% W - The product (B + A*A')*Y.%end% Order multiplies to avoid forming A*A',% which is large and denseW = B*Y + A*(A'*Y);endStep 3: Call a quadratic minimization routine with a startingpoint.To call the quadratic minimizing routine contained in runqpbox4, enter[fval,exitflag,output] = runqpbox4to run the preceding code and display the values for fval, exitflag, andoutput. The results are<strong>Optimization</strong> terminated: relative function value changing byless than sqrt(OPTIONS.TolFun), no negative curvature detectedin current trust region model and the rate of progress (changein f(x)) is slow.fval =-1.0538e+0032-69

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