What Is Optimization Toolbox?

Large-Scale Examples% RUNQPBOX4PREC demonstrates 'HessMult' option for QUADPROG% with bounds.problem = load('qpbox4'); % Get xstart, u, l, B, A, fxstart = problem.xstart; u = problem.u; l = problem.l;B = problem.B; A = problem.A; f = problem.f;mtxmpy = @qpbox4mult; % function handle to qpbox4mult nestedsubfunction% Choose the HessMult option% Override the TolPCG optionoptions = optimset('HessMult',mtxmpy,'TolPcg',0.01);% Pass B to qpbox4mult via the H argument. Also, B will be% used in computing a preconditioner for PCG.% A is passed as an additional argument after 'options'[x, fval, exitflag, output] =quadprog(B,f,[],[],[],[],l,u,xstart,options);endfunction 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);Now, enter2-71