Optimization Toolbox

Maximization

The optimization functions fminbnd, fminsearch, fminunc, fmincon, fgoalattain, fminimax, lsqcurvefit, and lsqnonlin all perform minimization of the objective function, . Maximization is achieved by supplying the routines with . Similarly, to achieve maximization for quadprog supply -H and -f, and for linprog supply -f.

Greater-Than-Zero Constraints

The Optimization Toolbox assumes nonlinear inequality constraints are of the form . Greater-than-zero constraints are expressed as less than zero constraints by multiplying them by -1. For example, a constraint of the form is equivalent to the constraint ; a constraint of the form is equivalent to the constraint .

Equality Constrained Example

Additional Arguments: Avoiding Global Variables