| Optimization Toolbox | |
Overview
This "Tutorial" provides information on how to use the toolbox functions. It also provides examples for solving different optimization problems. It is organized into these major topics.
Summarizes, in tabular form, the functions available for minimization, equation solving, and solving least squares or data fitting problems. It also provides basic guidelines for using the optimization routines and introduces the algorithms and line-search strategies that are available for solving medium- and large-scale problems.
Presents medium-scale algorithms through a selection of minimization examples. These examples include unconstrained and constrained problems, as well as problems with and without user-supplied gradients. This section also discusses maximization, greater-than-zero constraints, passing additional arguments, and multiobjective examples.
Presents large-scale algorithms through a selection of large-scale examples. These examples include specifying sparsity structures, and preconditioners, as well as unconstrained and constrained problems.
Describes the use of default parameter settings and tells you how to change them. It also tells you how to determine which parameters are used by a specified function, and provides examples of setting some commonly used parameters.
Describes the column headings used in the iterative output of both medium-scale and large-scale algorithms.
Optimization of Inline Objects Instead of M-Files
Tells you how to represent a mathematical function at the command line by creating an inline object from a string expression.
Typical Problems and How to Deal with Them
Provides tips to help you improve solutions found using the optimization functions, improve efficiency of the algorithms, overcome common difficulties, and transform problems that are not typically in standard form.
Converting Your Code to Version 2 Syntax
For each function, compares a Version 1.5 call to the equivalent Version 2 call. This section also describes the Version 2 calling sequences and provides a detailed example of converting from constr to its replacement fmincon.
Lists published materials that support concepts implemented in the Statistics Toolbox.
| | Typographical Conventions | Introduction | |