Problem-Based Nonlinear Optimization

Solve nonlinear optimization problems in serial or parallel using the problem-based approach

Before you begin to solve an optimization problem, you must choose the appropriate approach: problem-based or solver-based. For details, see First Choose Problem-Based or Solver-Based Approach.

Formulate your objective and nonlinear constraint functions as expressions in optimization variables, or convert MATLAB® functions using fcn2optimexpr. For problem setup, see Problem-Based Optimization Setup.

Functions

 evaluate Evaluate optimization expression fcn2optimexpr Convert function to optimization expression infeasibility Constraint violation at a point optimproblem Create optimization problem optimvar Create optimization variables prob2struct Convert optimization problem or equation problem to solver form solve Solve optimization problem or equation problem

Topics

Unconstrained Problem-Based Applications

Rational Objective Function, Problem-Based

This example shows how to create a rational objective function using optimization variables and solve the resulting unconstrained problem.

Constrained Problem-Based Applications

Solve Constrained Nonlinear Optimization, Problem-Based

This example shows how to solve a constrained nonlinear problem based on optimization expressions. The example also shows how to convert a nonlinear function to an optimization expression.

Convert Nonlinear Function to Optimization Expression

Convert nonlinear functions, whether expressed as function files or anonymous functions, by using fcn2optimexpr.

Constrained Electrostatic Nonlinear Optimization, Problem-Based

Shows how to define objective and constraint functions for a structured nonlinear optimization in the problem-based approach.

Problem-Based Nonlinear Minimization with Linear Constraints

Shows how to use optimization variables to create linear constraints, and fcn2optimexpr to convert a function to an optimization expression.

Effect of Automatic Differentiation in Problem-Based Optimization

Automatic differentiation lowers the number of function evaluations for solving a problem.

Supply Derivatives in Problem-Based Workflow

How to include derivative information in problem-based optimization when automatic derivatives do not apply.

Obtain Generated Function Details

Find the values of extra parameters in nonlinear functions created by prob2struct.

Objective and Constraints Having a Common Function in Serial or Parallel, Problem-Based

Save time when the objective and nonlinear constraint functions share common computations in the problem-based approach.

Solve Nonlinear Feasibility Problem, Problem-Based

Solve a feasibility problem, which is a problem with constraints only.

Obtain Solution Using Feasibility Mode

Solve a problem with difficult constraints using fmincon feasibility mode.

Output Function for Problem-Based Optimization

Use an output function in the problem-based approach to record iteration history and to make a custom plot.

Parallel Computing

What Is Parallel Computing in Optimization Toolbox?

Use multiple processors for optimization.

Using Parallel Computing in Optimization Toolbox

Improving Performance with Parallel Computing

Investigate factors for speeding optimizations.

Simulation or ODE

Optimizing a Simulation or Ordinary Differential Equation

Special considerations in optimizing simulations, black-box objective functions, or ODEs.

Algorithms and Other Theory

Unconstrained Nonlinear Optimization Algorithms

Minimizing a single objective function in n dimensions without constraints.

Constrained Nonlinear Optimization Algorithms

Minimizing a single objective function in n dimensions with various types of constraints.

fminsearch Algorithm

Steps that fminsearch takes to minimize a function.

Optimization Options Reference

Explore optimization options.

Local vs. Global Optima

Explains why solvers might not find the smallest minimum.

Smooth Formulations of Nonsmooth Functions

Reformulate some nonsmooth functions as smooth functions by using auxiliary variables.

Bibliography

Lists published materials that support concepts implemented in the solver algorithms.