Write Objective Function
Define the function to minimize or maximize, representing your problem objective
How to express the objective for various problem types.
|Check first derivative function against finite-difference approximation (Since R2023b)|
- Types of Objective Functions
Find the appropriate form for your objective function.
- Complex Numbers in Optimization Toolbox Solvers
Describes which solvers can handle complex numbers.
- Writing Scalar Objective Functions
How to write objective functions for scalar nonlinear problems.
- Checking Validity of Gradients or Jacobians
Check whether a derivative function matches finite difference estimates.
- Writing Vector and Matrix Objective Functions
How to write objective functions for nonlinear least squares or systems of nonlinear equations.
- Writing Objective Functions for Linear or Quadratic Problems
How to write objective functions for linear programming, integer linear programming, quadratic programming, or linear least squares.
- Objective and Nonlinear Constraints in the Same Function
Save function evaluations, typically useful in simulations.
- Maximizing an Objective
How to optimize for a maximum instead of a minimum.
Pass Extra Parameters
- Passing Extra Parameters
Including extra parameters or data in your objective or nonlinear constraint functions.