Matlab’s Optimization

Toolbox etc.

Jussi Hakanen

Post-doctoral researcher jussi.hakanen@jyu.fi

spring 2014 TIES483 Nonlinear optimization

Wolfram Alpha

Free web version of Mathematica

– http://www.wolfram.com/mathematica/

– http://www.wolframalpha.com/

Can perform either symbolic or numerical

calculations

– Good tool e.g. for calculating derivatives or partial

derivatives

Includes also some basic optimization

spring 2014 TIES483 Nonlinear optimization

Matlab

Interactive environment for numerical

computing

Can be used in the JYU network

Includes Toolboxes for different purposes

– E.g. Optimization Toolbox and Global Optimization

Toolbox

http://www.mathworks.se/products/matlab/

spring 2014 TIES483 Nonlinear optimization

Optimization toolbox

Subroutines for unconstrained optimization – fminbnd: find minimum of single-variable function on

fixed interval

– fminsearch: find minimum of unconstrained multivariable function using derivative-free method

– fminunc: find minimum of unconstrained multivariable function using gradient-based method

Matlab codes for the subroutines can be found in the directory where Matlab is installed ..\MATLAB\R2012a\toolbox\optim\optim\ (R2012a denotes the version of Matlab)

spring 2014 TIES483 Nonlinear optimization

Topic of the lectures next week

Mon, Feb 3rd: Constrained optimization, optimality conditions

Wed, Feb 5th: Constrained optimization, methods

Study this before the lecture!

Questions to be considered – What optimality means when there are constraints

involved?

– How optimal solutions are then characterized?

– In a general level, what kind of methods there exist for constrained optimization?

spring 2014 TIES483 Nonlinear optimization