主要内容

Solver-Based Nonlinear Optimization

使用基于求解器的方法串行或并行解决非线性最小化和半无限编程问题

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

有关问题设置,请参阅Solver-Based Optimization Problem Setup.

Functions

fminbnd Find minimum of single-variable function on fixed interval
fmincon Find minimum of constrained nonlinear multivariable function
fminsearch 查找最少的无约束多变量功能using derivative-free method
fminunc 查找最少的无约束多变量功能
fseminf 查找最少的半无限受限的多变量非线性功能

Live Editor Tasks

优化 优化or solve equations in the Live Editor

Topics

无约束的基于求解器的应用程序

香蕉功能最小化

显示如何使用不同的求解器,有或没有梯度来解决Rosenbrock的函数的最小值。

Unconstrained Minimization Using fminunc

无约束非线性规划的例子。

Minimization with Gradient and Hessian

Example of unconstrained nonlinear programming including derivatives.

用梯度和黑森州稀疏模式最小化

Example of nonlinear programming using some derivative information.

Constrained Solver-Based Applications

优化工具箱™教程

Tutorial example showing how to solve nonlinear problems and pass extra parameters.

优化Live Editor Task with fmincon Solver

Example of nonlinear programming with constraints using the Optimize Live Editor Task.

Nonlinear Inequality Constraints

Example of nonlinear programming with nonlinear inequality constraints.

具有梯度的非线性约束

具有衍生信息的非线性编程示例。

富米顿内部点算法与分析Hessian

Example of nonlinear programming with all derivative information.

Linear or Quadratic Objective with Quadratic Constraints

This example shows how to solve an optimization problem that has a linear or quadratic objective and quadratic inequality constraints.

Nonlinear Equality and Inequality Constraints

具有两种类型非线性约束的非线性编程。

How to Use All Types of Constraints

Example showing all constraints.

Obtain Best Feasible Point

找到最好的可行点outputstructure.

用束缚约束和带状预处理器最小化

Example showing efficiency gains possible with structured nonlinear problems.

Minimization with Linear Equality Constraints, Trust-Region Reflective Algorithm

Example showing nonlinear programming with only linear equality constraints.

Minimization with Dense Structured Hessian, Linear Equalities

示例显示如何使用结构化Hessian和仅线性平等约束或仅限界限将内存保存在非线性编程中。

Calculate Gradients and Hessians Using Symbolic Math Toolbox™

示例展示如何计算符号为优化求解器的衍生物。

使用优化工具箱™载体使用符号数学

Use Symbolic Math Toolbox™ to generate gradients and Hessians.

Code Generation

Code Generation in fmincon Background

Prerequisites to generate C code for nonlinear optimization.

优化基础的代码生成

Learn the basics of code generation for thefmincon优化求解器。

富米克码生成的静态内存分配

在问题更改时使用代码生成中的静态内存分配。

Optimization Code Generation for Real-Time Applications

探索在生成的代码中处理实时要求的技术。

半无限约束

一维半无限约束

示例显示如何在非线性编程中使用一维半无限约束。

Two-Dimensional Semi-Infinite Constraint

示例显示如何在非线性编程中使用二维半无限约束。

Analyzing the Effect of Uncertainty Using Semi-Infinite Programming

This example shows how to use semi-infinite programming to investigate the effect of uncertainty in the model parameters of an optimization problem.

Parallel Computing

什么是优化工具箱中的并行计算?

Use multiple processors for optimization.

Using Parallel Computing in Optimization Toolbox

并行执行梯度估计。

Improving Performance with Parallel Computing

Investigate factors for speeding optimizations.

Minimizing an Expensive Optimization Problem Using Parallel Computing Toolbox™

Example showing how to use parallel computing in bothGlobal Optimization Toolboxand Optimization Toolbox™ solvers.

模拟或颂歌

优化模拟或普通微分方程

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

算法和其他理论

无约束的非线性优化算法

Minimizing a single objective function inndimensions without constraints.

Constrained Nonlinear Optimization Algorithms

Minimizing a single objective function inn尺寸具有各种类型的约束。

fminsearch Algorithm

Steps thatfminsearch需要最小化函数。

Optimization Options Reference

Explore optimization options.

本地与全球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.