基于问题的非线性优化

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, seeFirst Choose Problem-Based or Solver-Based Approach.

Formulate your objective and nonlinear constraint functions as expressions in optimization variables, or convert MATLAB^®functions usingFCN2OPTIMEXPR. For problem setup, see基于问题的优化设置.

Functions

`evaluate`	Evaluate optimization expression
`FCN2OPTIMEXPR`	Convert function to optimization expression
`不可见`	Constraint violation at a point
`optimproblem`	Create optimization problem
`Optimvar`	Create optimization variables
`prob2struct`	将优化问题或方程问题转换为求解器形式
`solve`	解决优化问题或方程问题

Live Editor Tasks

优化	优化or solve equations in the Live Editor

Topics

不受约束的具体问题具体分析的应用

Rational Objective Function, Problem-Based
此示例显示了如何使用优化变量创建有理目标函数并解决所得的无约束问题。

受到约束的基于问题的应用程序

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
通过使用FCN2OPTIMEXPR.
约束静电非线性优化，基于问题的
Shows how to define objective and constraint functions for a structured nonlinear optimization in the problem-based approach.
离散的最佳轨迹，基于问题的
此示例显示了如何使用基于问题的方法解决离散的最佳轨迹问题。
基于问题的非线性最小化与线性约束
Shows how to use optimization variables to create linear constraints, andFCN2OPTIMEXPRto 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.
基于问题的工作流程中的供应导数
如何在clude derivative information in problem-based optimization when automatic derivatives do not apply.
获取生成的功能详细信息
在由非线性函数中找到额外参数的值prob2struct.
Objective and Constraints Having a Common Function in Serial or Parallel, Problem-Based
在基于问题的方法中共享目标和非线性约束函数时，请节省时间。
Solve Nonlinear Feasibility Problem, Problem-Based
Solve a feasibility problem, which is a problem with constraints only.
Feasibility Using Problem-Based Optimize Live Editor Task
Solve a nonlinear feasibility problem using the problem-based优化Live Editor task and several solvers.
Obtain Solution Using Feasibility Mode
解决问题的问题fmincon可行性模式。
基于问题的优化的输出功能
Use an output function in the problem-based approach to record iteration history and to make a custom plot.

Parallel Computing

优化工具箱中的并行计算是什么？
Use multiple processors for optimization.
Using Parallel Computing in Optimization Toolbox
并联执行梯度估计。
Improving Performance with Parallel Computing
Investigate factors for speeding optimizations.

仿真或ode

Optimizing a Simulation or Ordinary Differential Equation
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具有各种约束的维度。
fminsearch Algorithm
Steps thatfminsearch采取最小化功能。
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.

Related Information

基于问题的非线性编程