基于问题的优化设置

使用变量和表达式表示优化问题，以串行或并行方式求解

在基于问题的优化中，您需要创建优化变量，用这些变量来构建表示目标和约束或表示方程的表达式，并使用 solve 求解问题。有关以基于问题的方法求解优化问题的步骤，请参阅基于问题的优化工作流。有关方程求解，请参阅Problem-Based Workflow for Solving Equations。

在开始求解优化问题之前，您必须选择合适的方法：基于问题或基于求解器。有关详细信息，请参阅首先选择基于问题或基于求解器的方法。

注意：如果您的非线性函数不是由多项式、有理式和初等函数（如 exp）组成的，可以使用 fcn2optimexpr 将其转换为优化表达式。请参阅Convert Nonlinear Function to Optimization Expression和Supported Operations for Optimization Variables and Expressions。

有关基本非线性优化示例，请参阅基于问题求解有约束非线性问题：。有关基本混合整数线性规划示例，请参阅混合整数线性规划基础：基于问题。有关基本方程求解示例，请参阅基于问题求解非线性方程组。有关使用优化实时编辑器任务的示例，请参阅Get Started with Problem-Based Optimize Live Editor Task。

函数

全部展开

创建变量和问题

`eqnproblem`	创建方程问题
`optimproblem`	创建优化问题
`optimvalues`	Create values for optimization problem
`optimvar`	创建优化变量
`show`	显示有关优化对象的信息
`showbounds`	显示变量边界
`write`	保存优化对象描述
`writebounds`	保存变量边界描述

表达式、约束和方程

`fcn2optimexpr`	将函数转换为优化表达式
`optimconstr`	创建空优化约束数组
`optimeq`	创建空优化等式数组
`optimineq`	创建空优化不等式数组
`optimexpr`	创建空优化表达式数组
`show`	显示有关优化对象的信息
`write`	保存优化对象描述

求解和分析

`evaluate`	计算优化表达式
`findindex`	查找命名索引变量的等效数值索引
`infeasibility`	一个点处的约束违反度
`paretoplot`	Pareto plot of multiobjective values
`prob2struct`	将优化问题或方程问题转换为求解器形式
`show`	显示有关优化对象的信息
`solve`	求解优化问题或方程问题
`varindex`	将问题变量映射到基于求解器的变量索引
`write`	保存优化对象描述

对象

`EquationProblem`	非线性方程组
`OptimizationConstraint`	优化约束
`OptimizationEquality`	等式和等式约束
`OptimizationExpression`	关于优化变量的算术或函数表达式
`OptimizationInequality`	不等式约束
`OptimizationProblem`	优化问题
`OptimizationValues`	Values for optimization problems
`OptimizationVariable`	优化变量

实时编辑器任务

优化	在实时编辑器中优化或求解方程

主题

基于问题的步骤

基于问题的优化工作流
了解基于问题求解优化问题步骤。
Problem-Based Workflow for Solving Equations
Learn the problem-based steps for solving equations.
Optimization Expressions
Define expressions for both the objective and constraints.
Pass Extra Parameters in Problem-Based Approach
Pass extra parameters, data, or fixed variables in the problem-based approach.
Write Objective Function for Problem-Based Least Squares
Syntax rules for problem-based least squares.
Write Constraints for Problem-Based Cone Programming
Requirements for solve to use coneprog for problem solution.
Named Index for Optimization Variables
Create and work with named indices for variables.
Review or Modify Optimization Problems
Review or modify problem elements such as variables and constraints.
Examine Optimization Solution
Evaluate the solution and its quality.

设置选项

设置选项
设置优化选项
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.

基于问题的优化技巧

Create Efficient Optimization Problems
Obtain a faster or more accurate solution when the problem has integer constraints, and avoid loops when creating a problem.
Separate Optimization Model from Data
Create reusable, scalable problems by separating the model from the data.
Initialize Optimization Expressions
How initialize optimization expressions in functions, and how to recognize that you need to initialize them.
Use Problem-Based Optimize Live Editor Task Effectively
How to use and understand the problem-based Optimize Live Editor task.
变量名称不允许重复
了解如何求解有两个同名优化变量的问题。
Create Initial Point for Optimization with Named Index Variables
Create initial points for solve when the problem has named index variables by using the findindex function.
Expression Contains Inf or NaN
Optimization expressions containing Inf or NaN cannot be displayed, and can cause unexpected results.
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.
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.
Integer Constraints in Nonlinear Problem-Based Optimization
Learn how the problem-based optimization functions prob2struct and solve handle integer constraints.
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.

并行计算

What Is Parallel Computing in Optimization Toolbox?
Use multiple processors for optimization.
Using Parallel Computing in Optimization Toolbox
Perform gradient estimation in parallel.
Minimizing an Expensive Optimization Problem Using Parallel Computing Toolbox
Example showing the effectiveness of parallel computing in two solvers: fmincon and ga.
Improving Performance with Parallel Computing
Investigate factors for speeding optimizations.

基于问题的算法

基于问题的优化算法
了解优化函数和对象如何求解优化问题。
Automatic Differentiation Background
Learn how automatic differentiation works.
Supported Operations for Optimization Variables and Expressions
Explore the supported mathematical and indexing operations for optimization variables and expressions.