基于问题的非线性优化

函数

 evaluate 计算优化表达式 fcn2optimexpr 将函数转换为优化表达式 infeasibility 一个点处的约束违反度 optimproblem 创建优化问题 optimvar 创建优化变量 prob2struct 将优化问题或方程问题转换为求解器形式 solve 求解优化问题或方程问题

主题

基于无约束问题的应用

Rational Objective Function, Problem-Based

This example shows how to create a rational objective function using optimization variables and solve the resulting unconstrained problem.

基于有约束问题的应用

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

Convert nonlinear functions, whether expressed as function files or anonymous functions, by using fcn2optimexpr.

Constrained Electrostatic Nonlinear Optimization, Problem-Based

Shows how to define objective and constraint functions for a structured nonlinear optimization in the problem-based approach.

Problem-Based Nonlinear Minimization with Linear Constraints

Shows how to use optimization variables to create linear constraints, and fcn2optimexpr to 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.

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.

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.

Solve Nonlinear Feasibility Problem, Problem-Based

Solve a feasibility problem, which is a problem with constraints only.

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

Improving Performance with Parallel Computing

Investigate factors for speeding optimizations.

算法和其他理论

fminsearch Algorithm

Steps that fminsearch takes to minimize a function.