What method/function should be used for large scale optimization

JFz

2017 9 14

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I am working on a large scale optimization (objective function is complex) non-linear optimization problem. What function in Matlab should I use? I am getting the optimization toolbox but have concerns on what could be the best function.

Thanks for any comment.

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Alan Weiss 2017-9-14

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Check the Optimization Decision Table to choose the appropriate solver, and consult Choosing the Algorithm to select the best algorithm for your problem.

In case your objective function is given by a simulation or ODE, look at Optimizing a Simulation or ODE.

Alan Weiss

MATLAB mathematical toolbox documentation