Interactive Optimization Toolbox

Developed by Shahrokh Shahi

Georgia Institute of Technology

2018-2019

www.sshahi.com.

• Download the latest release on MATLAB File Exchange:

About

This tool includes an implementation of five gradient-based algorithms, including

• (1) Steepest Descend Algorithm (SDA),
• (2) Conjugate Gradient Algorithm (CGA),
• (3) Newton's Method,
• (4) Davidson-Fletcher-Powell (DFP) Method,
• (5) Broyden–Fletcher–Goldfarb–Shanno (BFGS) Method,

for multivariate function optimization. For two variable functions, a user-friendly interactive interface is available which portrays the optimization procedure step-by-step. This toolbox can also serve as an educational tool to understand mainstream optimization techniques.

Details

• For more information about the details, see my blog post.

Sample run

• An animation of the toolbox

Install the toolbox on MATLAB

• Run "OPTool.mltbx" in MATLAB and complete the installation
• Run OPTool in MATLAB command window
• Enjoy! (the app will be run with a pre-set values as an example)

Please note that the GUI is built and tested in Windows; there might be some visuall diferences in macOS (for instance, the test may appear smaller)