Optimization Techniques in MATLAB
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This one-day course introduces applied optimization in the MATLAB®environment, focusing on using Optimization Toolbox™ and Global Optimization Toolbox.
Topics include:
- Running optimization problems in MATLAB
- Specifying objective functions and constraints
- Choosing solvers and improving performance
- Global and multiobjective optimization
This program has been approved by GARP and qualifies for 7 GARP CPD credit hours. If you are a Certified FRM or ERP, please record this activity in your credit tracker athttps://www.garp.org/cpd.
Day 1 of 1
Running an Optimization Problem
Objective:Understand the basic structure and process of solving optimization problems effectively. Use interactive tools to define and solve optimization problems.
- Identifying the problem components
- Running an optimization using the Live Editor Optimization Task
- Applying the optimization process
- Using optimization functions
Specifying Objective Functions and Constraints
Objective:Write an optimization problem. Use problem-based workflow to arrive at a solution.
- Using the problem-based workflow
- Specifying objective functions and constraints
- Identifying different types of constraints
Choosing a Solver and Improving Performance
Objective:Select an appropriate solver and algorithm by considering the type of optimization problem to be solved. Interpret the output from the solver and diagnose the progress of an optimization.
- Classifying the objective
- Choosing a solver and algorithm
- Examining and interpreting the result
- Providing derivative information
Global and Multiobjective Optimization
Objective:Use Global Optimization Toolbox functionality to solve problems where classical algorithms fail or work inefficiently. Solve problems with many objectives.
- Finding the global minimum
- Using genetic algorithms, direct search methods and surrogate optimization
- Use multiobjective solvers
Level:Intermediate
Prerequisites:
- MATLAB Fundamentals
- Knowledge of linear algebra and multivariate calculus is helpful
Duration:1 day
Languages:Deutsch, English, 한국어