Optimization Techniques in MATLAB

View schedule and enroll

Course Details

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:

Duration:1 day

Languages:Deutsch, English, 한국어

View schedule and enroll