主要内容

基于问题的非线性优化

Solve nonlinear optimization problems in serial or parallel using the problem-based approach

Before you begin to solve an optimization problem, you must choose the appropriate approach: problem-based or solver-based. For details, seeFirst Choose Problem-Based or Solver-Based Approach.

Formulate your objective and nonlinear constraint functions as expressions in optimization variables, or convert MATLAB®functions usingFCN2OPTIMEXPR. For problem setup, see基于问题的优化设置.

Functions

evaluate Evaluate optimization expression
FCN2OPTIMEXPR Convert function to optimization expression
不可见 Constraint violation at a point
optimproblem Create optimization problem
Optimvar Create optimization variables
prob2struct 将优化问题或方程问题转换为求解器形式
solve 解决优化问题或方程问题

Topics

不受约束的具体问题具体分析的应用

Rational Objective Function, Problem-Based

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

受到约束的基于问题的应用程序

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

通过使用FCN2OPTIMEXPR.

约束静电非线性优化,基于问题的

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, andFCN2OPTIMEXPRto 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.

基于问题的工作流程中的供应导数

How to include derivative information in problem-based optimization when automatic derivatives do not apply.

获取生成的功能详细信息

在由非线性函数中找到额外参数的值prob2struct.

Objective and Constraints Having a Common Function in Serial or Parallel, Problem-Based

在基于问题的方法中共享目标和非线性约束函数时,请节省时间。

Solve Nonlinear Feasibility Problem, Problem-Based

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

Obtain Solution Using Feasibility Mode

解决问题的问题fmincon可行性模式。

基于问题的优化的输出功能

Use an output function in the problem-based approach to record iteration history and to make a custom plot.

Parallel Computing

优化工具箱中的并行计算是什么?

Use multiple processors for optimization.

Using Parallel Computing in Optimization Toolbox

并联执行梯度估计。

Improving Performance with Parallel Computing

Investigate factors for speeding optimizations.

仿真或ode

Optimizing a Simulation or Ordinary Differential Equation

Special considerations in optimizing simulations, black-box objective functions, or ODEs.

算法和其他理论

无约束的非线性优化算法

Minimizing a single objective function inndimensions without constraints.

Constrained Nonlinear Optimization Algorithms

Minimizing a single objective function inn具有各种约束的维度。

fminsearch Algorithm

Steps thatfminsearch采取最小化功能。

Optimization Options Reference

Explore optimization options.

Local vs. Global Optima

Explains why solvers might not find the smallest minimum.

Smooth Formulations of Nonsmooth Functions

Reformulate some nonsmooth functions as smooth functions by using auxiliary variables.

Bibliography

Lists published materials that support concepts implemented in the solver algorithms.

Related Information