优化Toolbox™提供了查找参数的功能,以最大程度地减少或最大化目标,同时满足约束。该工具箱包括用于线性编程的求解器(LP),混合智能线性编程(MILP),二次编程(QP),二阶圆锥编程(SOCP),非线性编程(NLP),受限的线性最小二乘,非线性最小二乘,非线性最小二乘,,和非线性方程。
您可以通过编程或应用程序来定义功能和矩阵的优化问题。另外,您可以使用反映基本数学的优化变量的表达式。您可以使用目标和约束函数的自动差异化,以更快,更准确。万博 尤文图斯
Optimization Toolbox™ provides solvers for finding a maximum or a minimum of an objective function subject to constraints. This enables you to find optimal designs, minimize risk for financial applications, optimize decision making, and estimate parameters.
You can use the problem-based approach to define the optimization variables and their bounds, set the objective, and then solve. On this problem, the solve function recognizes the problem is nonlinear, applies a nonlinear solver, and uses automatic differentiation for faster gradient evaluations.
优化问题通常具有此生产计划问题中的变量或约束集。您可以定义优化变量和约束的数组,并使用数字或字符串的索引,从而导致大问题的可读和紧凑表示形式。
You can use the problem-based approach even when some functions are not naturally expressed as optimization expressions. This problem’s objective function requires solving an ODE. We can convert this to an optimization expression and use it in the problem to be optimized.
You can add integer constraints to linear problems involving variables which must take on integer values. This includes when the variables represent a yes or no decision, like whether a process is assigned to a processor in this scheduling example.
In addition to solvers for nonlinear, linear, and mixed-integer linear programs, Optimization Toolbox includes specialized solvers for quadratic programs, second-order cone programs, multiobjective, and linear and nonlinear least squares.
您可以快速解决数千个变量的大问题。在这里,大约30秒钟的时间解决了40,000多个变量的二次问题。
As an alternative to the problem-based approach, you can use Optimization Toolbox with the solver-based approach. After representing your objectives and constraints as MATLAB functions and matrices, the Optimize Live Task helps guide you through this approach by indicating where to select a solver and insert your predefined MATLAB constructs.
优化工具箱与其他MATLAB结合使用®tools. You can accelerate numerical gradient calculations using Parallel Computing Toolbox™.
You can compile your applications into apps or libraries with MATLAB Compiler™ and MATLAB Compiler SDK™.
You can generate portable and readable C/C++ code to solve your optimization problems using MATLAB Coder™. Use this code to deploy applications to enterprise and embedded systems.
For more information, return to the Optimization Toolbox page or choose a link below.
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