Optimization Toolbox

Defining and Solving Optimization Problems

Defining an Optimization Problem

Optimization techniques are used to find a set of design parameters that give the best possible result. There are two key components in an optimization problem:

The objective function calculates the desired quantity to be minimized or maximized. Constraints can be added that limit the possible values for the design parameters.

Mathematical Modeling with Optimization, Part 1 8:51
Transform a problem description into a mathematical program that can be solved using optimization, using a steam and electric power plant example.

Mathematical Modeling with Optimization, Part 2 10:47
Solve a linear program using Optimization Toolbox™ solvers, using a steam and electric power plant example.

Using the Optimization App

You can access Optimization Toolbox functions and solver options programmatically, or with the Optimization app.

The Optimization app simplifies common optimization tasks. It enables you to:

  • Select a solver and define an optimization problem
  • Set and inspect optimization options and their default values for the selected solver
  • Run problems and visualize intermediate and final results
  • View solver-specific documentation in the optional quick reference window
  • Import and export problem definitions, algorithm options, and results between the MATLAB® workspace and the Optimization app
  • Automatically generate MATLAB code to capture work and automate tasks
  • Access Global Optimization Toolbox solvers

Introduction to Optimization Graphical User Interface 6:08
Set up and run optimization problems and visualize intermediate and final results.

Choosing a Solver

Optimization Toolbox contains different solvers for different types of objectives and constraints. The Optimization Decision Table helps you choose the best solver for your problem.

Setting Options

Solver options enable you to tune or modify the optimization process and visualize solver progress. Setting options can be done programmatically or with the Optimization app.

Setting Options for Optimizations 4:48
Set options with optimoptions in Optimization Toolbox TM to tune solvers and monitor optimization progress.

Next: Nonlinear Optimization

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