# Optimization Techniques in MATLAB

Matlab Course: Optimization Techniques in MATLAB

Documentation: Optimization Toolbox (product page)

Documentation: Global Optimization Toolbox (product page)

## The Optimization Toolbox

Video: Optimization Toolbox

### Defining Optimizations Problems

Optimization Theory Overview

Choose Problem-Based or Solver-Based Approach

Solver-Based Optimization Problem Setup

Solve a Constrained Nonlinear Problem

### Solving Optimizations Problems

Optimization Toolbox Solvers

Local vs. Global Optima

Optimization Decision Table

Set and Change Options

Choosing the Algorithm

Solver Outputs and Iterative Display

Improve Results

### Nonlinear Programming

Solve nonlinear optimization problems

Unconstrained Nonlinear Optimization Algorithms

Constrained Nonlinear Optimization Algorithms

Tutorial for the Optimization Toolbox

Optimizing a Simulation or Ordinary Differential Equation

Fit an Ordinary Differential Equation (ODE)

### Linear and Quadratic Programming

Solve linear optimization problems

Linear Programming Algorithms

Minimize quadratic functions subject to constraints

### Mixed-Integer Linear Programming

Solve linear optimization problems with integer constraints

Mixed-Integer Linear Programming Algorithms

Traveling Salesman Problem

### Multiobjective Optimization

Minimize multiple objective functions subject to constraints

Multiobjective Optimization Algorithms

Generate and Plot a Pareto Front

Multi-Objective Goal Attainment Optimization

### Least Squares and Equation Solving

Least-Squares (Model Fitting) Algorithms

Equation Solving Algorithms

Large-Scale Constrained Linear Least-Squares

Nonlinear Data-Fitting

### Documentations and Resources

Additional Optimization Toolbox Resources

## Global Optimization Toolbox

Video: Global Optimization Toolbox

### Solving Optimizations Problems

Optimization Workflow

Comparison of Six Solvers

Solver Behavior with a Nonsmooth Problem

Set and Change Options

View Options

Parallel Computing

### GlobalSearch and MultiStart

Global or Multiple Starting Point Search

MultiStart Using lsqcurvefit or lsqnonlin

Set Start Points for MultiStart

### Surrogate Optimization

What Is Surrogate Optimization?

Surrogate Optimization with Nonlinear Constraint

Modify surrogateopt Options

Direct Search

Pattern Search Climbs Mount Washington

Effects of Pattern Search Options

### Genetic Algorithm

Genetic Algorithm

Genetic Algorithm Options

Optimize an ODE in Parallel

### Particle Swarm

Particle Swarm

Optimize Using Particle Swarm

Specifying Options for particleswarm

Tune Particle Swarm Optimization Process

### Simulated Annealing

Simulated Annealing

Minimization Using Simulated Annealing Algorithm

Simulated Annealing Options

### Multiobjective Optimization

Multiobjective Optimization

Compare paretosearch and gamultiobj

### Documentations and Resources

Additional Global Optimization Toolbox Resources

## Parallel Computing and Optimization

Parallel Computing

Matlab on Rivanna

© 2024 The Rector and Visitors of the University of Virginia