Scribd
Upload
189 views

Problem Based Optimization With Optimization TB Cheat Sheet

Matlab

Uploaded by

iulianMaz
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
189 views

Problem Based Optimization With Optimization TB Cheat Sheet

Matlab

Uploaded by

iulianMaz
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 2

QUICK START GUIDE

Problem-Based Optimization with Optimization Toolbox™


Use a natural syntax for defining and solving linear and mixed-integer linear, quadratic, linear least squares,
and nonlinear optimization problems.

1. Define Problem
Following the problem-based workflow, first create an optimization problem with optimproblem to hold the objective, constraints,
and associated variables.

Examples:
assignmentProb = optimproblem
responseProb = optimproblem

2. Define Variables
Create optimization variables with optimvar. Set display name and optional dimensions, bounds, and type. Index with integers or
character strings.

Examples:
x = optimvar("x");
y = optimvar("y");

employees = ["a","b","c"];
tasks = ["t1","t2","t3"];
assign = optimvar("assign",employees,tasks,"LowerBound",0,"UpperBound",1,"Type","integer")

3. Define Expressions to Use in Objective and Constraints


Directly specify an OptimizationExpression that is a Specify other expressions as MATLAB functions and convert to
ratio of polynomials. optimization expressions with fcn2optimexpr.

Examples: Examples:
response = -3*(y - x.^3 - x).^2 - (x - 4/3).^2; a = 4;
totalCost = sum(sum(cost.*assign)); xyfcn = @(x,y,a)exp(y)*a*x.^2;
sumByEmployee = sum(assign,2); xyexpr = fcn2optimexpr(xyfcn,x,y,a);
sumByTask = sum(assign,1);

4. Define Objective
Set the sense of the optimization. Set the objective function with a Examples:
scalar OptimizationExpression. responseProb.ObjectiveSense = "maximize";
responseProb.Objective = response;

assignmentProb.ObjectiveSense = "minimize";
assignmentProb.Objective = totalCost;

mathworks.com
5. Define Constraints
Combine OptimizationExpressions with a relational operator to specify an OptimizationConstraint. Assign to a problem.

Examples:
responseProb.Constraints.ellipse = x.^2/2 + y.^2/4 <= 1;
responseProb.Constraints.xyconstr = xyexpr >= 1;

assignmentProb.Constraints.oneTaskPerEmployee = sumByTask <= 1;


assignmentProb.Constraints.oneEmployeePerTask = sumByEmployee == 1;

6. Review
Display with showexpr, showconstr, showbounds, View with the Workspace browser.
and showproblem .

7. Solve and Analyze


Solve the problem, returning the solution values, objective value, Solve with optimization options.
and reason the solver stopped. Provide an initial point for nonlinear
problems. Example:
o = optimoptions(assignProb,"MaxTime",10);
Example: sol = solve(assignmentProb,"Options",o)
x0.x = 0;
x0.y = 0; Do More
[sol,fval,exitflag] = solve(responseProb,x0) • Use evaluate and infeasibility to analyze results
• Interpret and improve results
• Convert to solver-based form with prob2struct
• Include derivatives

Learn more: mathworks.com/help/optim

mathworks.com

© 2019 The MathWorks, Inc. MATLAB and Simulink are registered trademarks of The MathWorks, Inc. See mathworks.com/trademarks for a list of additional trademarks.
Other product or brand names may be trademarks or registered trademarks of their respective holders.

You might also like