Optimization Functions in MATLAB

Optimization functions in MATLAB are categorized into Optimizers, Equation Solvers, and Output
Controllers.

1) Optimizers

a) fminbnd

 Purpose: Finds the local minimum of a single-variable function within a specified interval.

 Syntax:

 x = fminbnd(fun, x1, x2)

 Description: Returns the value of x that minimizes the scalar-valued function fun in the
interval x1 < x < x2.

 Arguments:

o fun: Function handle for the scalar-valued function to minimize.

o x1, x2: Bounds of the interval.

b) fminsearch

 Purpose: Finds a local minimum of an unconstrained multivariable function using a

 Syntax:

 x = fminsearch(fun, x0)

 Description: Starts from the initial guess x0 and searches for a local minimum of the
function fun.

 Arguments:

o fun: Function handle for the scalar-valued function to minimize.

o x0: Initial guess (vector for multivariable functions).

c) lsqnonneg

 Purpose: Solves nonnegative linear least-squares problems.

 Syntax:

 x = lsqnonneg(C, d)

 Description: Returns a vector x that minimizes norm(C*x - d) subject to x ≥ 0.

 Arguments:
 o C: Coefficient matrix.

o d: Right-hand side vector.

d) linprog

 Purpose: Solves linear programming problems.

 Syntax:

 x = linprog(f, A, b, Aeq, beq, lb, ub, x0, options)

 Description: Minimizes f'x subject to linear constraints.

 Arguments:

o f: Coefficient vector for the objective function.

o A, b: Coefficients for inequality constraints (A*x ≤ b).

o Aeq, beq: Coefficients for equality constraints (Aeq*x = beq).

o lb, ub: Bounds for variables (lb ≤ x ≤ ub).

o x0: Initial guess (optional).

o options: Optimization options (optional).

e) quadprog

 Purpose: Solves quadratic programming problems.

 Syntax:

 x = quadprog(H, f, A, b, Aeq, beq, lb, ub, x0, options)

 Description: Minimizes (1/2)*x'Hx + f'x subject to constraints.

 Arguments:

o H: Symmetric matrix for quadratic terms.

o f: Coefficient vector for linear terms.

o A, b: Coefficients for inequality constraints.

o Aeq, beq: Coefficients for equality constraints.

o lb, ub: Bounds for variables.

o x0: Initial guess (optional).

o options: Optimization options (optional).

f) lsqlin
  Purpose: Solves constrained linear least-squares problems.

 Syntax:

 x = lsqlin(C, d, A, b, Aeq, beq, lb, ub, x0, options)

 Description: Minimizes norm(C*x - d) subject to constraints.

 Arguments:

o C, d: Coefficients for the least-squares problem.

o A, b: Inequality constraint coefficients.

o Aeq, beq: Equality constraint coefficients.

o lb, ub: Bounds for variables.

o x0: Initial guess (optional).

o options: Optimization options (optional).

2) Equation Solvers

a) fzero

 Purpose: Finds roots of a nonlinear function.

 Syntax:

 x = fzero(fun, x0)

 Description: Attempts to find a value of x where fun(x) = 0, i.e., where the function changes
sign.

 Arguments:

o fun: Function handle for the scalar-valued function.

o x0: Initial guess or bracketing interval [x1, x2].

b) fsolve

 Purpose: Solves systems of nonlinear equations.

 Syntax:

 x = fsolve(fun, x0, options)

 Description: Finds the vector x such that fun(x) = 0.

 Arguments:

o fun: Function handle for the system of equations.

o x0: Initial guess for the solution.

3) Output Controllers

a) optimget

 Purpose: Retrieves values of optimization options.

 Syntax:

 val = optimget(options, 'param')

 Description: Returns the value of a specific parameter 'param' from the options structure.

 Arguments:

o options: Optimization options structure.

o 'param': Name of the parameter to retrieve.

b) optimset

 Purpose: Creates or modifies an optimization options structure.

 Syntax:

 options = optimset(Name, Value)

 Description: Returns an options structure with specified parameters set using name-value
pairs.

 Arguments:

o Name: Parameter name.

o Value: Value to assign to the parameter.

c) outputfcn

 Purpose: Monitors optimization progress.

 Syntax:

 options = optimset('OutputFcn', @myfun)

 Description: Sets a user-defined function (@myfun) to track optimization progress during

 Arguments:

o @myfun: Function handle for custom output behavior.