Function Reference

Optimization Problem

opti Create a OPTI optimization object
optiprob Create a structure describing the optimization problem
optiset Create a structure with the optimization settings
optidynset Create a structure with dynamic optimization settings
solve Solve the optimization problem
plot Plot the optimization problem contours & constraints
multisolve Solve the optimization problem using a simple multi-start approach
multiplot Plot the search space of the multi-start solver over a typical OPTI plot
write Write the optimization object to a mathematical file
checkSol Check the solution against supplied constraints

Optimization Utilities

OPTI

checkSolver Display available solvers, or find a solver for a particular problem
x_prob Return a test problem for a given problem type x, e.g. lp_prob for an LP problem

Differentiation

autoJac Estimate the gradient of Jacobian of a function via automatic differentiation
mklJac Estimate the gradient or Jacobian of a function via numerical differences
symJac Return a symbolically generated gradient / Jacobian from a function handle
symDynJac Return symbolically generated partial derivatives from an ODE function handle
symHess Return a symbolically generated Hessian from a function handle
symHessLag Return a symbolically generated Hessian of the Lagrangian from the objective and constraint function handles

File IO

coinRead Read a MPS, QPS, GMPL, or LP file into Matlab
coinWrite Write an OPTI Problem to an MPS, QPS or LP file
amplRead Read an AMPL NL file into Matlab
sdpRead Read a SDPA Dense or Sparse file, or SeDuMi MAT file into Matlab
sdpWrite Write an OPTI Problem to a SDPA Dense or Sparse file, or SeDuMi MAT file
gamsWrite Write an OPTI Problem to a GAMS file

Benchmarking

optiBench Run an optimization benchmark across available solvers
testSolver Test a particular solver against a set of test problems
testProblem Test a supplied OPTI problem against all available solvers for that problem type

Solver Configuration Settings

bonminset Create a structure with settings for BONMIN
clpset Create a structure with settings for CLP
csdpset Create a structure with settings for CSDP
dsdpset Create a structure with settings for DSDP
ipoptset Create a structure with settings for IPOPT
nloptset Create a structure with settings for NLOPT
nloptSolver Display available NLOPT algorithms with details
nomadset Create a structure with settings for NOMAD
pswarmset Create a structure with settings for PSwarm
ooqpset Create a structure with settings for OOQP

Matlab Optimization Toolbox Overloads

opti_linprog Solve a Linear Program using OPTI
opti_bintprog Solve a Binary Integer Program using OPTI
opti_mintprog Solve a Mixed Integer Linear Program using OPTI
opti_quadprog Solve a Quadratic Program using OPTI
opti_lsqcurvefit Solve a Nonlinear Least Squares problem using OPTI
opti_fsolve Solve a Nonlinear Equation problem using OPTI
opti_fminunc Solve an Unconstrained Nonlinear Optimization problem using OPTI
opti_fmincon Solve a Constrained Nonlinear Program using OPTI