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A Quick Way to Learn and Solve Optimization Problems in MATLAB. A Course for Beginners.

What you will learn

Running direct search optimization problems in MATLAB

Specifying objective functions

Specifying constraints

Vectorizing objective function and constraints

Obtaining local and global optima

Parallel computing

Description

This course introduces applied direct search optimization in the MATLAB environment, focusing on using Global Optimization Toolbox. Various kinds of optimization problems are solved in this course. At the end of this course, you will be able to solve the optimization problems using the MATLAB. The complete MATLAB programs included in the class are also available for download.  Happy learning.


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NB: This course is designed most straightforwardly to utilize your time wisely.

English
language

Content

Introduction to Optimization

Welcome to the course
Local optima and Global optima
Single local solution, Multiple local solutions and Single global solution

Objective or Fitness Functions

What is Objective Function ?
MATLAB Script For Single Objective Function
MATLAB Script For Vectorized Function Call
Passing Extra Parameters, Fixed Variables, or Data in the Objective Functions

Direct/Pattern Search with MATLAB

How Pattern Search Works?
What is Direct/Pattern Search ?
Unconstrained Pattern Search Minimization
Pattern Search with a Linear Inequality Constraint
Pattern Search with a Linear Equality Constraint
Pattern Search with Bounds
Pattern Search with Nonlinear Constraints
Obtain Function Value And Minimizing Point
Using a Complete Poll in a Generalized Pattern Search
Vectorize the Objective and Constraint Functions
Compute in Parallel
Maximizing an Objective Function
Stopping Criteria
Exit Flag and Output
Quiz on Optimization
Practice test on optimization