The following table is designed to help you choose a solver. It does not address multiobjective optimization or equation solving. There are more details on all the solvers in Problems Handled by Optimization Toolbox Functions.
In this table:
* means relevant solvers are found in Global Optimization Toolbox (Global Optimization Toolbox) functions (licensed separately from Optimization Toolbox™ solvers).
fmincon applies to most smooth
objective functions with smooth constraints. It is not listed as a
preferred solver for least squares or linear or quadratic programming
because the listed solvers are usually more efficient.
The table has suggested functions, but it is not meant
to unduly restrict your choices. For example, fmincon can
be effective on some nonsmooth problems.
The Global
Optimization Toolbox ga function can address mixed-integer programming
problems.
The Statistics and Machine Learning Toolbox™ bayesopt function can address low-dimensional
deterministic or stochastic optimization problems with combinations
of continuous, integer, or categorical variables.
Solvers by Objective and Constraint
| Constraint Type | Objective Type | ||||
|---|---|---|---|---|---|
| Linear | Quadratic | Least Squares | Smooth Nonlinear | Nonsmooth | |
| None | n/a (f = const, or min = ) | quadprog, Information | mldivide, lsqcurvefit, lsqnonlin, Information | fminsearch, fminunc, Information | fminsearch,
* |
| Bound | linprog, Information | quadprog, Information | lsqcurvefit, lsqlin, lsqnonlin, lsqnonneg, Information | fminbnd, fmincon, fseminf, Information | fminbnd,
* |
| Linear | linprog, Information | quadprog, Information | lsqlin, Information | fmincon, fseminf, Information | * |
| General Smooth | fmincon, Information | fmincon, Information | fmincon, Information | fmincon, fseminf, Information | * |
| Discrete, with Bound or Linear | intlinprog, Information | * | * | * | * |
This table does not list multiobjective solvers nor equation solvers. See Problems Handled by Optimization Toolbox Functions for a complete list of problems addressed by Optimization Toolbox functions.
Some solvers have several algorithms. For help choosing, see Choosing the Algorithm.