Optimize
Optimize or solve equations in the Live Editor
Description
The Optimize task lets you interactively optimize linear and nonlinear objective functions subject to constraints of various types, and to solve nonlinear systems of equations. The task automatically generates MATLAB® code for your live script.
Using this task, you can:
Choose a solver based on the characteristics of your problem. If you have Global Optimization Toolbox, you can choose to use its solvers as well.
Specify the objective and constraint functions, either by writing functions or browsing for functions.
Specify solver options.
Run the optimization.
For suggestions on how to use Optimize, see Use Optimize Live Editor Task Effectively. Currently, you cannot use
the fseminf, GlobalSearch, or
MultiStart solvers with
Optimize.
For general information about Live Editor tasks, see Add Interactive Tasks to a Live Script.
Open the Task
To add the Optimize task to a live script in the MATLAB Editor, on the Live Editor Insert tab, select Task > Optimize.
Alternatively, in a code block in the script, type a relevant keyword, such as
optim or fmincon. Select
Optimize from the suggested command completions.
Examples
Related Examples
- Solve a Constrained Nonlinear Problem, Solver-Based
- Get Started with Optimize Live Editor Task
- Optimize Live Editor Task with fmincon Solver
- Optimize Live Editor Task with lsqlin Solver
- Optimize Using the GPS Algorithm (Global Optimization Toolbox)
- Minimize Function with Many Local Minima (Global Optimization Toolbox)
- Pareto Front for Two Objectives (Global Optimization Toolbox)
Parameters
Objective — Objective function type
Linear | Quadratic | Least squares | Nonlinear | Nonsmooth
Objective function type, specified by clicking the appropriate labeled button. The
selected objective function determines which solvers are available and which solver is
recommended for the problem (see Solver).
Constraints — Constraint types
Unconstrained | Lower bounds | Upper bounds | Linear inequality | Linear equality | Second-order cone | Nonlinear | Integer
Constraint types, specified by clicking the appropriate labeled buttons. You can
specify more than one constraint type. The selected constraints determine which solvers
are available and which solver is recommended for the problem (see Solver).
Solver — Optimization solver
solver name
Optimization solver that MATLAB uses to solve the problem, specified by selecting a solver from the list
of available solvers. The available solvers and the recommended solver depend on your
license and the selected Objective and
Constraints.
Available Solvers
| Constraint Type | Objective Type | ||||
|---|---|---|---|---|---|
| Linear | Quadratic | Least Squares | Nonlinear | Nonsmooth | |
| Unconstrained | Solution is trivial | quadprog | lsqcurvefit, lsqnonlin, lsqnonneg, lsqlin | fgoalattain, fminsearch, fminimax , fminunc, fsolve, fzero, ga (Global Optimization Toolbox), gamultiobj (Global Optimization Toolbox), paretosearch (Global Optimization Toolbox), patternsearch (Global Optimization Toolbox), particleswarm (Global Optimization Toolbox), simulannealbnd (Global Optimization Toolbox) | fminsearch, ga (Global Optimization Toolbox), gamultiobj (Global Optimization Toolbox), paretosearch (Global Optimization Toolbox), patternsearch (Global Optimization Toolbox), particleswarm (Global Optimization Toolbox), simulannealbnd (Global Optimization Toolbox) |
| Bounds Only | linprog | quadprog | lsqcurvefit, lsqnonlin, lsqnonneg, lsqlin | fgoalattain, fminbnd, fmincon, fminimax, ga (Global Optimization Toolbox), gamultiobj (Global Optimization Toolbox), paretosearch (Global Optimization Toolbox), patternsearch (Global Optimization Toolbox), particleswarm (Global Optimization Toolbox), simulannealbnd (Global Optimization Toolbox), surrogateopt (Global Optimization Toolbox) | fminbnd, ga (Global Optimization Toolbox), gamultiobj (Global Optimization Toolbox), paretosearch (Global Optimization Toolbox), patternsearch (Global Optimization Toolbox), particleswarm (Global Optimization Toolbox), simulannealbnd (Global Optimization Toolbox), surrogateopt (Global Optimization Toolbox) |
| Linear | linprog | quadprog | lsqlin, fmincon | fgoalattain, fmincon, fminimax, ga (Global Optimization Toolbox), gamultiobj (Global Optimization Toolbox), paretosearch (Global Optimization Toolbox), patternsearch (Global Optimization Toolbox) | ga (Global Optimization Toolbox), gamultiobj (Global Optimization Toolbox), paretosearch (Global Optimization Toolbox), patternsearch (Global Optimization Toolbox) |
| Linear + Integer | intlinprog | ga (Global Optimization Toolbox) | ga (Global Optimization Toolbox) | ga (Global Optimization Toolbox) | ga (Global Optimization Toolbox) |
| Second-order cone | coneprog | fgoalattain, fmincon, fminimax, ga (Global Optimization Toolbox), gamultiobj (Global Optimization Toolbox), paretosearch (Global Optimization Toolbox), patternsearch (Global Optimization Toolbox), surrogateopt (Global Optimization Toolbox) | fgoalattain, fmincon, fminimax, ga (Global Optimization Toolbox), gamultiobj (Global Optimization Toolbox), paretosearch (Global Optimization Toolbox), patternsearch (Global Optimization Toolbox), surrogateopt (Global Optimization Toolbox) | fgoalattain, fmincon, fminimax, ga (Global Optimization Toolbox), gamultiobj (Global Optimization Toolbox), paretosearch (Global Optimization Toolbox), patternsearch (Global Optimization Toolbox), surrogateopt (Global Optimization Toolbox) | ga (Global Optimization Toolbox), gamultiobj (Global Optimization Toolbox), paretosearch (Global Optimization Toolbox), patternsearch (Global Optimization Toolbox), surrogateopt (Global Optimization Toolbox) |
| Nonlinear | fgoalattain, fmincon, fminimax, ga (Global Optimization Toolbox), gamultiobj (Global Optimization Toolbox), paretosearch (Global Optimization Toolbox), patternsearch (Global Optimization Toolbox), surrogateopt (Global Optimization Toolbox) | fgoalattain, fmincon, fminimax, ga (Global Optimization Toolbox), gamultiobj (Global Optimization Toolbox), paretosearch (Global Optimization Toolbox), patternsearch (Global Optimization Toolbox), surrogateopt (Global Optimization Toolbox) | fgoalattain, fmincon, fminimax, ga (Global Optimization Toolbox), gamultiobj (Global Optimization Toolbox), paretosearch (Global Optimization Toolbox), patternsearch (Global Optimization Toolbox), surrogateopt (Global Optimization Toolbox) | fgoalattain, fmincon, fminimax, ga (Global Optimization Toolbox), gamultiobj (Global Optimization Toolbox), paretosearch (Global Optimization Toolbox), patternsearch (Global Optimization Toolbox), surrogateopt (Global Optimization Toolbox) | ga (Global Optimization Toolbox), gamultiobj (Global Optimization Toolbox), paretosearch (Global Optimization Toolbox), patternsearch (Global Optimization Toolbox), surrogateopt (Global Optimization Toolbox) |
| Nonlinear + Integer | ga (Global Optimization Toolbox), surrogateopt (Global Optimization Toolbox) | ga (Global Optimization Toolbox), surrogateopt (Global Optimization Toolbox) | ga (Global Optimization Toolbox), surrogateopt (Global Optimization Toolbox) | ga (Global Optimization Toolbox), surrogateopt (Global Optimization Toolbox) | ga (Global Optimization Toolbox), surrogateopt (Global Optimization Toolbox) |
Example: fmincon
Tips
For functions with extra inputs, Optimize requires you to choose the optimization variable, and to specify which workspace variables contain the fixed data inputs. For example, see Place Optimization Variables in One Vector and Data in Other Variables, which contains three function inputs:
Optimize generates code only after you specify all function inputs.
Optimize cannot parse a function containing the
varargininput or a function that contains an error.If you select an objective or nonlinear constraint function from a file, Optimize adds the file location to your MATLAB path.
If Optimize has a parsing error or if multiple local functions have the same name, the list of available local functions is empty.
See Also
Functions
fmincon|intlinprog|patternsearch(Global Optimization Toolbox) |surrogateopt(Global Optimization Toolbox)