Optimization App Alternatives

Optimize Without Using the App

Although the Optimization app affords convenient ways to set options and run problems, it will be removed in a future release. This topic describes other ways to accomplish optimization tasks without using the app.

Set Options Using Live Scripts

Beginning with R2018a, live scripts show suggestions for optimoptions names and values.

  1. On the Home tab, in the File section, click New Live Script to create a live script.

  2. In the Live Editor, set options by entering options = optimoptions(. MATLAB® shows a list of solvers.

  3. Select a solver, then enter a comma. MATLAB displays a list of name-value pairs for the solver.

    Select a name-value pair in one of these ways:

    • Click the name-value pair.

    • Use the arrow keys to highlight the name-value pair, and then press Tab.

    • Type the first letters of the name-value pair, and then press Tab.

  4. Enter the appropriate value for the selected name. If the value is from a list of choices, you can select it the same way that you selected the name.

  5. Continue adding name-value pairs until the options are complete.

  6. Be sure to pass the options to your solver.

    [x,fval,exitflag,output] = ...
    fmincon(fun,x0,A,b,Aeq,beq,lb,ub,nlcon,options)

Tip

Set Options: Command Line or Standard Scripts

Beginning with R2018a, the MATLAB command line and the standard Editor show suggestions for optimoptions names and values.

  1. Set options by entering options = optimoptions(' and pressing Tab. MATLAB shows a list of solvers.

  2. Select a solver in one of these ways:

    • Double-click the solver.

    • Use the arrow keys to highlight the solver, and then press Tab.

    • Type the first letters of the solver, and then press Tab.

  3. Enter ',' and then press Tab. MATLAB displays a list of name-value pairs for the solver.

    Select a name-value pair using one of the ways described in step 2.

  4. Enter the appropriate value for the selected name. If the value is from a list of choices, you can select it the same way that you selected the name.

  5. Continue adding name-value pairs until the options are complete.

  6. Be sure to pass the options to your solver.

    [x,fval,exitflag,output] = ...
    fmincon(fun,x0,A,b,Aeq,beq,lb,ub,nlcon,options)

Tip

Choose Plot Functions

To monitor your optimization while it runs, use a plot function. Solvers have a set of built-in plot functions. Use optimoptions to set the 'PlotFcn' name-value pair to a built-in plot function, a cell array of built-in plot functions, or a function handle or cell array of function handles to plot functions.

Choose plot functions using live scripts:

To choose plot functions using the Editor or the command line, enter options = optimoptions('solvername','PlotFcn',{' and then press Tab:

To choose a custom plot function, pass a function handle such as @myplotfun. Custom plot functions use the same syntax as output functions. See Output Functions for Optimization Toolbox™ and Output Function and Plot Function Syntax.

linprog, lsqlin, quadprog, and lsqnonneg do not support plot functions, because these solvers typically run quickly. To monitor their progress, you can use iterative display for linprog, the lsqlin 'interior-point' algorithm, and the quadprog 'interior-point-convex' algorithm. Set the 'Display' option to 'iter'.

The fminbnd, fminsearch, and fzero solvers do not use options created by optimoptions, only optimset. To see which plot functions these solvers use, consult their reference pages:

Pass Solver Arguments

Solvers use positional function arguments. For example, the syntax for fmincon arguments is

fmincon(fun,x0,A,b,Aeq,beq,lb,ub,nonlcon,options)

If you want to include only fun, x0, lb, and options arguments, then the appropriate syntax is

fmincon(fun,x0,[],[],[],[],lb,[],[],options)

Sometimes the inexperienced will, instead, write

fmincon(fun,x0,lb,options) % This is incorrect!

This call throws an error. In this incorrect command, fmincon interprets the lb argument as representing the A matrix, and the options argument as representing the b vector. The third argument always represents the A matrix, and the fourth argument always represents the b vector.

It can be difficult to keep track of positional arguments as you enter a command. The following are suggestions for obtaining the correct syntax.

  • Use live scripts. As you enter a command, you see function hints that guide you to enter the correct argument in each position. Enter [] for unused arguments.

  • Use the MATLAB Editor or command line. As you enter commands, you see lists of proper syntax that guide you to enter the correct argument in each position. Enter [] for unused arguments.

  • Create a problem structure. This way, you can pass fewer arguments and pass named arguments instead of positional arguments. For fmincon, the problem structure requires at least the objective, x0, solver, and options fields. So, to give only the fun, x0, lb, and options arguments, create a problem structure as follows:

    % These commands assume that fun, x0, lb, and opts exist
prob.objective = fun;
prob.x0 = x0;
prob.lb = lb;
prob.options = opts;
prob.solver = 'fmincon';

    You can also create a problem structure using one struct command.

    % This command assumes that fun, x0, lb, and opts exist
prob = struct('objective',fun,'x0',x0,'lb',lb,...
    'options',opts,'solver','fmincon')

  • If you have Global Optimization Toolbox, you can create a problem structure for fmincon, fminunc, lsqcurvefit, and lsqnonlin by using createOptimProblem (Global Optimization Toolbox).

Related Topics

Optimization Toolbox Documentation

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