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| R2012a Documentation → Optimization Toolbox | |
Learn more about Optimization Toolbox |
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| Contents | Index |
This table summarizes what's new in Version 4.0 (R2008a):
| New Features and Changes | Version Compatibility Considerations | Fixed Bugs and Known Problems |
|---|---|---|
| Yes Details below | Yes Summary | Bug
Reports Includes fixes |
New features and changes introduced in this version are:
Parallel Computing Toolbox Support in fmincon, fminimax, and fgoalattain
New fmincon Solver, New Option Algorithm for fmincon, Option LargeScale Changed
Default PrecondBandWidth = Inf in lsqcurvefit, lsqnonlin, and fsolve
fmincon, fminimax, and fgoalattain can take finite differences in parallel in order to speed the estimation of gradients. For details on how to use this parallel gradient estimation, see the Parallel Computing for Optimization chapter in the User's Guide.
The Global Optimization Toolbox GUIs gatool and psearchtool have been combined into the Optimization Tool GUI. To access these GUIs, type optimtool at the command line, and choose the appropriate solver.
Furthermore, three new Global Optimization Toolbox solvers were added to Optimization Tool: gamultiobj, simulannealbnd, and threshacceptbnd.
Optimization Tool shows Global Optimization Toolbox solvers only if these solvers are licensed.
The new interior-point algorithm is a large-scale algorithm that can handle all types of constraints. It has several new options, explained in the fmincon function reference pages.
fmincon now has three algorithms. Choose between them by setting the new option Algorithm to:
'trust-region-reflective' (formerly known as 'large scale')
'active-set' (formerly known as 'medium scale')
'interior-point'
By default, Algorithm = 'trust-region-reflective'.
The previous way of choosing the algorithm at the command line was to set option LargeScale to 'on' or 'off'. LargeScale is now ignored, except when LargeScale = 'off' and Algorithm = 'trust-region-reflective'. In this case, the 'active-set' algorithm is used, to minimize backward incompatibility.
Use the new ktrlink function to call KNITRO optimization libraries from Ziena Optimization, Inc. KNITRO libraries must be purchased separately. The External Interface chapter of the User's Guide describes the ktrlink function.
The default value of the PrecondBandWidth option changed from 0 to Inf for the lsqcurvefit, lsqnonlin, and fsolve solvers. This change was beneficial in the vast majority of tested problems.
In Optimization Tool, the default in Algorithm settings > Subproblem algorithm is now Cholesky factorization, instead of Preconditioned CG = 0.
The new default can lead to slower performance for problems with high-dimensional nonlinearities. If this happens, change the default to another value such as 0 (the previous default).
The new TolConSQP option exposes a parameter that was fixed at eps before. The parameter is used in the fmincon, fminimax, fgoalattain, and fseminf solvers.
The new default value is TolConSQP = 1e–6. This did not affect a vast majority of tested cases, and was beneficial in some. If you want exactly the same behavior as before, set TolConSQP = eps using optimset.
The constrviolation field now exists in the output structure for the fgoalattain, fmincon, fminimax, and fseminf functions; it measures the nonlinear constraint violation.
 | Version 4.1 (R2008b) Optimization Toolbox Software | Version 3.1.2 (R2007b) Optimization Toolbox Software |  |
Learn how to use optimization to solve systems of equations, fit models to data, or optimize system performance.
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