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| R2011b Documentation → Optimization Toolbox | |
Learn more about Optimization Toolbox |
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| Contents | Index |
This table summarizes what's new in Version 4.2 (R2009a):
| 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:
The fmincon solver's interior-point algorithm can now compute 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.
Solvers print exit messages by default at the end of their runs. The exit messages are different in R2009a for several solvers, and the messages have been enhanced with new functionality. The following sections describe the new features and changes. There is more information in the Exit Flags and Exit Messages section of the User's Guide.
The following solvers have enhanced exit messages:
fgoalattain
fmincon
fminimax
fminunc
fseminf
The enhanced exit messages include hyperlinks within their exit messages. These hyperlinks bring up a window containing further information about the terms used in the exit messages.
A <stopping criteria details> hyperlink may appear at the end of an exit message, depending on the solver and setting of the Display option. This link causes the solver to print more detail about the exit conditions to the MATLAB Command Window.
There are new values of the Display option to control whether detailed exit messages appear instead of the default (simpler) messages. The new values are:
'final-detailed'
'iter-detailed'
'notify-detailed'
These settings have the same effect as the corresponding settings without '-detailed', but give detailed exit messages instead of the default exit messages. For solvers without the new exit messages, the '-detailed' options give the same behavior as without '-detailed'.
For solvers with enhanced exit messages, the message field of the output structure contains both the default (simpler) and the detailed exit messages, separated by a line of text stating Stopping criteria details:. The message field does not contain hyperlinks; it contains only text.
For solvers with enhanced exit messages, the content of output.message contains many more characters than before. User code that relies on this field may need to be modified in order to display the larger exit message satisfactorily.
The simplex algorithm of linprog now detects when there is no progress in the solution process. It attempts to continue by performing bound perturbation.
The simplex algorithm of linprog might arrive at different solutions than before, and can solve more problems than before.
One exit flag in the fminunc medium-scale solver was changed from –2 to 5. This flag appears when the solver predicts a change in function value at the next step in its iterations will be less than the TolFun tolerance. This condition can occur at a relative minimum, which should be reported by a positive flag.
This change might cause users (or code) that examine exit flags to evaluate a result more favorably than previously, since positive exit flags represent normal termination of solvers.
There are two new demos:
A demo showing how to use Symbolic Math Toolbox™ functions to help calculate gradients and Hessians. Run the demo at the MATLAB command line by entering echodemo symbolic_optim_demo.
A demo showing how to use fseminf for investigating the effect of parameter uncertainty. Run the demo at the MATLAB command line by entering echodemo airpollution.
Furthermore, the optimization tutorial demo now shows how to include extra parameters. Run the demo at the MATLAB command line by entering echodemo tutdemo.
 | Version 4.3 (R2009b) Optimization Toolbox Software | Version 4.1 (R2008b) 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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