Optimization Toolbox 6.1

Latest Features

Version 6.1

Released: 1 Sep 2011
 

Version 6.1, part of Release 2011b, includes the following enhancements:

• Performance improvements in fsolve trust-region-dogleg and fmincon interior-point
• Derivative estimation using central finite differences in fsolve, lsqcurvefit, and lsqnonlin solvers

See the Release Notes for details.

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Version 6.0

Released: 8 Apr 2011
 

Version 6.0, part of Release 2011a, includes the following enhancements:

• Large-scale interior-point quadratic programming solver
• Demo of a portfolio optimization problem solved using quadprog function
• Robustness improvements: nonlinear solvers tolerant of objective and constraint function failures

See the Release Notes for details.

Version 5.1

Released: 3 Sep 2010
 

Version 5.1, part of Release 2010b, includes the following enhancements:

• Enhanced finite difference algorithms in fmincon, improving recovery from objective and constraint function evaluation failures

See the Release Notes for details.

Version 5.0

Released: 5 Mar 2010
 

Version 5.0, part of Release 2010a, includes the following enhancements:

• New SQP algorithm in fmincon function with improved linear algebra performance
• Enhanced fmincon function to honor variable bounds at each iteration in selected algorithms
• Enhanced algorithms in fmincon function that support recovery from objective and constraint function evaluation failures

See the Release Notes for details.

Version 4.3

Released: 4 Sep 2009
 

Version 4.3, part of Release 2009b, includes the following enhancements:

• Enhanced fmincon interior-point algorithm recovery from evaluation failures in user-defined objective and constraint functions
• Clearer exit messages with links for more information for fsolve, lsqnonlin, and lsqcurvefit functions

See the Release Notes for details.