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MLOP: MATLAB Based Optimization Techniques

This one-day course introduces applied optimization in the MATLAB® environment, focusing on using Optimization Toolbox and Global Optimization Toolbox. Topics include:

  • Defining the problem
  • Writing objective functions
  • Defining constraints
  • Choosing solvers and setting options
  • Using global optimization methods
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 Detailed course outline
Day 1 of 1
Optimization Fundamentals

Objective: Understand the basic structure and process of solving optimization problems effectively. Attendees use a hands-on example that introduces terminology and fundamental concepts, with a focus on realizing optimization in the MATLAB environment.

  • Optimization
  • Example: Designing a soup can
  • Mathematical problem formulation
  • Visual illustration of the problem
  • Running an optimization using the Optimization Tool
  • Interpreting the results
Writing Objective Functions

Objective: Mathematically express the quantity to be optimized in MATLAB. Pros and cons of various implementations are highlighted.

  • The objective function interface
  • Coding guidelines
  • Objective functions as input
  • Function handle data type
  • Handles to function files
  • Anonymous functions
Expressing Constraints

Objective: Add constraints to an optimization problem in MATLAB. Different types of constraints are considered, as well as guidelines for efficient implementation.

  • Types of constraints
  • Defining linear constraints
  • Bounds and general linear inequalities
  • Linear equations
  • Defining nonlinear constraints
  • Constraint function interface
  • Coding guidelines
Selecting Solvers and Options

Objective: Select the most appropriate algorithm for a given problem by considering the different solvers and their associated options available in Optimization Toolbox.

  • Algorithm background
  • Choosing the toolbox function
  • Optimization parameters and options
  • Command line functionality
  • Understanding the output
Global Optimization

Objective: Understand the extra solution methods available in Global Optimization Toolbox and how to work on optimization problems with features that cause classical algorithms to fail or work inefficiently.

  • Limits of the Optimization Toolbox algorithms
  • Introduction to algorithms in Global Optimization Toolbox
  • Example: Global optimization
  • Example: Shift scheduling
  • Genetic algorithms in depth
  • Interpretation of results

Prerequisites

MATLAB Fundamentals®. Knowledge of linear algebra and multivariate calculus is helpful.

Course Length - 1 day

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