OptimizationExpression

Objective function or constraints

Description

An OptimizationExpression is an arithmetic expression in terms of optimization variables for an objective function or for comparison in constraints.

Creation

Create an optimization expression by performing operations on OptimizationVariable objects. Use standard MATLAB® arithmetic including taking powers, indexing, and concatenation of optimization variables to create expressions. See Examples.

You can also create an optimization expression from a MATLAB function applied to optimization variables by using fcn2optimexpr. For examples, see Create Expression from Nonlinear Function and Problem-Based Nonlinear Optimization.

Create an empty optimization expression by using optimexpr. Typically, you then fill the expression in a loop. For examples, see Create Optimization Expression by Looping and the optimexpr function reference page.

Properties

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Index names, specified as a cell array of strings or character vectors. For information on using index names, see Named Index for Optimization Variables.

Data Types: cell

This property is read-only.

Optimization variables in the object, returned as a structure of OptimizationVariable objects.

Data Types: struct

Object Functions

evaluateEvaluate optimization expression
showexprDisplay optimization expression
writeexprSave optimization expression description

Examples

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Create optimization expressions by arithmetic operations on optimization variables.

x = optimvar('x',3,2);
expr = sum(sum(x))
expr = 
  Linear OptimizationExpression

    x(1, 1) + x(2, 1) + x(3, 1) + x(1, 2) + x(2, 2) + x(3, 2)

f = [2,10,4];
w = f*x;
showexpr(w)
(1, 1)

  2*x(1, 1) + 10*x(2, 1) + 4*x(3, 1)

(1, 2)

  2*x(1, 2) + 10*x(2, 2) + 4*x(3, 2)

Create an optimization expression by transposing an optimization variable.

x = optimvar('x',3,2);
y = x'
y = 
  2x3 Linear OptimizationExpression array with properties:

    IndexNames: {{}  {}}
     Variables: [1x1 struct] containing 1 OptimizationVariable

  See expression formulation with showexpr.

Simply indexing into an optimization array does not create an expression, but instead creates an optimization variable that references the original variable. To see this, create a variable w that is the first and third row of x. Note that w is an optimization variable, not an optimization expression.

w = x([1,3],:)
w = 
  2x2 OptimizationVariable array with properties:

  Read-only array-wide properties:
          Name: 'x'
          Type: 'continuous'
    IndexNames: {{}  {}}

  Elementwise properties:
    LowerBound: [2x2 double]
    UpperBound: [2x2 double]

  Reference to a subset of OptimizationVariable with Name 'x'.

  See variables with showvar.
  See bounds with showbounds.

Create an optimization expression by concatenating optimization variables.

y = optimvar('y',4,3);
z = optimvar('z',4,7);
f = [y,z]
f = 
  4x10 Linear OptimizationExpression array with properties:

    IndexNames: {{}  {}}
     Variables: [1x1 struct] containing 2 OptimizationVariables

  See expression formulation with showexpr.

Use optimexpr to create an empty expression, then fill the expression in a loop.

y = optimvar('y',6,4);
expr = optimexpr(3,2);
for i = 1:3
    for j = 1:2
        expr(i,j) = y(2*i,j) - y(i,2*j);
    end
end
showexpr(expr)
(1, 1)

  y(2, 1) - y(1, 2)

(2, 1)

  y(4, 1) - y(2, 2)

(3, 1)

  y(6, 1) - y(3, 2)

(1, 2)

  y(2, 2) - y(1, 4)

(2, 2)

  y(4, 2) - y(2, 4)

(3, 2)

  y(6, 2) - y(3, 4)

Create an optimization expression corresponding to the objective function

f(x)=x2/10+exp(-exp(-x)).

x = optimvar('x');
f = @(x)x^2/10 + exp(-exp(-x));
fun = fcn2optimexpr(f,x)
fun = 
  Nonlinear OptimizationExpression

    anonymousFunction1(x)

  where:

    anonymousFunction1 = @(x)x^2/10+exp(-exp(-x));

Find the point that minimizes fun starting from the point x0 = 0.

x0 = struct('x',0);
prob = optimproblem('Objective',fun);
[sol,fval] = solve(prob,x0)
Local minimum found.

Optimization completed because the size of the gradient is less than
the value of the optimality tolerance.

<stopping criteria details>
sol = struct with fields:
    x: -0.9595

fval = 0.1656

More About

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Introduced in R2017b