Modeling and Solving Optimization Problems

You can apply mathematical optimization techniques to find optimal designs, estimate parameters, and make optimal decisions for problems in engineering and finance.

In this workshop, you will learn the problem-based approach for modeling and solving optimization problems. You will see how to use an intuitive syntax to represent your problem, starting from its mathematical description. Working through a variety of examples, you will learn how to:

• Define sets of optimization variables using arrays indexed by numbers and strings
• Construct objectives and constraints from expressions of optimization variables using MATLAB^® operators and functions
• Include black-box functions
• Use automatic differentiation
• Apply an automatically selected solver