MATLAB OPTIMIZATION TOOLBOX - RELEASE NOTES Manuel d'utilisateur télécharger pdf (Page 46)

R2010b

10-2

Enhanced fmincon Finite Difference Algorithms Add Robustness

The fmincon interior-point and sqp algorithms now attempt to recover from errors

in the evaluation of objective functions and nonlinear constraint functions during

gradient estimation. The errors include results that are NaN, Inf, or complex. If there is

such an error, the finite differencing routines attempt to take different steps.

ktrlink Available for Macintosh 64-Bit Systems

The ktrlink function now works with Macintosh 64-bit systems. Therefore, ktrlink

works on the same systems as all other Optimization Toolbox functions.

Output Structure Tweaks

All linprog and quadprog algorithms now create a firstorderopt field in the output

structure. This field contains the value of the first-order optimality measure at the final

point.

All fmincon and quadprog algorithms now create a constrviolation field in the output

structure. This field contains the largest value of the constraint functions at the final

point: bounds, linear constraints, and nonlinear constraints. (Some algorithms return the

larger of the constraint functions and 0.) See Writing Constraints.

New Video Demo on Modeling

There is a new two-part demo on modeling and solving optimization problems. View the

first part from the MATLAB command line by entering

playbackdemo('Optimization-Modeling-1','toolbox/optim/web/demos');

View the second part by entering

playbackdemo('Optimization-Modeling-2-Converting-To-Solver-Form',...'toolbox/optim/web/demos');

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MATLAB OPTIMIZATION TOOLBOX - RELEASE NOTES Manuel d'utilisateur Page 46