MATLAB OPTIMIZATION TOOLBOX - RELEASE NOTES Manuel d'utilisateur télécharger pdf (Page 62)

R2008a

15-2

Parallel Computing Toolbox Support in fmincon, fminimax, and

fgoalattain

fmincon, fminimax, and fgoalattain can take finite differences in parallel in order to

speed the estimation of gradients. For details on how to use this parallel gradient

estimation, see the Parallel Computing for Optimization chapter in the User's Guide.

Combined and Extended optimtool

The Global Optimization Toolbox GUIs gatool and psearchtool have been combined

into the Optimization Tool GUI. To access these GUIs, type optimtool at the command

line, and choose the appropriate solver.

Furthermore, three new Global Optimization Toolbox solvers were added to Optimization

Tool: gamultiobj, simulannealbnd, and threshacceptbnd.

Optimization Tool shows Global Optimization Toolbox solvers only if these solvers are

licensed.

New fmincon Solver, New Option Algorithm for fmincon, Option

LargeScale Changed

The new interior-point algorithm is a large-scale algorithm that can handle all types

of constraints. It has several new options, explained in the fmincon function reference

pages.

fmincon now has three algorithms. Choose between them by setting the new option

Algorithm to:

• 'trust-region-reflective' (formerly known as 'large scale')

• 'active-set' (formerly known as 'medium scale')

• 'interior-point'

By default, Algorithm = 'trust-region-reflective'.

Compatibility Considerations

The previous way of choosing the algorithm at the command line was to set option

LargeScale to 'on' or 'off'. LargeScale is now ignored, except when LargeScale

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MATLAB OPTIMIZATION TOOLBOX - RELEASE NOTES Manuel d'utilisateur Page 62