Optimization

Functions

Unconstrained Minimization

Univariate Function

Using function values only minUncon

Using function and first derivative values minUnconDeriv

Finds the minimum point of a nonsmooth function

of a single value. minUnconGolden

Multivariate Function

Using quasi-Newton method minUnconMultivar

Nonlinear Least Squares

Using Levenberg-Marquardt algorithm nonlinLeastSquares

Linearly Constrained Minimization

Reads an MPS file containing a linear programming

problem or a quadratic programming problem readMps

Solves a linear programming problem linearProgramming

Dense linear programming linProg

Quadratic programming quadraticProg

Sparse linear programming sparseLinProg

Sparse quadratic programming sparseQuadraticProg

Minimizes a general objective function minConGenLin

Nonlinear least-squares

with simple bounds on the variables boundedLeastSquares

Nonlinearly Constrained Minimization

Using a sequential equality constrained QP method constrainedNlp

Service Routines

Divided-finite difference Jacobian jacobian