MATLAB OPTIMIZATION TOOLBOX - RELEASE NOTES Manuale Utente Scaricare il pdf (Pagina 48)

R2010a

11-2

New fmincon Algorithm

fmincon has a new algorithm called SQP for Sequential Quadratic Programming. The

algorithm has the following features:

• Honors bounds at all iterations

• Attempts a different step if one leads to an objective or constraint function returning

a NaN, Inf, or complex result

• Fast internal linear algebra for solving quadratic programs

Choose the algorithm at the command line by setting the Algorithm option to 'sqp'

with optimset. For more information about the algorithm, see fmincon SQP Algorithm in

the Optimization Toolbox documentation.

lsqnonneg No Longer Uses x0

The lsqnonneg solver no longer accepts a start point x0 as an optional input.

Compatibility Considerations

The Optimization Tool no longer has an input region for accepting a start point. If you

import or run a problem that contains a start point x0, MATLAB issues a warning. Also,

the Optimization Tool and lsqnonneg ignore x0, and instead use a start point of a vector

of zeroes. If you export a problem structure from the Optimization Tool, there is no x0

field.

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MATLAB OPTIMIZATION TOOLBOX - RELEASE NOTES Manuale Utente Pagina 48