MATLAB OPTIMIZATION TOOLBOX - RELEASE NOTES Bedienungsanleitung PDF herunterladen (Seite 12)

R2015a

1-2

Improved performance and robustness of intlinprog primal-

simplex algorithm

The 'primal-simplex' algorithm of the intlinprog solver can solve more problems

than before, and has better performance on large problems. Select the algorithm in the

RootLPAlgorithm option.

Compatibility Considerations

intlinprog iterations can differ from previous versions. This holds even when you

select the 'dual-simplex' algorithm, because intlinprog uses the 'primal-

simplex' algorithm for some calculations in any case.

linprog dual-simplex algorithm returns more information

The linprog 'dual-simplex' algorithm now returns a Lagrange multiplier structure

and an output structure containing the first-order optimality measure.

quadprog active-set algorithm will be removed

The quadprog 'active-set' algorithm now warns that it will be removed in a future

release.

Compatibility Considerations

To avoid this warning, use optimoptions to set the Algorithm option to 'interior-

point-convex' or 'trust-region-reflective'. Or simply do not set the

Algorithm option; quadprog defaults to the 'interior-point-convex' algorithm.

fmincon allows problems without constraints

fmincon no longer throws an error if you run it on a problem without constraints. This

change can make it easier for you to see the effect of constraints by running a problem

both with and without constraints.

To run fmincon without constraints, you no longer need to set an artificial constraint,

such as lb = -Inf, but doing so will not matter.

1 2 ... 7 8 9 10 11 12 13 14 15 16 17 ... 75 76

Keine Kommentare

MATLAB OPTIMIZATION TOOLBOX - RELEASE NOTES Bedienungsanleitung Seite 12