MATLAB OPTIMIZATION TOOLBOX - RELEASE NOTES Bedienungsanleitung PDF herunterladen (Seite 13)

1-3

Compatibility Considerations

Any code that checks for this error will have different behavior than before.

Least-squares solvers allow equal upper and lower bounds

The lsqnonlin and lsqcurvefit solvers now allow you to fix variables by specifying

equal upper and lower bounds. For example, lower bound lb = [0,0] and upper bound

ub = [Inf,0] fix the solution x to have x(2) = 0.

quadprog allows zero or empty quadratic term

Previously, if you gave a zero or empty matrix as the H input, the quadprog solver would

switch to linprog. Now quadprog solves the problem.

Changes to algorithm field of output structure

The algorithm field of the output structure of several solvers has changed. Now, all

output.algorithm strings are the same as those you set in the Algorithm name-

value pair. For example, the output.algorithm field of the fmincon 'active-set'

algorithm used to be 'medium-scale: SQP, Quasi-Newton, line-search'. Now it

is 'active-set'.

The affected solvers are fgoalattain, fminimax, fmincon, fseminf, fsolve,

linprog, lsqcurvefit, and lsqnonlin.

Compatibility Considerations

Any code that uses the string in output.algorithm can have different behavior than

before.

Mixed-integer quadratic programming example

There is a new featured example of mixed-integer quadratic programming, Mixed-Integer

Quadratic Programming Portfolio Optimization.

1 2 ... 8 9 10 11 12 13 14 15 16 17 18 ... 75 76

Keine Kommentare

MATLAB OPTIMIZATION TOOLBOX - RELEASE NOTES Bedienungsanleitung Seite 13