matlab optimization terminated,MATLAB Optimization Toolbox [教程].ppt

MATLAB Optimization Toolbox [教程]

What is Optimization? What is Optimization?(Cont.) MATLAB Optimization Toolbox Presentation Outline Introduction Function Optimization Optimization Toolbox Routines / Algorithms available Minimization Problems Unconstrained Constrained Example The Algorithm Description Multiobjective Optimization Optimal PID Control Example xmin = 0.5000 -1.0000 feval = 1.3028e-010 exitflag = 1 output = iterations: 7 funcCount: 40 stepsize: 1 firstorderopt: 8.1998e-004 algorithm: 'medium-scale: Quasi-Newton line search' xmin: Vector of the minimum point (optimal point). The size is the number of design variables. feval: The objective function value of at the optimal point. exitflag: A value shows whether the optimization routine is terminated successfully. (converged if >0) Output: This structure gives more details about the optimization grad: The gradient value at the optimal point. hessian: The hessian value of at the optimal point lsqnonlin in Matlab – Curve fitting Optimization toolbox for use with MATLAB, User Guide, The MathWorks Inc. 2006 2. Applied Optimization with MATLAB Programming, P. Venkataraman, Wiley InterScience, 2002 3. Optimization for Engieering Design, Kalyanmoy Deb, Prentice Hall, 1996.4. /mathdemos/maxmin/max_min.html5. /~kouba/CalcOneDIRECTORY/maxmindirectory/MaxMin.html6. http://users.powernet.co.uk/kienzle/octave/optim.html7. /eot/modules/optimization/SteepestDescent/ Options = optimset(‘param1’,value1, ‘param2’,value2,…) Options Setting – optimset The routines in Optimization Toolbox has a set of default optimization parameters. However, the toolbox allows you to alter some of those parameters, for example: the tolerance, the step size, the gradient or hessian values, the max. number of iterations etc. There are also a list of features available, for example: displaying the values at each iterations, compare the user supply gradient or hes