FMINCON is a function included in MATLAB's Optimization Toolbox which seeks the minimizer of a scalar function of multiple variables, within a region specified by linear constraints and bounds.
A related function built into MATLAB is fminsearch which minimizes a scalar function of several variables using the Nelder-Mead algorithm.
x_opt = fmincon ( fun, x0, A, b, Aeq, beq, lb, ub )where
The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.
FMINCON is available in a MATLAB version.
ASA047, a MATLAB library which minimizes a scalar function of several variables using the Nelder-Mead algorithm.
COMPASS_SEARCH, a MATLAB library which seeks the minimizer of a scalar function of several variables using compass search, a direct search algorithm that does not use derivatives.
ENTRUST, a MATLAB program which minimizes a scalar function of several variables using trust-region methods.
NELDER_MEAD, a MATLAB program which minimizes a scalar function of several variables using the Nelder-Mead algorithm, by Jeff Borggaard.
POLYNOMIALS, a MATLAB library which defines multivariate polynomials over rectangular domains, for which certain information is to be determined, such as the maximum and minimum values.
PRAXIS, a FORTRAN90 library which implements the principal axis method of Richard Brent for minimization of a function without the use of derivatives.
TEST_OPT, a MATLAB library which defines test problems requiring the minimization of a scalar function of several variables.
TOMS178, a MATLAB library which optimizes a scalar functional of multiple variables using the Hooke-Jeeves method.
You can go up one level to the MATLAB source codes.