fmincon_test


fmincon_test, a MATLAB function which calls fmincon(), which seeks the minimizer of a scalar function of multiple variables, within a region specified by linear constraints and bounds. fmincon() is part of the MATLAB Optimization Toolbox.

A related function built into MATLAB is fminsearch which minimizes a scalar function of several variables using the Nelder-Mead algorithm.

Usage:

x_opt = fmincon ( fun, x0, A, b, Aeq, beq, lb, ub )
where

Licensing:

The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.

Languages:

fmincon_test is available in a MATLAB version.

Related Data and Programs:

asa047, a MATLAB code which minimizes a scalar function of several variables using the nelder-mead algorithm.

compass_search, a MATLAB code which seeks the minimizer of a scalar function of several variables using compass search, a direct search algorithm that does not use derivatives.

nelder_mead, a MATLAB code which minimizes a scalar function of several variables using the nelder-mead algorithm, by jeff borggaard.

polynomials, a MATLAB code 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 code which defines test problems requiring the minimization of a scalar function of several variables.

toms178, a MATLAB code which optimizes a scalar functional of multiple variables using the hooke-jeeves method.

Reference:

  1. Harald Niederreiter, Kevin McCurley,
    Optimization of functions by quasi-random search methods,
    Computing,
    Volume 22, Number 2, 1979, pages 119-123.

Examples and Tests:


Last revised on 11 April 2019.