Optimize

Optimize or solve equations in the Live Editor

Since R2020b

Description

The Optimize task lets you choose between two ways to interactively optimize problems or to solve nonlinear systems of equations:

• Problem-based (recommended) — Create symbolic optimization variables and expressions to represent the objective function and constraints or equations.

• Solver-based — Represent the objective function and constraints or equations using standard MATLAB^® code.

The task automatically generates MATLAB code for your live script.

Using the problem-based version of this task, you can:

• Specify optimization variable arrays, including their bounds and initial values.

• Specify the problem type: minimization, maximization, feasibility, or equation-solving.

• Specify the objective and constraint functions, either by writing expressions or browsing for functions.

• Optionally, choose a solver, and specify nondefault options.

• Run the optimization.

Using the solver-based version of this task, you can:

• Choose a solver based on the characteristics of your problem. If you have Global Optimization Toolbox, you can choose to use its solvers as well.

• Specify the objective and constraint functions, either by writing functions or browsing for functions.

• Specify solver options.

• Run the optimization.

To get started using Optimize, see Get Started with Solver-Based Optimize Live Editor Task and Get Started with Problem-Based Optimize Live Editor Task. For suggestions on how to use Optimize, see Use Solver-Based Optimize Live Editor Task Effectively or Use Problem-Based Optimize Live Editor Task Effectively. Currently, you cannot use the fseminf, GlobalSearch, or MultiStart solvers with Optimize.

For general information about Live Editor tasks, see Add Interactive Tasks to a Live Script.

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Open the Task

To add the Optimize task to a live script in the MATLAB Editor, on the Live Editor Insert tab, select Task > Optimize.

Alternatively, in a code block in the script, type a relevant keyword, such as optim or fmincon. Select Optimize from the suggested command completions.

After you insert the task, select either Problem-based (recommended) or Solver-based.

Examples

• Get Started with Solver-Based Optimize Live Editor Task
• Get Started with Problem-Based Optimize Live Editor Task
• Constrained Nonlinear Problem Using Optimize Live Editor Task or Solver
• Feasibility Using Problem-Based Optimize Live Editor Task
• Optimize Live Editor Task with fmincon Solver
• Optimize Live Editor Task with lsqlin Solver
• Optimize Using the GPS Algorithm (Global Optimization Toolbox)
• Minimize Function with Many Local Minima (Global Optimization Toolbox)
• Pareto Front for Two Objectives (Global Optimization Toolbox)
• Use Problem-Based Optimize Live Editor Task Effectively
• Use Solver-Based Optimize Live Editor Task Effectively
• Solver-Based Optimization Problem Setup
• How to Use the Solver-Based Optimize Live Editor Task
• How to Use the Problem-Based Optimize Live Editor Task

Parameters

The problem-based variable names are dynamic; you can choose any names you like subject to the usual naming restrictions (see Variable Names).

Problem-Based

Goal — Problem type

Minimize (default) | Maximize | Feasibility | Solve equations

Problem type, specified by clicking the appropriate labeled button.

Objective — Objective function

optimization expression | local function | function file

Objective function, specified as an optimization expression, a local function, or a function file. Applies when the Goal is Minimize or Maximize.

Constraints — Constraints on solution

optimization expression | local function | function file

Constraints on solution, specified as an optimization expression, local function, or function file. Add constraints to the problem by clicking the + button.

Equations — Problem equations

optimization expression | local function | function file

Problem equations, specified as an optimization expression, local function, or function file. Applies when the Goal is Solve equations. Add equations to the problem by clicking the + button.

Select task mode — State of task

Define problem | Solve problem

State of task, specified as Define problem or Solve problem. For more information, see Use Problem-Based Optimize Live Editor Task Effectively.

Solver-Based

Objective — Objective function type

Linear | Quadratic | Least squares | Nonlinear | Nonsmooth

Objective function type, specified by clicking the appropriate labeled button. The selected objective function determines which solvers are available and which solver is recommended for the problem (see Solver).

Constraints — Constraint types

Unconstrained | Lower bounds | Upper bounds | Linear inequality | Linear equality | Second-order cone | Nonlinear | Integer

Constraint types, specified by clicking the appropriate labeled buttons. You can specify more than one constraint type. The selected constraints determine which solvers are available and which solver is recommended for the problem (see Solver).

Solver — Optimization solver

solver name

Optimization solver that MATLAB uses to solve the problem, specified by selecting a solver from the list of available solvers. The available solvers and the recommended solver depend on your license and the selected Objective and Constraints.

Limitations

• Currently, Optimize has the following restrictions for multiobjective optimization.

  • You must specify your objective functions using a single function with multiple outputs. In other words, your objective function must output a vector of values, one entry for each objective.

  • All objective functions must use the same sense, minimization for the solver-based task, and either minimization or maximization for the problem-based task.

Tips

• For functions with extra inputs, the solver-based and problem-based Optimize tasks have somewhat different requirements.

  • Solver-Based: Choose the optimization variable, and specify which workspace variables contain the fixed data inputs. For example, see Place Optimization Variables in One Vector and Data in Other Variables, which contains three function inputs:

    

    Optimize generates code only after you specify all function inputs.

  • Problem-Based: Specify an optimization variable or workspace variable name for each function input. If an input argument name in the function signature matches an existing optimization variable or workspace variable name, Optimize automatically selects that name.

    

    Optimize generates code only after you specify all function inputs.

• Optimize cannot parse a function containing the varargin input or a function that contains an error.

• If you select a function from a file, Optimize adds the file location to your MATLAB path.

• If Optimize has a parsing error or if multiple local functions have the same name, the list of available local functions is empty.

Version History

Introduced in R2020b

R2022a: Optimize for problem-based optimization

The Optimize Live Editor task now supports the Problem-Based Optimization Workflow. Optimize also supports the problem-based approach for Global Optimization Toolbox single-objective and multiobjective solvers. Using problem-based Optimize you can:

• Create optimization variables, expressions, and problems.

• Create linear or nonlinear objectives, constraints, or equations using built-in function templates.

• Optionally, specify the solver and options.

• Run the solver directly from the task.

• Export the resulting MATLAB code.

To launch the task, create a Live Editor window, then select Task > Optimize or Insert > Task > Optimize. Then choose the problem-based approach.

For an example, see Get Started with Problem-Based Optimize Live Editor Task. For tips, see Use Problem-Based Optimize Live Editor Task Effectively.