Optimization Toolbox

• Nonlinear Optimization

  • Unconstrained Optimization

    • fminsearch (Already present in scilab) - Find minimum of unconstrained multi-variable function
    • fminunc - Find minimum of unconstrained multi-variable function

  • Constrained Optimization

    • fminbnd - Find minimum of multi-variable function on fixed interval
    • fmincon - Find minimum of constrained nonlinear multivariable function

  • Multiobjective Optimization

    • fgoalattain - Solve multi-objective goal attainment problems
    • fminimax - Solve minimax constraint problem

• Linear Programming and Mixed-Integer Linear Programming

  • linprog - Solve linear programming problems
  • symphonymat - Mixed-integer linear programming (MILP)
  • symphony - Mixed-integer linear programming (MILP) input COIN style

• Quadratic Programming

  • qpipoptmat - Quadratic programming
  • qpipopt - Quadratic programming input COIN style

• Least Squares

  • Linear Least Squares

    • lsqlin - Solve constrained linear least-squares problems
    • lsqnonneg - Solve non-negative least-squares constraint problems

• System of nonlinear equations

  • fsolve (Already present in scilab) - Solve system of nonlinear equations