TOMLAB OPTIMIZATION LOGO TOMLAB OPTIMIZATION AREA top banner
  # LOGIN   # REGISTER (FREE TRIAL)
  # myTOMLAB  
Optimization
*Linear Programming
*Quadratic Programming
*Unconstrained Optimization
*Constrained Optimization, Nonlinear Programming
*Linear Least Squares
*Constrained Nonlinear Least Squares
*Box-bounded Global Optimization
*Global Optimization, costly functions
*Mixed-Integer Programming
*Mixed-Integer Quadratic Programming
*Mixed-Integer Nonlinear Programming
*Semi-definite Programming

Unconstrained Optimization (convex or non-convex)

Recommended Downloads:

TOMLAB /KNITRO
TOMLAB /SNOPT - SNOPT

The TOMLAB Base Module routine ucSolve includes several of the most popular search step methods for unconstrained optimization. Problems with simple bounds on the unknown variables are considered as unconstrained, and solvable by ucSolve. Any nonlinear programming solver used to solve constrained optimization problems is also usable for unconstrained problems.

If the problem is very large (hundreds of thousands of variables), barrier (interior point) methods most often performs better. A good choice if the problem is convex is PDCO in the TOMLAB Base Module. For a general non-convex objective TOMLAB /KNITRO is the preferred choice.

If the problem has less than 100 000 variables, a solver like SNOPT in TOMLAB /SNOPT and CONOPT in TOMLAB /CONOPT might also be applicable. An efficient solver for small-scale, dense problems is NPSOL in TOMLAB /NPSOL

Solver reference:

TOMLAB /NPSOL - NPSOL
TOMLAB /CONOPT
TOMLAB Base Module - PDCO
TOMLAB Base Module - ucSolve

    Tomlab Optimization © 1989-2016. All rights reserved.    Last updated: Oct 17, 2016. Site map.