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TOMLAB Manual
Contents
1 Introduction
2 Overall Design
3 Problem Types and Solver Routines
4 Defining Problems in TOMLAB
5 Solving Linear, Quadratic and Integer Programming Problems
6 Solving Unconstrained and ConstrainedOptimization Problems
7 Solving Global Optimization Problems
8 Solving Least Squares and Parameter Estimation Problems
9 Multi Layer Optimization
10 tomGUI - The Graphical User Interface
11 TOMLAB Solver Reference
12 TOMLAB Utility Functions
13 Approximation of Derivatives
14 Special Notes and Features
A Prob - the Input Problem Structure
B Result - the Output Result Structure
C Global Variables and Recursive Calls
D Editing Init Files directly
E External Interfaces
F Motivation and Background to TOMLAB
G Performance Tests on Linear Programming Solvers
References
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Contents
1 Introduction
1.1 What is TOMLAB?
1.2 The Organization of This Guide
1.3 Further Reading
2 Overall Design
2.1 Structure Input and Output
2.2 Introduction to Solver and Problem Types
2.3 The Process of Solving Optimization Problems
2.4 Low Level Routines and Gateway Routines
3 Problem Types and Solver Routines
3.1 Problem Types Defined in TOMLAB
3.2 Solver Routines in TOMLAB
3.2.1 TOMLAB Base Module
3.2.2 TOMLAB /BARNLP
3.2.3 TOMLAB /CGO
3.2.4 TOMLAB /CONOPT
3.2.5 TOMLAB /CPLEX
3.2.6 TOMLAB /KNITRO
3.2.7 TOMLAB /LGO
3.2.8 TOMLAB /MINLP
3.2.9 TOMLAB /MINOS
3.2.10 TOMLAB /OQNLP
3.2.11 TOMLAB /NLPQL
3.2.12 TOMLAB /NPSOL
3.2.13 TOMLAB /PENBMI
3.2.14 TOMLAB /PENSDP
3.2.15 TOMLAB /SNOPT
3.2.16 TOMLAB /SOL
3.2.17 TOMLAB /SPRNLP
3.2.18 TOMLAB /XA
3.2.19 TOMLAB /Xpress
3.2.20 Finding Available Solvers
4 Defining Problems in TOMLAB
4.1 The TOMLAB (TQ) Format
4.2 The TOMLAB Init Files (IF)
4.3 Creating an Init File from TQ
4.4 Adding an Init File to the GUI Data Base
4.5 Modifying existing problems
4.5.1 add_A
4.5.2 keep_A
4.5.3 remove_A
4.5.4 replace_A
4.5.5 modify_b_L
4.5.6 modify_b_U
4.5.7 modify_c
4.5.8 modify_c_L
4.5.9 modify_c_U
4.5.10 modify_x_0
4.5.11 modify_x_L
4.5.12 modify_x_U
5 Solving Linear, Quadratic and Integer Programming Problems
5.1 Linear Programming Problems
5.1.1 A Quick Linear Programming Solution
5.1.2 Several Linear Programs
5.1.3 Large Sets of Linear Programs
5.1.4 More on Solving Linear Programs
5.2 Quadratic Programming Problems
5.2.1 A Quick Quadratic Programming solution
5.2.2 Several Quadratic Programs
5.2.3 Large Sets of Quadratic Programs
5.2.4 Another Direct Approach to a QP Solution
5.2.5 More on Solving Quadratic Programs
5.3 Mixed-Integer Programming Problems
5.3.1 Large Sets of Mixed-Integer Programs
5.3.2 More on Solving Mixed-Integer Programs
6 Solving Unconstrained and Constrained Optimization Problems
6.1 Defining the Problem in Matlab m-files
6.1.1 Communication between user routines
6.2 Unconstrained Optimization Problems
6.3 Direct Call to an Optimization Routine
6.4 Constrained Optimization Problems
6.5 Efficient use of the TOMLAB solvers
7 Solving Global Optimization Problems
7.1 Box-Bounded Global Optimization Problems
7.2 Global Mixed-Integer Nonlinear Problems
8 Solving Least Squares and Parameter Estimation Problems
8.1 Linear Least Squares Problems
8.2 Linear Least Squares Problems using the SOL Solver LSSOL
8.3 Nonlinear Least Squares Problems
8.4 Fitting Sums of Exponentials to Empirical Data
8.5 Large Scale LS problems with Tlsqr
9 Multi Layer Optimization
10 tomGUI - The Graphical User Interface
10.1 The Input Modes
10.2 General Parameter Mode
10.3 Solver Parameter Mode
10.4 Plot Parameter Mode
10.5 tomRemote and tomMenu - The Menu Programs
10.6 tomHelp - The Help Program
11 TOMLAB Solver Reference
11.1 TOMLAB Base Module
11.1.1 clsSolve
11.1.2 conSolve
11.1.3 cutPlane
11.1.4 DualSolve
11.1.5 expSolve
11.1.6 glbDirect
11.1.7 glbFast
11.1.8 glbSolve
11.1.9 glcCluster
11.1.10 glcDirect
11.1.11 glcFast
11.1.12 glcSolve
11.1.13 infLinSolve
11.1.14 infSolve
11.1.15 linRatSolve
11.1.16 lpSimplex
11.1.17 L1Solve
11.1.18 MILPSOLVE
11.1.19 mipSolve
11.1.20 multiMin
11.1.21 nlpSolve
11.1.22 pdcoTL
11.1.23 pdscoTL
11.1.24 qpSolve
11.1.25 slsSolve
11.1.26 sTrustr
11.1.27 ucSolve
11.1.28 Additional solvers
12 TOMLAB Utility Functions
12.1 tomRun
12.2 binbin2lin
12.3 bincont2lin
12.4 checkFuncs
12.5 checkDerivs
12.6 cpTransf
12.7 estBestHessian
12.8 lls2qp
12.9 LineSearch
12.10 preSolve
12.11 PrintResult
12.12 runtest
12.13 SolverList
12.14 StatLS
12.15 systest
13 Approximation of Derivatives
14 Special Notes and Features
14.1 Speed and Solution of Optimization Subproblems
14.2 User Supplied Problem Parameters
14.3 User Given Stationary Point
14.4 Print Levels and Printing Utilities
14.5 Partially Separable Functions
14.6 Utility Test Routines
A
Prob
- the Input Problem Structure
B
Result
- the Output Result Structure
C Global Variables and Recursive Calls
D Editing Init Files directly
D.1 Editing New Problems in Linear Programming Init Files
D.2 Editing New Problems in Quadratic Programming Init Files
D.3 Editing New Problems in Unconstrained Optimization Init Files
D.4 Editing New Problems in Box-bounded Global Optimization Init Files
D.5 Editing New Problems in Global Mixed-Integer Nonlinear Programming Init Files
D.6 Editing New Problems in Constrained Optimization Init Files
D.7 Creating a New Constrained Optimization Init File
D.8 Editing New Problems in Nonlinear Least Squares Init Files
D.9 Editing New Problems in Exponential Sum Fitting Init Files
D.10 Creating a New Nonlinear Least Squares Init File
D.11 Using the Driver Routines
E External Interfaces
E.1 Solver Call Compatible with Optimization Toolbox
E.1.1 Solving LP Similar to Optimization Toolbox
E.1.2 Solving QP Similar to Optimization Toolbox
E.2 The Matlab Optimization Toolbox Interface
E.3 The AMPL Interface
F Motivation and Background to TOMLAB
G Performance Tests on Linear Programming Solvers
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