OPTI Toolbox

Getting Started

A collection of examples and tutorials to get new OPTI users started quickly.

• Basic OPTI Usage
• MATLAB Optimization Toolbox Overloads

Mathematical Problem Examples

Have a particular problem to solve? These will show you how to formulate it in a way OPTI can solve for you.

Linear Objective

• Linear Program (LP)
• Mixed Integer Linear Program (MILP)
• Semidefinite Program (SDP)

Quadratic Objective

• Quadratic Program (QP)
• Mixed Integer Quadratic Program (MIQP)
• Quadratically Constrained Quadratic Program (QCQP)
• Mixed Integer Quadratically Constrained Quadratic Program (MIQCQP)

Nonlinear Objective

• System of Nonlinear Equations (SNLE)
• System of Constrained Nonlinear Equations (SCNLE)
• Nonlinear Least Squares (NLS)
• Nonlinear Programming (NLP)
• Global Nonlinear Programming (GNLP)
• Mixed Integer Nonlinear Programming (MINLP)

Practical Problem Examples

A selection of practical optimization examples.

• Model Fitting / Parameter Estimation

Further Reading

Topics which require a basic understanding of OPTI and optimization.

General Modelling and Solving Techniques

• Optimization Settings
• Plotting OPTI Models
• Multi-Start Solver
• Using SymBuilder
• White Box Optimization
• Large-Scale Nonlinear Optimization
• Two Ways to Define Constraints
• Low Level Solver Interfaces

Supplying Derivatives

• Supplying First Derivatives
• Supplying Second Derivatives

Dynamic Optimization (from OPTI v2.00)

• Dynamic System Parameter Estimation (DNLS)
• Dynamic Optimization Options

File Input / Output

• MPS and LP Linear & Quadratic Models
• AMPL Models
• SDPA and SeDuMi Semidefinite Models
• GAMS Models

Integer Programming

• Simple Integer Programming Tricks
• Using Special Ordered Sets (SOS)