This is machine translation

Translated by Microsoft
Mouseover text to see original. Click the button below to return to the English version of the page.

Note: This page has been translated by MathWorks. Click here to see
To view all translated materials including this page, select Country from the country navigator on the bottom of this page.

Unconstrained Optimization

Solve unconstrained minimization problems in serial or parallel

Functions

fminsearchFind minimum of unconstrained multivariable function using derivative-free method
fminuncFind minimum of unconstrained multivariable function

Topics

Unconstrained Solutions

Banana Function Minimization

Shows how to solve for the minimum of Rosenbrock's function using different solvers, with or without gradients.

fminunc Unconstrained Minimization

Example of unconstrained nonlinear programming.

Minimization with Gradient and Hessian

Example of unconstrained nonlinear programming including derivatives.

Minimization with Gradient and Hessian Sparsity Pattern

Example of nonlinear programming using some derivative information.

Parallel Computing

What Is Parallel Computing in Optimization Toolbox?

Using multiple processors for optimization.

Using Parallel Computing in Optimization Toolbox

Automatic gradient estimation in parallel.

Improving Performance with Parallel Computing

Considerations for speeding optimizations.

Simulation or ODE

Optimizing a Simulation or Ordinary Differential Equation

Special considerations in optimizing simulations, black-box objective functions, or ODEs.

Algorithms and Other Theory

Unconstrained Nonlinear Optimization Algorithms

Minimizing a single objective function in n dimensions without constraints.

fminsearch Algorithm

Steps that fminsearch takes to minimize a function.

Optimization Options Reference

Describes optimization options.

Local vs. Global Optima

Explains why solvers might not find the smallest minimum.

Bibliography

Lists published materials that support concepts implemented in the solver algorithms.