Optimization Toolbox

New Features in Version 2.1

Version 2.1 of the Optimization Toolbox offers a number of advances over previous versions:

• Overall toolbox speed is improved.
• Functions that take a function as an argument now support the use of function handles.
• Large structured problems are supported.

Toolbox Speed

By improving the speed of optimset and optimget, the overall speed of the toolbox is improved. Applications that call these functions repeatedly should exhibit improved execution time.

Function Handles

You can now use the new @ syntax to specify a function handle for any argument that expects a function. As in earlier versions of the toolbox, you can also specify the function as a string or as an inline object.

For more information about function handles, see:

• The function_handle (@), func2str, and str2func reference pages
• The Function Handles section of "Programming and Data Types" in the MATLAB documentation

Large Structured Problems

The functions fmincon, fminunc, fsolve, lsqcurvefit, lsqlin, lsqnonlin, and quadprog now support solving large structured problems, i.e., problems that have large dense Hessian or Jacobian matrices that you do not want to form explicitly, but for which Hessian-matrix (or Jacobian-matrix) products are efficient to compute.

Two new options parameters, HessMult and JacobMult, provide access to this new feature. For more information, see Optimization Options Parameters and the individual reference pages.

Preface

Using This Guide