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<span id="openzim-page-title" class="mw-page-title-main"><span class="mw-page-title-main">Optimization Toolbox</span></span>
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</style><table class="infobox vevent"><tbody><tr><th colspan="2" class="infobox-above summary">Optimization Toolbox</th></tr><tr><th scope="row" class="infobox-label" style="white-space: nowrap;"><a href="Programmer" title="Programmer">Developer(s)</a></th><td class="infobox-data"><a href="MathWorks" title="MathWorks">MathWorks</a></td></tr><tr style="display: none;"><td colspan="2" class="infobox-full-data"></td></tr><tr><th scope="row" class="infobox-label" style="white-space: nowrap;"><a href="Software_release_life_cycle" title="Software release life cycle">Stable release</a></th><td class="infobox-data"><div style="margin:0px;">R2018a
/ March 16, 2018<span style="display: none;"> (<span class="bday dtstart published updated itvstart">2018-03-16</span>)</span></div></td></tr><tr style="display:none"><td colspan="2">
</td></tr><tr><th scope="row" class="infobox-label" style="white-space: nowrap;"><a href="Operating_system" title="Operating system">Operating system</a></th><td class="infobox-data"><a href="Cross-platform" class="mw-redirect" title="Cross-platform">Cross-platform</a><sup id="cite_ref-1" class="reference"><a href="#cite_note-1"><span class="cite-bracket">[</span>1<span class="cite-bracket">]</span></a></sup></td></tr><tr><th scope="row" class="infobox-label" style="white-space: nowrap;"><a href="Software_categories#Categorization_approaches" title="Software categories">Type</a></th><td class="infobox-data"><a href="List_of_optimization_software" title="List of optimization software">List of optimization software</a></td></tr><tr><th scope="row" class="infobox-label" style="white-space: nowrap;"><a href="Software_license" title="Software license">License</a></th><td class="infobox-data"><a href="Proprietary_software" title="Proprietary software">Proprietary</a></td></tr><tr><th scope="row" class="infobox-label" style="white-space: nowrap;">Website</th><td class="infobox-data"><a rel="nofollow" class="external text" href="http://www.mathworks.com/products/optimization/">Optimization Toolbox</a></td></tr></tbody></table>
<p><b>Optimization Toolbox</b> is an <a href="List_of_optimization_software" title="List of optimization software">optimization software</a> package developed by MathWorks. It is an add-on product to <a href="MATLAB" title="MATLAB">MATLAB</a>, and provides a library of solvers that can be used from the MATLAB environment. The toolbox was first released for MATLAB in 1990.
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<div class="mw-heading mw-heading2"><h2 id="Optimization_algorithms">Optimization algorithms</h2></div>
<p>Optimization Toolbox has algorithms for:
</p>
<ul><li><a href="Linear_programming" title="Linear programming">Linear programming</a></li>
<li><a href="Integer_programming" title="Integer programming">Mixed-integer linear programming</a></li>
<li><a href="Quadratic_programming" title="Quadratic programming">Quadratic programming</a></li>
<li><a href="Nonlinear_programming" title="Nonlinear programming">Nonlinear programming</a></li>
<li><a href="Linear_least_squares_(mathematics)" class="mw-redirect" title="Linear least squares (mathematics)">Linear least squares</a></li>
<li><a href="Non-linear_least_squares" title="Non-linear least squares">Nonlinear least squares</a></li>
<li>Nonlinear equation solving</li>
<li><a href="Multi-objective_optimization" title="Multi-objective optimization">Multi-objective optimization</a></li></ul>
<div class="mw-heading mw-heading2"><h2 id="Applications">Applications</h2></div>
<div class="mw-heading mw-heading3"><h3 id="Engineering_Optimization">Engineering Optimization</h3></div>
<p>Optimization Toolbox solvers are used for engineering applications in MATLAB, such as <a href="Optimal_control" title="Optimal control">optimal control</a> and optimal mechanical designs.<sup id="cite_ref-2" class="reference"><a href="#cite_note-2"><span class="cite-bracket">[</span>2<span class="cite-bracket">]</span></a></sup><sup id="cite_ref-3" class="reference"><a href="#cite_note-3"><span class="cite-bracket">[</span>3<span class="cite-bracket">]</span></a></sup>
</p>
<div class="mw-heading mw-heading3"><h3 id="Parameter_Estimation">Parameter Estimation</h3></div>
<p>Optimization can help with fitting a model to data, where the goal is to identify the model parameters that minimize the difference between simulated and experimental data. Common parameter estimation problems that are solved with Optimization Toolbox include estimating material parameters and estimating coefficients of <a href="Ordinary_differential_equations" class="mw-redirect" title="Ordinary differential equations">ordinary differential equations</a>.<sup id="cite_ref-4" class="reference"><a href="#cite_note-4"><span class="cite-bracket">[</span>4<span class="cite-bracket">]</span></a></sup><sup id="cite_ref-5" class="reference"><a href="#cite_note-5"><span class="cite-bracket">[</span>5<span class="cite-bracket">]</span></a></sup>
</p>
<div class="mw-heading mw-heading3"><h3 id="Computational_Finance">Computational Finance</h3></div>
<p><a href="Portfolio_optimization" title="Portfolio optimization">Portfolio optimization</a>, <a href="Cashflow_matching" title="Cashflow matching">cashflow matching</a>, and other computational finance problems are solved with Optimization Toolbox.<sup id="cite_ref-6" class="reference"><a href="#cite_note-6"><span class="cite-bracket">[</span>6<span class="cite-bracket">]</span></a></sup>
</p>
<div class="mw-heading mw-heading3"><h3 id="Utilities_and_Energy">Utilities and Energy</h3></div>
<p>Optimization Toolbox solvers are used for security constrained optimal power flow and power systems analysis.<sup id="cite_ref-7" class="reference"><a href="#cite_note-7"><span class="cite-bracket">[</span>7<span class="cite-bracket">]</span></a></sup>
</p>
<div class="mw-heading mw-heading2"><h2 id="See_also">See also</h2></div>
<ul><li><a href="Mathematical_optimization" title="Mathematical optimization">Mathematical optimization</a></li></ul>
<div class="mw-heading mw-heading2"><h2 id="References">References</h2></div>
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<li id="cite_note-1"><span class="mw-cite-backlink"><b><a href="#cite_ref-1">^</a></b></span> <span class="reference-text"><a rel="nofollow" class="external text" href="http://www.mathworks.com/products/availability/#OP?s_cid=wiki_optimizationtoolbox_1">MathWorks - Optimization Toolbox - Requirements</a></span>
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</style><cite id="CITEREFDragain2009" class="citation web cs1">Dragain, Andreas (2009). <a rel="nofollow" class="external text" href="http://publications.lib.chalmers.se/records/fulltext/134033.pdf">"Comparative Study of Numerical Methods for Optimal Control of a Biomechanical System"</a> <span class="cs1-format">(PDF)</span>. Chalmers University of Technology<span class="reference-accessdate">. Retrieved <span class="nowrap">2013-07-01</span></span>.</cite></span>
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</li>
<li id="cite_note-4"><span class="mw-cite-backlink"><b><a href="#cite_ref-4">^</a></b></span> <span class="reference-text"><cite id="CITEREFBanks2013" class="citation journal cs1">Banks, H.T.; et al. (2013). <a rel="nofollow" class="external text" href="http://www.lib.ncsu.edu/resolver/1840.4/8209">"Material parameter estimation and hypothesis testing on a 1D viscoelastic stenosis model: Methodology"</a>. <i>Journal of Inverse and Ill-Posed Problems</i>. <b>21</b> (1): <span class="nowrap">25–</span>57. <a href="Doi_(identifier)" class="mw-redirect" title="Doi (identifier)">doi</a>:<a rel="nofollow" class="external text" href="https://doi.org/10.1515%2Fjip-2012-0081">10.1515/jip-2012-0081</a>.</cite></span>
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<li id="cite_note-5"><span class="mw-cite-backlink"><b><a href="#cite_ref-5">^</a></b></span> <span class="reference-text"><cite id="CITEREFCollins_Licata2001" class="citation journal cs1">Collins Licata, A.; et al. (2001). <a rel="nofollow" class="external text" href="https://doi.org/10.1093%2Ftoxsci%2F62.2.191">"A Physiologically Based Pharmacokinetic Model for Methyl tert-Butyl Ether in Humans: Implementing Sensitivity and Variability Analyses"</a>. <i>Toxicological Sciences</i>. <b>62</b> (2): <span class="nowrap">191–</span>204. <a href="Doi_(identifier)" class="mw-redirect" title="Doi (identifier)">doi</a>:<span class="id-lock-free" title="Freely accessible"><a rel="nofollow" class="external text" href="https://doi.org/10.1093%2Ftoxsci%2F62.2.191">10.1093/toxsci/62.2.191</a></span>. <a href="PMID_(identifier)" class="mw-redirect" title="PMID (identifier)">PMID</a> <a rel="nofollow" class="external text" href="https://pubmed.ncbi.nlm.nih.gov/11452131">11452131</a>.</cite></span>
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<li id="cite_note-6"><span class="mw-cite-backlink"><b><a href="#cite_ref-6">^</a></b></span> <span class="reference-text"><cite id="CITEREFPachamanova2010" class="citation book cs1">Pachamanova, D. (2010). <i>Simulation and Optimization in Finance + Web Site</i>. Hoboken, New Jersey: John Wiley & Sons. <a href="ISBN_(identifier)" class="mw-redirect" title="ISBN (identifier)">ISBN</a> <bdi>978-0-470-37189-3</bdi>.</cite></span>
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<li id="cite_note-7"><span class="mw-cite-backlink"><b><a href="#cite_ref-7">^</a></b></span> <span class="reference-text"><cite id="CITEREFCartina2007" class="citation journal cs1">Cartina, G.; et al. (2007). "Power System Analysis using MATLAB Toolboxes". <i>6th International Conference on Electromechanical and Power Systems</i>: <span class="nowrap">305–</span>308.</cite></span>
</li>
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<div class="mw-heading mw-heading2"><h2 id="Further_reading">Further reading</h2></div>
<ul><li><cite id="CITEREFVenkataraman2009" class="citation book cs1">Venkataraman, P. (2009). <a rel="nofollow" class="external text" href="https://books.google.com/books?id=kKWs51HLLA8C&pg=PA469">"Optimization Toolbox from Matlab"</a>. <i>Applied Optimization with MATLAB Programming</i> (2nd ed.). Hoboken: John Wiley & Sons. pp. <span class="nowrap">469–</span>488. <a href="ISBN_(identifier)" class="mw-redirect" title="ISBN (identifier)">ISBN</a> <bdi>978-0-470-08488-5</bdi>.</cite></li></ul></div><!--htdig_noindex--><div><div class="zim-footer">
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