Matlab

Dr. Tom V. Mathew

November 28, 2004

Optimization

All the problems are solved using .m files and they may be down loaded.

Unconstrained One dimentional Eg-1

Execute egfminbnd in the matlab prompt: egfminbnd.m fun.m

Unconstrained One dimentional Eg-2

egfminbnd.m fun.m

Unconstrained Multi dimentional Eg-3

egfminunc fun.m

Unconstrained Multi dimentional Eg-4

egfminunc fun.m

Constrained Optimisation Eg-5

Execute egfmincon in the matlab prompt: egfmincon fun.m con.m

Constrained Optimisation Eg-6

The following optimization problem can be solved by fmincon:

$$\begin{eqnarray*} \mathrm{Min : } f(x)=x_1^2+x_2^2+x_3^2\\ x_3/x_2-1\le0\\ x_3... ...x_2^2+x_2x_3-4=0\\ 1\le x_1\le5\\ 1\le x_2\le5\\ 1\le x_3\le5 \end{eqnarray*}$$

Execute egfmincon in the matlab prompt: egfmincon fun.m con.m

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