Mathworks OPTIMIZATION TOOLBOX RELEASE NOTES

Optimization Toolbox™ Release Notes

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Optimization Toolbox™ Release Notes

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Summary by Version ............................... 1

Contents

Version 5.0 (R2010a) Optimization Toolbox Software

Version 4.3 (R2009b) Optimization Toolbox Software

Version 4.2 (R2009a) Optimization Toolbox Software

Version 4.1 (R2008b) Optimization Toolbox Software

Version 4.0 (R2008a) Optimization Toolbox Software

Version 3.1.2 (R2007b) Optimization Toolbox

Software

Version 3.1.1 (R2007a) Optimization Toolbox

Software

Version 3.1 (R2006b) Optimization Toolbox Software

Version 3.0.4 (R2006a) Optimization Toolbox

Software

........................................ 20

........................................ 21

........................................ 26

.. 4

.. 6

.. 9

.. 13

.. 17

.. 23

Version 3.0.3 (R14SP3) Optimization Toolbox

Software

Compatibility Summary for Optimization Toolbox

Functions

........................................ 27

....................................... 28

iii

iv Contents

SummarybyVersion

This table provides quick access to what’s new in each version. For clarification, see “Using Release Notes” on page 1 .

Optimization Toolbox™ Release Notes

Version (Release)

Latest Versi V5.0 (R2010a

V4.3 (R2009b)

V4.2 (R2009a)

V4.1 (R2

V4.0 (R2008a)

V3.1.2 (R2007b)

1 (R2007a)

V3.1.

V3.1 (R2006b)

)

008b)

New Features and Changes

Yes Details

No No Bug Re

Yes Details

Version Compatibilit Consideratio

Yes Summary

Fixed Bugs and Known Problems

Bug Reports Includes fix

Bug Reports Includes fixes

Bug Repor Includes

Bug Reports Includes fixes

des fixes

Inclu

Bug Reports Includes fixes

fixes

ports

Related Documentation at Web Site

Printable R elease Notes: PDF

Current product documentation

None

V3.0.4 (R2006a)

.0.3 (R14SP3)

No No Bug

Yes Details

sing Release Notes

se release notes when upgrading to a newer version to learn about:

No Bug Reports

Reports

ludes fixes

Inc

Includes fixes

Non

None

Optimization Toolbox™ Release N otes

• New features

• Changes

• Potential impact on your existing files and practices

Review the release notes for other MathWorks™ products required for this product (for example, MATLAB

or Simulink®). Determine if enhancements,

bugs, or compatibility considerations in other products impact you.

If you are upgrading from a software version other than the m ost recent one, review the current release notes and all interim versions. For example, when you upg rade from V1.0 to V1.2, review the release notes for V1.1 and V1.2.

What Is in the Release Notes

New Features and Changes

• New functionality

• Changes to existing functionality

Version Compatibility Con si derations

When a new feature or change introduces a reported incompatibility between versions, the Compatibility Considerations subsection explains the impact.

Compatibility issues reported after the product release appear under Bug Reports at The MathWorks™ Web site. Bug fixes can sometimes result in incompatibilities, so review the fixed bugs in Bug Reports for any compatibility impact.

Fixed Bugs and Known Problems

The MathWorks offers a user-searchable Bug Reports database so you can view Bug Reports. The development team updates this database at release time and as more information becomes available. Bug Reports include provisions for any known workarounds or file replacem ents. Information is available for bugs existing in or fixed in Release 14SP2 or later. Information is not avail able for all bugs in earlier releases.

Access Bug Reports using y our MathWorks Account.

SummarybyVersion

Optimization Toolbox™ Release N otes

Version 5.0 (R2010a) Optimization Toolbox Software

This table summarizes what’s new in Version 5.0 (R2010a):

New Features and Changes

Yes Details below

Version Compatibility Considerations

Yes Summary

• “New fmincon Algorithm” on page 4

• “lsqnonneg No Longer Uses x0” on page 4

Fixed Bugs an d Known Problems

Bug Reports Includes fixes

Related Documentation at Web Site

Printable Release Notes: PDF

Current product documentation

New fmincon Algorithm

fmincon has a n ew algorithm calle d SQP for Sequential Quadratic

Programming. The algorithm has the following features:

• Honors bounds at all iterations

• Attempts a different step if one leads to an objective or constraint function

returning a

• Fast internal linear algebra for solving quadratic programs

Choose the algorithm at the command line by setting the to

'sqp' with optimset. For more information about the algorithm, see

“fmincon SQP Algorithm” in the Optimization Toolbox™ documentation.

NaN, Inf, or complex result

Algorithm option

lsqnonneg No Longer Uses x0

The lsqnonneg solver no longer accepts a start point x0 as an optional input.

Compatibility Considerations

The Optimization Tool no longer has an input region for accepting a sta r t point. If you import or run a problem that contains a start point

x0, MATLAB

Version 5.0 (R2010a) Optimizatio n Toolbox™ Software

issues a w arning. Also, the Optimization Tool and lsqnonneg ignore x0, and instead use a start point of a vector of zeroes. If you export a problem structure f rom the Optimization Tool, there is no

x0 fi el d.

Optimization Toolbox™ Release N otes

Version 4.3 (R2009b) Optimization Toolbox Software

This table summarizes what’s new in Version 4.3 (R2009b):

New Features and Changes

Yes Details below

Version Compatibility Considerations

Yes Summary

• “Enhanced Exit Messages in Selected Solvers” on page 6

• “fmincon Interior-Point Algorithm Robust to Certain Errors” on page 6

• “Changes in quadprog” on page 7

• “Changes in linprog” on page 7

• “Multiobjectiv e optimValues Changes” on page 7

Fixed Bugs an d Known Problems

Bug Reports Includes fixes

Related Documentation at Web Site

None

Enhanced Exit Messages in Selected Solvers

Enhanced, clearer exit messages in fsolve, lsqnonlin,andlsqcurvefit, with links for more information. For more information about the enhancements, see “Exit Flags and Exit Messages”.

Compatibility Considerations

For solvers with enhanced exit messages, the content of output.message contains many more characters than before. User code that relies on this field might need to be modified in order to display the larger exit message satisfactorily.

fmincon Interior-Point Algorithm Robust to Certain Errors

The fmincon interior-point algorithm attempts to continue when a user-supplied objective or constraint function returns result. For more information, see “fmincon Interior Point Algorithm”.

Inf, NaN,oracomplex

Version 4.3 (R2009b) Optimizatio n Toolbox™ Software

Changes in quadp

The large-scale tolerances for d equality const

The

quadprog o

which reports

quadprog algorithm now uses the TolFun and MaxIter

eciding when to end iterations when there are only linear

raints, instead of the

utput

the maximum constraint function at the final point.

rog

structure now contains the constrviolation field,

Compatibility Considerations

For large-sc the toleran iterations

Changes in

The largemechanism there is r Programm

The

linp

which re

ale linear eq u ality constrained problems, the default values of

ces are much tighter than before, so

, but the resulting solution should be more accurate.

linprog

scale interior-point algorithm of

for the case of stalling, and performs LDL factorization when

ank deficiency. For more information, see “Large Scale Linear

ing”.

rog output

ports the maximum constraint function at the final point.

structure now contains the constrviolation field,

TolPCG and MaxPCGIter tolerances.

quadprog can take more

linprog now has a backtracking

Compatibility Considerations

The int than be

Multi

The o bett

• For

erior-point algorithm of

fore, and can solve more problems than before.

objective optimValues Changes

ptimValues

er reflect the state of multiobjective solvers:

goalattain

, the attainment factor.

of γ

fminimax,theoptimValues.maxfval field contains the value max

re F is the vector of objectives.

whe

structure, used by output functions, has two new fields to

,theoptimValues.attainfactor field contains the value

linprog might arrive at different solutions

iFi

Optimization Toolbox™ Release N otes

Furthermore, the value stored in optimValues.fval has changed. Now

optimValues.fval contains the vector F of objective function values. For a

complete description of the current optimValues”.

Compatibility Considerations

User code that uses the optimValues.fval field within an output function in

fgoalattain and fminimax might need to be updated to avoid errors

optimValues structure, see “Fields in

Version 4.2 (R2009a) Optimizatio n Toolbox™ Software

Version 4.2 (R2009a) Optimization Toolbox Software

This table summarizes what’s new in Version 4.2 (R2009a):

New Features and Changes

Yes Details below

Version Compatibility Considerations

Yes Summary

• “Parallel Gradient Estimation Available in fmincon Interior-Point

Algorithm” on page 9

• “Enhanced Exit Messages in Selected Solvers” on page 9

• “Change in linprog Simplex Algorithm” on page 11

• “Change in fminunc Exit Flag” on page 11

• “New demos” on page 11

Fixed Bugs an d Known Problems

Bug Reports Includes fixes

Related Documentation at Web Site

Printable Release Notes: PDF

Current product documentation

Parallel Gradient Estimation Available in fmincon Interior-Point Algorithm

The fmincon solver’s interior-point algorithm can now compute finite differences in p arallel in order to speed the estimation of gradients. For details on how to use this parallel gradient estimation, see the “Parallel Computing for Optimization” c ha p t er in the User’s Guide.

Enhanced Exit Messages in Selected Solvers

Solvers print exit messages by default at the end of their runs. The exit messages are different in R2009a for several solvers, and the messages have been enhanced with new functionality. The following sections describe the new features and changes. There is more information in the “Exit Flags and Exit Messages” section of the Use r’s Guide.

The following solvers have enhanced exit messages:

Optimization Toolbox™ Release N otes

• fgoalattain

• fmincon

• fminimax

• fminunc

• fseminf

Links to More Information Window

The enhanced exit messages include hyperlinks within their exit messages. These hyperlinks bring up a window containing further information about the terms us ed in the exit messages.

Link for More Detail in Command Window

A <st opp ing criteria details> hyperlink may appear at the end of an exit message, depending on the solver and setting of the link causes the solver to print more detail about the exit conditions to the MATLAB Command Window.

Display option. This

New Display Option Values Control Default Detail

There are new v alues of the Display option to control whether detailed exit messages appear instead of the default (simpler) messages. The new values are:

•

'final-detailed'

• 'iter-detailed'

• 'notify-detailed'

Thesesettingshavethesameeffectasthecorrespondingsettingswithout

'-detailed', but give detailed exit messages instead of the default e xit

messages. For solvers without the new exit messages, the options give the same behavior as without '-detailed'.

'-detailed'

Messages in Output Structure

For solvers w ith enhanced exit messages, the message field of the output structure contains both the default (simpler) and the detailed exit messages,

Version 4.2 (R2009a) Optimizatio n Toolbox™ Software

separated by a line of text stating Stopping criteria details:.The message field does not contain hyperlinks; it contains only text.

Compatibility Considerations

For solvers with enhanced exit messages, the content of output.message contains many more characters than before. User code that relies on this field may need to be modified in order to display the larger exit message satisfactorily.

Change in linprog Simplex Algorithm

The simplex algorithm of linprog now detects when there is no progress in the solution process. It attempts to continue by performing bound perturbation.

Compatibility Considerations

The simplex algorithm of linprog mightarriveatdifferentsolutionsthan before, and can solve more problems than before.

Change in fminunc Exit Flag

One exit flag in the fminunc medium-scale solver was changed from –2 to

5. This flag appears when the solver predicts a change in function value at the next step in its iterations will be less than the condition can occur at a relative minimum, which should be reported by a positive flag.

TolFun tolerance. This

Compatibility Considerations

This change might cause users (or code) that examine exit flags to evaluate a result more favorably than previously, since positive exit flags represent normal termination of solvers.

New demos

Therearetwonewdemos:

• A demo showing how to use Symbolic Math Toolbox™ functions to help

calculate gradients and Hessians. Run the demo at the MATLAB command line by entering

echodemo symbolic_optim_demo.

Optimization Toolbox™ Release N otes

• A demo showing how to use fseminf for investigating the effect of

parameter uncertainty. Run the demo at the MATLAB command line by entering

Furthermore, the optimization tutorial demo now shows how to include extra parameters. Run the demo at the MATLAB command line by entering

echodemo tutdemo.

echodemo airpollution.

Version 4.1 (R2008b) Optimizatio n Toolbox™ Software

Version 4.1 (R2008b) Optimization Toolbox Software

This table summarizes what’s new in Version 4.1 (R2008b):

New Features and Changes

Yes Details below

Version Compatibility Considerations

Yes Summary

• “fsolve, lsqcurvefit, lsqnonlin Algorithm and Options Changes” on page 13

• “Optimization Tool Enables Parallel Functionality” on page 14

• “Central Finite Differences Available in Selected Solvers” on page 14

• “lsqnonneg Refactored” on page 15

• “Finite Difference Algorithm Tweaked” on page 15

• “DerivativeCheck Tolerance Changed” on page 16

Fixed Bugs an d Known Problems

Bug Reports Includes fixes

Related Documentation at Web Site

None

fsolve, lsqcurvefit, lsqnonlin Algorithm and Options Changes

• The Levenberg-Marquardt algorithm was refactored in the solvers fsolve,

lsqcurvefit and lsqnonlin. It is now a more standard implementation,

that accepts and preserves sparse Jacobians.

• Choose between the algorithms used in

lsqnonlin using the new Algorithm option.

fsolve, lsqcurvefit and

• There is a new

Levenberg-Marquardt a lgorithm converge.

• The default

validated to work with sparse Jacobians.

ScaleProblem option that can sometimes help the

fsolve algorithm, 'trust-region-dogleg', has been

Compatibility Considerations

• The refactored Levenberg-Marquardt algorithm can cause fsolve,

lsqcurvefit and lsqnonlin to yield different answers than before.

Optimization Toolbox™ Release N otes

• The previous way of choosing the algorithm at the command line was

to set the

fsolve,tosettheLevenbergMarquardt option to 'on' or 'off'.For fsolve, in addition to the LargeSca le option, you needed to set the NonlEqnAlgorithm option appropriately. LargeScale, NonlEqnAlgorithm,

and

LevenbergMarquardt are now ignored, except when choosing to use

the Gauss-Newton algorithm.

• The Gauss-Newton algorithm warns that soon it may no longer be available.

LargeScale option to 'on' or 'off',and,forallsolversbut

• The default value of the

Levenberg-Marquardt algorithm is now 200* previous value was 100*

MaxFunEvals option in the refactored

numberOfVariables;the

numberOfVariables.

Optimization Tool Enables Parallel Functionality

You can now access built-in parallel functionality in Optimization Tool for relevant Optimization Toolbox solvers and, if licensed, Global Optimization Toolbox solvers. The option is available w he n you have a license for Parallel Computing Toolbox™ functions.

Central Finite Differences Available in Selected Solvers

The following solvers can now use central finite differences for gradient estimation:

•

fgoalattain

• fmincon

• fminimax

• fminunc

• fseminf

The fmincon active-set algorithm and fminunc medium-scale algorithm gained central finite differences this release. The algorithm already had them, and the trust-region-reflective algorithm for both solvers requires a user-supplied gradient, so does not use finite differences.

fmincon interior-point

Version 4.1 (R2008b) Optimizatio n Toolbox™ Software

To use central finite differences, use optimset to set the FinDiffType option to

'central' instead of the default 'forward'. Thiscausesthesolverto

estimate gradients by formulae such as

∇fx

()

⎡

fx e fx e

()()

+−−

ΔΔ

≈

⎢ ⎣

11 11

fx e fx e

()()

+−−

ΔΔ

…

nn nn

⎤

⎥⎥ ⎦

instead of

∇fx

()

⎡⎡

fx e fx fx e fx

()()

+− +−

≈

⎢ ⎣

()()

fx e fx

()()

+−

…

⎤

⎥ ⎦

Central finite differences take twice as many function evaluations as forward finite differences , but are usually much more accurate.

Central finite differences can work in parallel for gradient estimation in

fgoalattain, fmincon active-set algorithm, and fminimax.Fordetailson

how to use this parallel gradient estimation, see the “Parallel Computing for Optimization” chapter in the User’s Guide.

lsqnonneg Refactored

lsqnonneg was refactored. It can now use sparse matrices, and it preserves

sparsity during its execution.

Finite Difference Algorithm Tweaked

A subroutine for gradient estimation by forward finite differences in nonlinear solvers had a bug that affected it when the current point with the value 0. Forward finite differences are typ ically calculated with a step size proportional to

x was 0, the step size would instead be proportional to DiffMinChange,which

has a default value of 10

sqrt(eps), which is about 1.5*10

–8

. There is now no difference in step size when x is 0.

x had a component

–8

.Whenacomponentof

Optimization Toolbox™ Release N otes

Compatibility Considerations

Nonlinear solvers can run slightly differently whenever an iteration causes a component of differences.

DerivativeCheck Tolerance Changed

The DerivativeCheck option enables you to ascertain whether the derivative (gradient) functions that you supply for objective or constraint functions give approximately the same values as those estimated by a solver using finite differences. The meaning of “approximately” has changed. Now it means the relative error of each component of the gradient is less than 10 the size of an analytically given component is smaller than 1, in which case it means the absolute difference is less than 10 were considered approximately equal if the maximum absolute error in any component of the gradient was less than (10

–5

Compatibility Considerations

Some proble ms will now report violations of the DerivativeCheck condition, when previously they would not.

x to be zero, and gradients are estimated by forward finite

–6

,unless

–6

. Previously, the gradients

–6

* n orm of analytic gradient) +

Version 4.0 (R2008a) Optimizatio n Toolbox™ Software

Version 4.0 (R2008a) Optimization Toolbox Software

This table summarizes what’s new in Version 4.0 (R2008a):

New Features and Changes

Yes Details below

Version Compatibility Considerations

Yes Summary

• “Parallel Computing Toolbox Software Support in fmincon, fminimax, and

fgoalattain” on page 17

• “Combined and Extended optimtool” on page 17

• “New fmincon Solver, New Option Algorithm for fmincon, Option

LargeScale Changed” on page 18

• “External Interface to KNITRO Libraries” on page 18

• “Default PrecondBandWidth = Inf in lsqcurvefit, lsqnonlin, and fsolve”

on page 19

• “New Option TolConSQP with Incompatible Default Value” on page 19

• “Field constrviolation in Output Structure” on page 19

Fixed Bugs an d Known Problems

Bug Reports Includes fixes

Related Documentation at Web Site

None

Parallel Computing Toolbox Software Support in fmincon, fminimax, a nd fgoalattain

fmincon, fminimax,andfgoal atta in can take finite differences in parallel

in order to speed the estimation of gradients. F or details on how to use this parallel gradient estimation, see the “Parallel Computing for Optimization” chapter in the User’s Guide.

Combined and Extended optimtool

The Global Optimization Toolbox GUIs gatool and psearchtool have been combined into the Optimization Tool GUI. To access these GUIs, type

optimtool at the command line, and choose the appropriate solver.

Optimization Toolbox™ Release N otes

Furthermore, three new Global Optimization Toolbox solvers were added to Optimization Tool:

Optimization Tool shows Global Optimization Toolbox solvers only if these solvers are licensed.

New fmincon Solver, New Option Algorithm for fmincon, Option LargeScale Changed

The new interior-point algorithm is a large-scale algorithm that can handle all types of constraints. It has several new options, explained in the function reference pages.

fmincon now has three algorithms. Choose between them by setting the new

option

•

Algorithm to:

'trust-region-reflective' (formerly known as 'large scale')

'active-set' (formerly known as 'medium scale')

gamultiobj, simulannealbnd,andthreshacceptbnd.

fmincon

'interior-point'

•

By default, Algorithm = 'trust-region-reflective'.

Compatibility Considerations

The previous way of choosing the algorithm at the command line was to set option when In this case, the incompatibility.

LargeScale to 'on' or 'off'. LargeScale is now ignored , except

LargeScale = 'off' and Algorithm = 'trust-region-reflect ive' .

'active-set' algorithm is used, to minimize backward

External Interface to KNITRO Libraries

Use the new ktrlink function to call KNITRO®optimization libraries from Ziena Optimization, Inc. KNITRO libraries must be purchased separately. The External Interface chapter of the User’s Guide describes the function.

ktrlink

Version 4.0 (R2008a) Optimizatio n Toolbox™ Software

Default PrecondBandWidth = Inf in lsqcurvefit, lsqnonlin, and fsolve

The default value of the PrecondBandWidth option changed from 0 to Inf for the

lsqcurvefit, lsqnonlin,andfsolve solvers. This change was beneficial

in the vast majority of tested problems.

In Optimization Tool, the default in Algorithm settings > Subproblem

algorithm is now Cholesky factorization,insteadofPreconditioned CG =0.

Compatibility Considerations

The new default can lead to slower performance for problems with high-dimensional nonlinearities. If this happens, change the default to another value such as 0 (the previous default).

New Option TolConSQP with Incompatible Default Value

The new TolConSQP option exposes a parameter that was fixe d at eps before. The parameter is used in the solvers.

fmincon, fminimax, fgoalattain,andfseminf

Compatibility Considerations

The new default value is TolConSQP = 1e–6. This did not affect a vast majority of tested cases, and was beneficial in some. If you want exactly the same behavior as before, set

TolConSQP = eps using optim set.

Field constrviolation in Output Structure

The constrviolation field now exists in the output structure for the

fgoalattain, fmincon, fminimax,andfseminf functions; it measures the

nonlinear constraint violation.

Optimization Toolbox™ Release N otes

Version 3.1.2 (R2007b) Optimization Toolbox Software

This table summarizes what’s new in Version 3.1.2 (R2007b):

New Features and Changes

No No Bug Reports

Version Compatibility Considerations

Fixed Bugs an d Known Problems

Includes fixes

Related Documentation at Web Site

None

Version 3.1.1 (R2007a) Optimization Toolbox™ Software

Version 3.1.1 (R2007a) Optimization Toolbox Software

This table summarizes what’s new in Version 3.1.1 (R2007a):

New Features and Changes

Yes Details below

Version Compatibility Considerations

Yes Summary

Changes introduced in this version are organized by these topics:

Fixed Bugs an d Known Problems

Bug Reports Includes fixes

Related Documentation at Web Site

None

Changes to Outputs of Multiobjective Solvers

• fminimax now returns the value of max(fval) in the output maxfval.

• The iterative display of

Compatibility Considerations

• The third output argument of the solver fminimax, maxfval, is described in

the documentation as the maximum of the objective functions in the input

fun evaluated at the solution x,thatis,max(fval). Before this release, fminimax actually returned the maximum of the objective functions in the

reformulated minimax problem internally constructed by the algorithm. This value was typically very close to, but not necessarily equal to,

max(fval). fminimax now returns the exact value of max(fval) in the

output

maxfval.

fminimax and fgoalattain have chan ged.

• The iterative display for

Objective value that reports the objective function value of the nonlinear

programming reformulation of the minimax problem. The column header

Max{F,constraints} has been changed to Max constraint,andthe

column now contains the maximum violation among all constraints, both internally constructed and user-provided.

The iterative display for attainment factor in the

fminimax includes a new column with header

fgoalattain now shows the value of the

Attainment factor column. A new column, Max

Optimization Toolbox™ Release N otes

constraint, contains the maximum violation among all constraints, both

internally constructed and user-provided.

Version 3.1 (R2006b) Optimizatio n Toolbox™ Software

Version 3.1 (R2006b) Optimization Toolbox Software

This table summarizes what’s new in Version 3.1 (R2006b):

New Features and Changes

Yes Details below

Version Compatibility Considerations

Yes–Details labeled as Compatibility Considerations, below. See also Summary.

New features and changes introduced in this version are organized by these topics:

• “New Optimization Tool” on page 23

• “Plot Functions Option Added” on page 24

• “Output Function Option Enhanced to Accept Multiple Functions” on

page 24

• “Changes to the Output Function” on page 24

Fixed Bugs an d Known Problems

Bug Reports Includes fixes

Related Documentation at Web Site

None

New Optimization Tool

The Optimization Tool is a graphical user interface (GUI) for performing common optimization tasks with the Optimizat ion Toolbox. Using the

optimtool, you can do the following:

• Select a solve r and define your optimization problem.

• Set and inspect optimization options and their default values.

• Run problems and visualize results.

• Import and export problem definitions, algorithm options, and results

between the MATLAB workspace and the Optimization Tool.

• Automatically generate M-code to capture, automate, and recreate your

problem.

Optimization Toolbox™ Release N otes

• Access built-in help.

Plot Functions Option Added

You can now specify the PlotFcns option in the optimset function or using the Optimization Tool for use with an Optimization Toolbox solver. With this option, you can plot various measures of progress while the algorithm executes. You can select from several predefined plots, or you can write your own.

Output Function Option Enhanced to Accept Multiple Functions

You can now specify more than one output function in the OutputFcn option.

Changes to the O utput Function

The output function input x and fields in the optimVal ues structure have the following changes that address bugs in previous releases:

•

residual now returns the residual vector for lsqnonlin and lsqcurvefit.

resnorm contains the sum of squares and has been added for lsqnonlin

•

and lsqcurvefit. The previous field fval has been removed for these functions.

•

procedure has been removed for lsqnonlin, lsqcurvefit,andf solve.

x now returns the expected shape and size for fgoalattain and fminimax.

•

Compatibility Considerations

The above changes to the input x and optimValues structure have the following compatibility considerations in the output function:

• If you have references to the

value of this field ha s changed for the problem addressed by the bug report S-289285.

• Any references to

resnorm. This fixes the problem addressed by the bug report S-289285.

fval for lsqnon lin and l sqcurvefit need to be updated

residual in a previous version, note that the

lsqnonlin and lsqcurvefit.Thisfixes

Version 3.1 (R2006b) Optimizatio n Toolbox™ Software

• Any references to procedure for lsqnonlin and lsqcurvefit need to be

removed. This fixes the problem addressed by the bug report S-291974.

• Previously, for

fgoalattain and fminimax, x returned a column vector

with an additional last element. If you have references to the values for in a previous version, the extra element must be removed and the output vector may need to be reshaped. This fixes the problem addressed by the bug report S-315658.

Optimization Toolbox™ Release N otes

Version 3.0.4 (R2006a) Optimization Toolbox Software

This table summarizes what’s new in Version 3.0.4 (R2006a):

New Features and Changes

No No Bug Reports

Version Compatibility Considerations

Fixed Bugs an d Known Problems

Includes fixes

Related Documentation at Web Site

None

Version 3.0.3 (R14SP3) Optimization Toolbox™ Software

Version 3.0.3 (R14SP3) Optimization Toolbox Software

This table summarizes what’s new in Version 3.0.3 (R14SP3):

New Features and Changes

Yes Details below

Version Compatibility Considerations

No Bug Reports

New features and changes introduced in this version are organized by these topics:

Fixed Bugs an d Known Problems

Includes fixes

Related Documentation at Web Site

None

Notify Parameter Added to Display Option for Five Functions

You can now set th e optimization option Display to 'notify' for the functions

fmincon, fminunc, fminimax, fgoalattain,andfseminf.WhenDisplay is

set to

'notify', the output is displayed only if the function does not converge.

Optimization Toolbox™ Release N otes

Compatibility Summary for Optimization Toolbox Functions

This table summarizes new features and changes that might cause incompatibilities when you upgrade from an earlier version, or wh en you use files on multiple versions. Details are provided in the description of the new feature or change.

Version (Release) New Features and Changes with

Version Compatib ility Impact

Latest Version V5.0 (R2010a)

V4.3 (R2009b) See the Compatibility

See the Compatibil ity Considerations subheading for each of these new features or changes:

• “lsqnonneg No Longer Uses x0”

on page 4

Considerations subheading for each of these new features or changes:

• “Enhanced Exit Messages in

Selected Solvers” on page 6

• “Changes in quadprog” on page 7

• “Changes in linprog” on page 7

• “Multiobjective optim Values

Changes” on page 7

Compatibility Summary for Optimization Toolbox™ Functions

Version (Release) New Features and Changes with

Version Compatib ility Impact

V4.2 (R2009a) See the Compatibility

Considerations subheading

for each of these new features or changes:

• “Enhanced Exit Messages in

Selected Solvers” on page 9

• “Change in linprog Simplex

Algorithm” on page 11

• “Change in fminunc Exit Flag” on

page 11

V4.1 (R2008b) See the Compatibility

Considerations subheading for each of these new features or changes:

• “fsolve, lsqcurvefit, lsqnonlin

Algorithm and Options Changes” on page 13

• “Finite Difference Algorithm

Tweaked” on page 15

• “DerivativeChe ck Tolerance

Changed” on page 16

Optimization Toolbox™ Release N otes

Version (Release) New Features and Changes with

V4.0 (R2008a) See the Compatibility

Version Compatib ility Impact

Considerations subheading for each of these new features or changes:

• “New fmincon Solver, New Option

Algorithm for fmincon, Option LargeScale Changed” on page 18

• “Default PrecondBandWidth =

Inf in lsqcurvefit, lsqnonlin, and fsolve” on page 19

• “New Option TolConSQP with

Incompatible Default Value” on page 19

V3.1.2 (R2007b)

None

V3.1.1 (R2007a) See the Compatibility

Considerations subheading for each of these new features or changes:

• “Changes to Outputs of

Multiobjective Solvers” on page 21

V3.1 (R2006b) See the Compatibility

Considerations subheading for each of these new features or changes:

• “Changes to the Output Function”

on page 24

V3.0.4 (R2006a)

V3.0.3 (R14SP3)

None

Mathworks OPTIMIZATION TOOLBOX RELEASE NOTES

Specifications and Main Features

Frequently Asked Questions

User Manual