Write Objective Function
Define the function to minimize or maximize, representing your problem
objective
How to express the objective for various problem types.
Functions
checkGradients | Check first derivative function against finite-difference approximation (Since R2023b) |
Topics
Write Objective
- Types of Objective Functions
Find the appropriate form for your objective function. - Complex Numbers in Optimization Toolbox Solvers
Describes which solvers can handle complex numbers. - Writing Scalar Objective Functions
How to write objective functions for scalar nonlinear problems. - Checking Validity of Gradients or Jacobians
Check whether a derivative function matches finite difference estimates. - Writing Vector and Matrix Objective Functions
How to write objective functions for nonlinear least squares or systems of nonlinear equations. - Writing Objective Functions for Linear or Quadratic Problems
How to write objective functions for linear programming, integer linear programming, quadratic programming, or linear least squares. - Objective and Nonlinear Constraints in the Same Function
Save function evaluations, typically useful in simulations. - Maximizing an Objective
How to optimize for a maximum instead of a minimum.
Pass Extra Parameters
- Passing Extra Parameters
Including extra parameters or data in your objective or nonlinear constraint functions.
Function Argument Details
- Function Input Arguments
Describes solver input arguments. - Matrix Arguments
Handling multidimensional arguments.