Nonlinear constrained optimization using MATLAB's fmincon | @MATLABHelper Blog

Описание к видео Nonlinear constrained optimization using MATLAB's fmincon | @MATLABHelper Blog

Maximization and minimization problems arise in the use of many different applications in several industries almost daily. These include portfolio risk optimization in finance, engineering design, operations research, production processes, machine learning, and wireless sensor networks, to name a few. Several algorithms solve nonlinear optimization problems involving nonlinear objective functions and/or nonlinear constraints. The sequential quadratic programming (SQP) algorithm used by MATLAB's fmincon solver will be discussed. Read the blog at https://mlhp.link/Blogfmincon for a detailed explanation. Buy & Download Code with Report from https://matlabhelper.com/cart/?add-to...

Keywords: Optimization, optimization problem, optimization techniques, optimization calculus, optimization model, optimization explained, nonlinear optimization, constrained optimization, algorithm, Karush-Kuhn-Tucker conditions, sequential quadratic programming, Newton's method, optimal solution, MATLAB, equality constraints, inequality constraints, minimization, gradient, Hessian, constrained minimization, nonlinear programming, Lagrange function, active constraints, fmincon

00:00 Introduction
00:31 Constrained nonlinear optimization definition
01:06 Problem formulation
02:15 Optimality conditions
03:16 Newton's method
04:41 KKT conditions
06:20 Sequential quadratic programming
06:39 SQP algorithm – Equality constraints
07:57 SQP algorithm – Inequality constraints
10:26 MATLAB Implementation
12:21 Conclusion

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