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Solving Optimization Problems with MATLAB | Master Class with Loren Shure

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In this session, you will learn about the different tools available for optimization in MATLAB. We demonstrate how you can use Optimization Toolbox™ and Global Optimization Toolbox to solve a wide variety of optimization problems. You will learn best practices for setting up and solving optimization problems, as well as how to speed up optimizations with parallel computing.
Topics include:
• Solving linear, nonlinear, and mixed-integer optimization problems in MATLAB
• Finding better solutions to multiple minima and non-smooth problems using global optimization
• Using symbolic math for setting up problems and automatically calculating gradients
• Using parallel computing to speed up optimization problems
Demo files: www.mathworks.com/content/dam...
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Опубликовано:

18 ноя 2020

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Комментарии : 48

@JohnSmith-lf5xm 2 года назад

This video is gold. It took me months to learn the same. Thank you for the explanation.

@Dave-bz4nr 3 года назад

Just wanted to say, that you are doing a great job. I already enjoyed "The Art of Matlab" from your series and this tutorial is also really helpful.

@liaa.f1368 3 года назад

Incredible master class. I really learn a lot from you. Thankssss!!

@099sayantan 3 года назад

Desperately needed this. Thank you.

@edgararturogomezmeisel2217 Год назад

Excellent video ... I had very little (almost zero) knowledge in Matlab optimization solvers and this video got me a very good insight into the matter.

@konstantinosmimidis1632 3 года назад

Very, very helpful. Keep up the good work

@lateefkareem 3 года назад

@32:15 The right explanation is that the computation of the gradient also require function calls. Using automatic differentiation gives the gradient once the function is called. So we can say for 25 function calls, there must have been 25 steps to the solution. but when you do numerical differentiation, you will have to call the function with perturbed variables in each dimension to estimate the gradient. in this case with forward differentiation, you will call twice (making a total of 3 function call for each step). With some extra calls for some other stuffs, we can say n+c = 25 and 3n+c = 69, n is the number of steps and c is the number of calls for any extra steps in the algorithm. so we have n = 22 and c = 3. So the computation took 22 steps. and the 3 extra calls is for something else in the algorithm.

@josedavidcastilloblanco2437 Год назад

Sadly I see that this video is just a show and tell without going deep into what MATLAB actually does.

@ShashankShekhar-de4ld 2 года назад

Hi Loren, Thank you very much for such a nice tutorial. I have a QUESTION , how can we optimize system of equations. Thanks once again :)

@markoj3512 8 месяцев назад

Thank you, your presentation gaves me new ideas how to solve some problems more effectively!

@Rahmeanthony 3 года назад

NICE! more tutorials please!

@baharvojdani1835 2 года назад

Hi dear thanks for the infomative tutorial, I wanted to know more about smooth and nonsmooth problems

@severnsevern1445 3 года назад

Great video! Are there Kriging or Co-kriging toolbox in matlab ready to use (or other Surrogate model) ?? Really need.

@okbaabid6002 3 года назад

Thank you very much, Dear Madam...very helpful

@dr.alikhudhair9414 2 года назад

Wonderful .. You did great job .. thanks a lot

@quarkkrub 2 года назад

Thank you very much my great teacher.

@severnsevern1445 3 года назад

I am using ANN fit to generate objectives functions for optimizations. The data set I am using was obtained from simulations. How to obtain the equations of the fitness functions ?? Thank in advance!

@zedzad3279 3 года назад

Please prof. what is that mean in ga solver ((Optimization terminated: stall generations limit exceeded but constraints are not satisfied.))?

@adewolekayode6148 3 года назад

This is lovely. Thanks for sharing.

@Ali-gv2zd 2 года назад

Thank you 🙏

@nithinbabu4962 2 года назад

How can we get the values of the variables as arrays after solving? for instance let's take the problem as min_(a,b,c) f(a,b,c) subject to some constraints. How can we get the values of a,b, and c as arrays?

@abdullahimohammad9513 2 года назад

Thank you very much. Where can I get the lecture slides?

@Larry21924 6 месяцев назад

This is absolutely superb. I had the pleasure of reading something similar, and it was absolutely superb. "Unlocking the Brain's Full Potential" by Alexander Sterling

@abdullahimohammad9513 2 года назад

Suppose you have a travelling salesman problem different from the one demonstrated in the lecture; how do you show the pictorial representation of the problem on the map?

@tayyabarani9176 3 года назад

APPRECIATE IT

@aimenayyub925 3 года назад

what function is @plotupdate? in non linear opt part optimization options

@federicaconti7575 5 месяцев назад

Such a great tutorial! I have a question though. I am solving a system of linear ODEs (using ode45) and would like to optimise this solution by determining the optimal set of parameters for this function to fit multiple datasets I have been given. What is the best way to achieve this?

@arkarnyanhein6377 2 года назад

I like it when your favourite command is clear all and close all lol 😆🤣🤣🤣

@codecodefly 3 года назад

Dear Loren Shure, many thanks for your great jobs! I'm a matlaber from China, could I share your excellent videos to my wechat chanel for educational purpose?

@bra1nsen 3 года назад

solve it exactly

@shadankazempoursabahi7329 3 года назад

Hello thanks for the lecture. I have a question. I am currently modeling a membrane in Matlab and now that my model is finished I want to adjust some parameters. For that I used fminsearch function to optimize my parameters but it doesn't matter what start value I give, in return fminsearch gives me the same value back. what could be the problem?

@sobanmuhammad67 2 года назад

The function is designed to give the minimum value, so it will keep on giving the same value no matter what initial value given. The result wont change unless you change your function.

@ahmedhassan5546 2 года назад

Hello professor, could you please help me to get the optimal values using least square method code

@fluid-lab495 3 года назад

Perfect video, Yet, I have a question about the @plotUpdate (@ min 30:11) How can I plot the iteration steps like the way you did????

@leejerry4375 Год назад

did u figure this out?

@Lee-jh3rv 3 года назад

Anyone did optimization with chemical reactions with boundary condition?

@smithsam3956 5 месяцев назад

Why I cannot gain the same result when applying the "x = optimvar('x',2)" code to matlab? Any explaination?

@josedavidcastilloblanco2437 Год назад

this is a video I would show a kid but sadly I am not a kid I want to understand how each method works, the equations behind it.

@arkarnyanhein6377 2 года назад

hi from myanmar

@tayyabarani9176 3 года назад

I REALLY NEED YOUR HELP IN APPLYING INPUT-OUTPUT MODEL ON DATA BY USING MATLAB,

@zedzad3279 3 года назад

may i can help you if understand your model

@tayyabarani9176 3 года назад

@@zedzad3279 Thank you so much, its my email address tayyabarani612@gmail.com

@meryemcavlan50 3 года назад

Can you add subtitles in Turkish to this video?

@issasanou6346 3 года назад

Hello every one here. I'm looking for a person who can help me with matlab code for the simulation of ramsey model with endogenous labour supply

@amitkumar-yl3gc 3 года назад

Provide hindi version

@ferhuda5336 Год назад

I did not understand anything clear. You do not explain code rows in detail. You assume that we know something, however there are people that are not experienced about optimization. So please be more clear