Solving optimization problems with MATLAB (Q2305006)

The book is meant for readers who have learnt optimization methods in mathematics courses and want to revisit them with computer tools to verify the solutions of large dimensional problems. Since Matlab includes some exquisite skills and general-purpose solvers, it remains unique from other existing software packages that are used for scientific computing. The author elaborately depicts in the whole book how to use and handle Matlab for obtaining the solutions for various types of nonlinear equations and optimization problems. The structure of the book is as follows. In the second chapter, the author attempts to find the solutions of polynomial and ordinary nonlinear equations with the help of existing nonlinear equation solvers provided in Matlab. Besides describing the symbolic computation method, the solution methods for matrix equations and pseudo-polynomial equations are also explored with high precision methods. In the next chapter, the author mainly focuses on the unconstrained optimization solvers provided in the Matlab optimization toolbox and also presents the efficiency of the global optimum solver by experimenting with several test functions. The author explicitly puts all the control options available in the optimization toolbox with their proper explanations. In contrast to Chapter 3, from Chapter 4 to Chapter 8, the Matlab-based solutions of constrained optimization problems are presented, which includes several variations of linear and nonlinear programming such as quadratic programming, mixed integer programming, multi-objective programming, dynamic programming, etc. In the last chapter, the book introduces some of the intelligent optimization algorithms including genetic algorithm, particle swarm optimization algorithm, simulated annealing algorithm, and also shows their execution technique through Matlab global optimization toolbox. Some comparisons between the intelligent methods and the conventional methods over several benchmark problems are also provided to assess and suitably conclude on the behavior of the evolutionary algorithms. In a nutshell, the effective explanations of the methods and their implementation in Matlab genuinely help the readers to establish a solid foundation and deep introspection for the application of Matlab in numerical computing.