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Optimization in MATLAB: An Introduction to Quadratic Programming

Seth DeLand, MathWorks

In this webinar, you will learn how MATLAB can be used to solve optimization problems. An example quadratic optimization problem is given, and the symbolic math tools in MATLAB are used to move from the governing equations to an objective function that can be evaluated. Different methods are used to obtain a solution, and the trade-offs between development time and solution time are demonstrated. Finally, the example is scaled up to the full, large-scale problem.

Highlights include:

  • Identifying quadratic problems during the optimization process
  • Formulating an optimization problem in MATLAB
  • Speeding up gradient calculations using Symbolic Math Toolbox™
  • Scaling up to a large-scale, constrained quadratic programming problem

View the Example code here.

About the Presenter: Seth DeLand is product marketing manager for the MATLAB optimization products. Prior to joining MathWorks, Seth earned his BS and MS in mechanical engineering from Michigan Technological University.

Recorded: 29 Mar 2012

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