Optimization Problem Setup
Choose solver, define objective function and constraints,
compute in parallel
To represent your optimization problem for solution, you generally follow these steps:
• Choose an optimization solver.
• Create an objective function, typically the function you want to minimize.
• Create constraints, if any.
• Set options, or use the default options.
• Call the appropriate solver.
For a basic nonlinear optimization example, see Solve a Constrained Nonlinear Problem. For a basic mixed-integer linear programming example, see Mixed-Integer Linear Programming Basics.
- Choose a Solver
Choose the most appropriate solver and algorithm
- Write Objective Function
Define the function to minimize or maximize, representing your problem
- Write Constraints
Provide bounds, linear constraints, and nonlinear constraints
- Set Options
Set optimization options
- Parallel Computing
Solve constrained nonlinear minimization or multiobjective optimization problems in parallel
Featured Examples
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