Optimisation Techniques in MATLAB

This one-day course introduces applied optimization in the MATLAB environment, focusing on using Optimization Toolbox and Global Optimization Toolbox.  Topics include:

  • Running optimisation problems in MATLAB
  • Specifying objective functions
  • Specifying constraints
  • Choosing solvers and algorithms
  • Evaluating results and improving performance
  • Using global optimisation methods

Prerequisites: MATLAB Fundamentals or MATLAB for Financial Applications. Knowledge of linear algebra and multivariate calculus is helpful.

Download the course outline