Optimization Toolbox Release Notes    

Chapter 3
Optimization Toolbox 2.1 Release Notes

New Features

This section introduces the new features and enhancements added in the Optimization Toolbox 2.1 since the Optimization Toolbox 2.0 (Release 11.0):

Toolbox Speed

By improving the speed of optimset and optimget, the overall speed of the toolbox is improved. Applications that call these functions repeatedly should exhibit improved execution time.

Function Handles

For any optimization function that expects a function as an argument, you can now specify that argument as a function handle. These optimization functions also accept additional parameters, which they pass to the passed-in function.

For information about function handles, see the function_handle (@), func2str, and str2func reference pages, and the Function Handles section of "Programming and Data Types" in the MATLAB documentation.

Large Structured Problems

The functions fmincon, fminunc, fsolve, lsqcurvefit, lsqlin, lsqnonlin, and quadprog now support solving large structured problems, i.e., problems that have large dense Hessian or Jacobian matrices that you do not want to form explicitly, but for which Hessian-matrix (or Jacobian-matrix) products are efficient to compute.

Two new options parameters, HessMult and JacobMult, provide access to this new feature.

See Large Scale Examples in the Optimization Toolbox User's Guide, and the respective function reference pages for more information.

Functions with New or Changed Capabilities

New or Changed Capability
fminbnd, fminsearch, fzero, lsqnonneg
A new Display options parameter value, 'notify', displays output only if the function does not converge. For these functions, 'notify' is the new default.
fmincon, fminunc, quadprog
A new options parameter, HessMult, enables you to provide a function that computes the Hessian-matrix product for large structured problems.
fsolve, lsqcurvefit, lsqlin, lsqnonlin
A new options parameter, JacobMult, enables you to provide a function that computes the Jacobian-matrix product for large structured problems.

  Upgrading from an Earlier Release Major Bug Fixes