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Optimization Toolbox for MATLAB 9.3.20
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A
|
B
|
C
|
D
|
E
|
F
|
G
|
H
|
I
|
J
|
L
|
M
|
N
|
O
|
P
|
Q
|
R
|
S
|
T
|
U
|
V
A
affine conic constraint
analysis
infeasibility
asset
see portfolio optimization
B
basic
solution
basis identification
basis type
sensitivity analysis
bound
constraint
,
[1]
,
[2]
,
[3]
,
[4]
linear optimization
variable
,
[1]
,
[2]
,
[3]
,
[4]
C
callback
cardinality constraints
CBF format
certificate
dual
,
[1]
primal
,
[1]
Cholesky factorization
complementarity
,
[1]
cone
dual
dual exponential
exponential
power
quadratic
rotated quadratic
semidefinite
conic exponential optimization
conic optimization
,
[1]
,
[2]
,
[3]
,
[4]
,
[5]
interior-point
termination criteria
conic quadratic optimization
Conic quadratic reformulation
constraint
bound
,
[1]
,
[2]
,
[3]
,
[4]
linear optimization
matrix
,
[1]
,
[2]
quadratic
correlation matrix
covariance matrix
see correlation matrix
cut
D
determinism
dual
certificate
,
[1]
cone
feasible
infeasible
,
[1]
,
[2]
problem
,
[1]
,
[2]
solution
variable
,
[1]
duality
conic
linear
semidefinite
dualizer
E
efficient frontier
eliminator
error
optimization
errors
example
qo1
quadratic objective
,
[1]
exceptions
exponential cone
F
factor model
feasible
dual
primal
,
[1]
,
[2]
problem
format
CBF
json
LP
MPS
OPF
PTF
sol
task
G
geometric programming
GP
H
hot-start
I
I/O
infeasibility
,
[1]
,
[2]
analysis
linear optimization
repair
,
[1]
semidefinite
infeasible
dual
,
[1]
,
[2]
primal
,
[1]
,
[2]
,
[3]
,
[4]
problem
,
[1]
,
[2]
information item
,
[1]
installation
path setup
requirements
troubleshooting
,
[1]
integer
optimizer
solution
variable
integer feasible
solution
integer optimization
,
[1]
cut
initial solution
objective bound
optimality gap
relaxation
termination criteria
tolerance
integer optimizer
logging
interior-point
conic optimization
linear optimization
logging
,
[1]
optimizer
,
[1]
solution
termination criteria
,
[1]
J
json format
L
license
linear constraint matrix
linear dependency
linear optimization
,
[1]
bound
constraint
infeasibility
interior-point
objective
simplex
termination criteria
,
[1]
variable
linearity interval
logging
integer optimizer
interior-point
,
[1]
optimizer
,
[1]
,
[2]
simplex
LP format
M
market impact cost
Markowitz model
matrix
constraint
,
[1]
,
[2]
semidefinite
symmetric
MIP
see integer optimization
mixed-integer
see integer
mixed-integer optimization
see integer optimization
modeling
design
MPS format
free
N
near-optimal
solution
numerical issues
presolve
scaling
simplex
O
objective
,
[1]
linear optimization
objective bound
OPF format
optimal
solution
optimality gap
optimization
conic
,
[1]
conic quadratic
,
[1]
error
linear
,
[1]
semidefinite
optimizer
determinism
integer
interior-point
,
[1]
interrupt
logging
,
[1]
,
[2]
selection
,
[1]
simplex
P
parallelization
parameter
simplex
Pareto optimality
portfolio optimization
cardinality constraints
efficient frontier
factor model
market impact cost
Markowitz model
Pareto optimality
slippage cost
transaction cost
positive semidefinite
power cone
power cone optimization
presolve
eliminator
linear dependency check
numerical issues
primal
certificate
,
[1]
feasible
,
[1]
,
[2]
infeasible
,
[1]
,
[2]
,
[3]
,
[4]
problem
,
[1]
,
[2]
solution
,
[1]
primal-dual
problem
,
[1]
solution
problem
dual
,
[1]
,
[2]
feasible
infeasible
,
[1]
,
[2]
load
primal
,
[1]
,
[2]
primal-dual
,
[1]
save
status
unbounded
,
[1]
PTF format
Q
qo1
example
quadratic
constraint
quadratic cone
quadratic objective
example
,
[1]
quadratic optimization
quality
solution
R
relaxation
repair
infeasibility
,
[1]
response code
rotated quadratic cone
S
scaling
semidefinite
cone
infeasibility
matrix
variable
semidefinite optimization
,
[1]
sensitivity analysis
basis type
shadow price
simplex
linear optimization
logging
numerical issues
optimizer
parameter
termination criteria
slippage cost
sol format
solution
basic
dual
file format
integer
integer feasible
interior-point
near-optimal
optimal
primal
,
[1]
primal-dual
quality
retrieve
status
status
problem
solution
symmetric
matrix
T
task format
termination
termination criteria
conic optimization
integer optimization
interior-point
,
[1]
linear optimization
,
[1]
simplex
tolerance
,
[1]
,
[2]
thread
time limit
tolerance
integer optimization
termination criteria
,
[1]
,
[2]
transaction cost
troubleshooting
installation
U
unbounded
problem
,
[1]
user callback
see callback
V
variable
,
[1]
bound
,
[1]
,
[2]
,
[3]
,
[4]
dual
,
[1]
integer
linear optimization
semidefinite
Table of Contents
1 Introduction
2 Contact Information
3 License Agreement
4 Installation
5 Design Overview
6 Optimization Tutorials
7 Solver Interaction Tutorials
8 Debugging Tutorials
9 Advanced Numerical Tutorials
10 Technical guidelines
11 Case Studies
12 Problem Formulation and Solutions
13 Optimizers
14 Additional features
15 Toolbox API Reference
16 Supported File Formats
17 List of examples
18 Interface changes
19 Bibliography
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Optimization Toolbox for MATLAB 9.3.20
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