TOMLAB
From NEOS
The TOMLAB Optimization Environment is a platform for modeling and solving applied optimization and optimal control problems in MATLAB.
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Description
TOMLAB is a general purpose development environment in MATLAB for research, teaching and practical solution of optimization problems. It enables a wider range of problems to be solved in MATLAB and provides many additional solvers.
Optimization problems supported
- TOMLAB handles a wide range of problem types, among them:
- Linear programming
- Quadratic programming
- Nonlinear programming
- Mixed-integer programming
- Mixed-integer quadratic programming with or without convex quadratic constraints
- Mixed-integer nonlinear programming
- Linear and nonlinear least squares with L2 and infinity norm
- Exponential data fitting
- Global optimization
- Semi-definite programming problem with bilinear matrix inequalities
- Constrained goal attainment
- Geometric programming
- Genetic programming
- Costly or expensive black-box global optimization
- Nonlinear complementarity problems
Additional features
- TOMLAB supports more areas than general optimization, for example:
- Optimal control with PROPT and SOCS
- Automatic differentiation with MAD
- Interface to AMPL
Further details
It makes it possible to use solvers like CPLEX, SNOPT and KNITRO with one single model formulation. The solvers handle everything from linear programming and integer programming to global optimization.
An interface to AMPL makes it possible to formulate the problem in an algebraic format. The MATLAB Compiler enables the user to build standalone solutions. Sister products are available for LabVIEW and Microsoft .NET.
