TOMLAB: Difference between revisions

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==Introduction==
==Introduction==
   
   
*[[Users Guide Introduction|Introduction]]
*[[TOMLAB Introduction|Introduction]]


==Overall Design==
==Overall Design==
Overall Design presents the general design of TOMLAB.
Overall Design presents the general design of TOMLAB.
*[[Users Guide Overall Design|Overall Design]]
*[[TOMLAB  Overall Design|Overall Design]]


==Problem Types and Solver Routines==
==Problem Types and Solver Routines==
This section contains strict mathematical definitions of the optimization problem types.  All solver routines available in TOMLAB  are described.
This section contains strict mathematical definitions of the optimization problem types.  All solver routines available in TOMLAB  are described.
*[[Users Guide Problem Types and Solver Routines|Problem Types and Solver Routines]]
*[[TOMLAB  Problem Types and Solver Routines|Problem Types and Solver Routines]]


==Defining Problems in TOMLAB==
==Defining Problems in TOMLAB==
*[[Users Guide Defining Problems in TOMLAB|Defining Problems in TOMLAB]]
*[[TOMLAB  Defining Problems in TOMLAB|Defining Problems in TOMLAB]]


==Solving Linear, Quadratic and Integer Programming Problems==
==Solving Linear, Quadratic and Integer Programming Problems==
This section contain examples on the process of defining problems and solving them. All test examples are available as part of the TOMLAB distribution.  
This section contain examples on the process of defining problems and solving them. All test examples are available as part of the TOMLAB distribution.  
*[[Users Guide Solving Linear Quadratic and Integer Programming Problems|Solving Linear, Quadratic and Integer Programming Problems]]
*[[TOMLAB  Solving Linear Quadratic and Integer Programming Problems|Solving Linear, Quadratic and Integer Programming Problems]]


==Solving Unconstrained and Constrained Optimization Problems==
==Solving Unconstrained and Constrained Optimization Problems==
This section contain examples on the process of defining problems and solving them. All test examples are available as part of the TOMLAB distribution.  
This section contain examples on the process of defining problems and solving them. All test examples are available as part of the TOMLAB distribution.  
*[[Users Guide Solving Unconstrained and Constrained Optimization Problems|Solving Unconstrained and Constrained Optimization Problems]]
*[[TOMLAB  Solving Unconstrained and Constrained Optimization Problems|Solving Unconstrained and Constrained Optimization Problems]]


==Solving Global Optimization Problems==
==Solving Global Optimization Problems==
Line 30: Line 30:
==Solving Least Squares and Parameter Estimation Problems==
==Solving Least Squares and Parameter Estimation Problems==
This section contain examples on the process of defining problems and solving them. All test examples are available as part of the TOMLAB distribution.  
This section contain examples on the process of defining problems and solving them. All test examples are available as part of the TOMLAB distribution.  
*[[Users Guide Solving Least Squares and Parameter Estimation Problems|Solving Least Squares and Parameter Estimation Problems]]
*[[TOMLAB Solving Least Squares and Parameter Estimation Problems|Solving Least Squares and Parameter Estimation Problems]]


==Multi Layer Optimization==
==Multi Layer Optimization==
This section shows to setup and define multi layer optimization problems in TOMLAB.  
This section shows to setup and define multi layer optimization problems in TOMLAB.  
*[[Users Guide Multi Layer Optimization|Multi Layer Optimization]]
*[[TOMLAB Multi Layer Optimization|Multi Layer Optimization]]


==Tomhelp - The Help Program==
==Tomhelp - The Help Program==
This section contains detailed descriptions of many of the functions in TOMLAB. The TOM solvers, originally developed by the Applied Optimization and Modeling (TOM) group, are described together with TOMLAB driver routine and utility functions. Other solvers, like the Stanford Optimization Laboratory (SOL) solvers are not described, but documentation is available for each solver.  
This section contains detailed descriptions of many of the functions in TOMLAB. The TOM solvers, originally developed by the Applied Optimization and Modeling (TOM) group, are described together with TOMLAB driver routine and utility functions. Other solvers, like the Stanford Optimization Laboratory (SOL) solvers are not described, but documentation is available for each solver.  
*[[Users Guide TomHelp|Tomhelp - The Help Program]]
*[[TOMLAB TomHelp|Tomhelp - The Help Program]]


==TOMLAB Solver Reference==
==TOMLAB Solver Reference==


*[[Users Guide TOMLAB Solver Reference|TOMLAB Solver Reference]]
*[[TOMLAB Solver Reference]]


==TOMLAB Utility Functions==
==TOMLAB Utility Functions==
This section describes the utility functions that can be used, for example tomRun and SolverList.
This section describes the utility functions that can be used, for example tomRun and SolverList.


*[[Users Guide TOMLAB Utility Functions|TOMLAB Utility Functions]]
*[[TOMLAB Utility Functions]]


==Approximation of Derivatives==
==Approximation of Derivatives==
This section introduces the different options for derivatives, automatic differentiation.  
This section introduces the different options for derivatives, automatic differentiation.  


*[[Users Guide Approximation of Derivatives|Approximation of Derivatives]]
*[[TOMLAB Approximation of Derivatives|Approximation of Derivatives]]


==Special Notes and Features==
==Special Notes and Features==
This section discusses a number of special system features such as partially separable functions and user supplied parameter information for the function computations.  
This section discusses a number of special system features such as partially separable functions and user supplied parameter information for the function computations.  
*[[Users Guide Special Notes and Features|Special Notes and Features]]
*[[TOMLAB Special Notes and Features|Special Notes and Features]]


==Appendix A: Prob - the Input Problem Structure==
==Appendix A: Prob - the Input Problem Structure==
Appendix A contains tables describing all elements defined in the problem structure. Some subfields are either empty, or filled with information if the particular type of optimization problem is defined. To be able to set different parameter options for the optimization solution, and change problem dependent information, the user should consult the tables in this Appendix.  
Appendix A contains tables describing all elements defined in the problem structure. Some subfields are either empty, or filled with information if the particular type of optimization problem is defined. To be able to set different parameter options for the optimization solution, and change problem dependent information, the user should consult the tables in this Appendix.  


*[[Users Guide Appendix A|Appendix A: Prob - the Input Problem Structure]]
*[[TOMLAB Appendix A|Appendix A: Prob - the Input Problem Structure]]


==Appendix B: Result - the Output Result Structure==
==Appendix B: Result - the Output Result Structure==
This Appendix contains tables describing all elements defined in the output result structure returned from all solvers and driver routines.  
This Appendix contains tables describing all elements defined in the output result structure returned from all solvers and driver routines.  
*[[Users Guide Appendix B|Appendix B: Result - the Output Result Structure]]
*[[TOMLAB Appendix B|Appendix B: Result - the Output Result Structure]]


==Appendix C: TomSym - the Modeling Engine==
==Appendix C: TomSym - the Modeling Engine==
*[[Users Guide Appendix C|Appendix C: TomSym - the Modeling Engine]]
*[[TOMLAB Appendix C|Appendix C: TomSym - the Modeling Engine]]


==Appendix D: Global Variables and Recursive Calls==
==Appendix D: Global Variables and Recursive Calls==
Appendix D is concerned with the global variables used in TOMLAB and routines for handling important global variables enabling recursive calls of any depth.  
Appendix D is concerned with the global variables used in TOMLAB and routines for handling important global variables enabling recursive calls of any depth.  
*[[Users Guide Appendix D|Appendix D: Global Variables and Recursive Calls]]
*[[TOMLAB Appendix D|Appendix D: Global Variables and Recursive Calls]]


==Appendix E: External Interfaces==
==Appendix E: External Interfaces==
This Appendix describes the available set of interfaces to other optimization software, such as CUTE, AMPL, and The Mathworks' Optimization Toolbox.  
This Appendix describes the available set of interfaces to other optimization software, such as CUTE, AMPL, and The Mathworks' Optimization Toolbox.  
*[[Users Guide Appendix E|Appendix E: External Interfaces]]
*[[TOMLAB Appendix E|Appendix E: External Interfaces]]


==Appendix F: Motivation and Background to TOMLAB==
==Appendix F: Motivation and Background to TOMLAB==
Appendix F gives some motivation for the development of TOMLAB.  
Appendix F gives some motivation for the development of TOMLAB.  
*[[Users Guide Appendix F|Appendix F: Motivation and Background to TOMLAB]]
*[[TOMLAB Appendix F|Appendix F: Motivation and Background to TOMLAB]]


==Appendix G: Performance Tests on Linear Programming Solvers==
==Appendix G: Performance Tests on Linear Programming Solvers==
*[[Users Guide Appendix G|Appendix G: Performance Tests on Linear Programming Solvers]]
*[[TOMLAB Appendix G|Appendix G: Performance Tests on Linear Programming Solvers]]

Revision as of 10:43, 8 July 2011


Introduction

Overall Design

Overall Design presents the general design of TOMLAB.

Problem Types and Solver Routines

This section contains strict mathematical definitions of the optimization problem types. All solver routines available in TOMLAB are described.

Defining Problems in TOMLAB

Solving Linear, Quadratic and Integer Programming Problems

This section contain examples on the process of defining problems and solving them. All test examples are available as part of the TOMLAB distribution.

Solving Unconstrained and Constrained Optimization Problems

This section contain examples on the process of defining problems and solving them. All test examples are available as part of the TOMLAB distribution.

Solving Global Optimization Problems

This section contain examples on the process of defining problems and solving them. All test examples are available as part of the TOMLAB distribution.

Solving Least Squares and Parameter Estimation Problems

This section contain examples on the process of defining problems and solving them. All test examples are available as part of the TOMLAB distribution.

Multi Layer Optimization

This section shows to setup and define multi layer optimization problems in TOMLAB.

Tomhelp - The Help Program

This section contains detailed descriptions of many of the functions in TOMLAB. The TOM solvers, originally developed by the Applied Optimization and Modeling (TOM) group, are described together with TOMLAB driver routine and utility functions. Other solvers, like the Stanford Optimization Laboratory (SOL) solvers are not described, but documentation is available for each solver.

TOMLAB Solver Reference

TOMLAB Utility Functions

This section describes the utility functions that can be used, for example tomRun and SolverList.

Approximation of Derivatives

This section introduces the different options for derivatives, automatic differentiation.

Special Notes and Features

This section discusses a number of special system features such as partially separable functions and user supplied parameter information for the function computations.

Appendix A: Prob - the Input Problem Structure

Appendix A contains tables describing all elements defined in the problem structure. Some subfields are either empty, or filled with information if the particular type of optimization problem is defined. To be able to set different parameter options for the optimization solution, and change problem dependent information, the user should consult the tables in this Appendix.

Appendix B: Result - the Output Result Structure

This Appendix contains tables describing all elements defined in the output result structure returned from all solvers and driver routines.

Appendix C: TomSym - the Modeling Engine

Appendix D: Global Variables and Recursive Calls

Appendix D is concerned with the global variables used in TOMLAB and routines for handling important global variables enabling recursive calls of any depth.

Appendix E: External Interfaces

This Appendix describes the available set of interfaces to other optimization software, such as CUTE, AMPL, and The Mathworks' Optimization Toolbox.

Appendix F: Motivation and Background to TOMLAB

Appendix F gives some motivation for the development of TOMLAB.

Appendix G: Performance Tests on Linear Programming Solvers