TOMLAB

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Introduction

Overall Design

Overall Design presents the general design of TOMLAB.

Problem Types and Solver Routines

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

Contains 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

Contains 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

Contains 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

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

Multi Layer Optimization

Shows how to setup and define multi layer optimization problems in TOMLAB.

Tomhelp - The Help Program

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

Describes the utility functions that can be used, for example tomRun and SolverList.

Approximation of Derivatives

Introduces the different options for derivatives, automatic differentiation.

Special Notes and Features

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

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

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

This section 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

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

Gives some motivation for the development of TOMLAB.

Appendix G: Performance Tests on Linear Programming Solvers