TOMLAB

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The Organization of This Guide

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 describes the input format and modeling environment. The functionality of the modeling engine TomSym is discussed in 4.3 and also in appendix C.

Section 5, Section 6, Section 7 and Section 8 contain examples on the process of defining problems and solving them. All test examples are available as part of the TOMLAB distribution.

Section 9 shows how to setup and define multi layer optimization problems in TOMLAB.

Section 10 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.

Section 12 describes the utility functions that can be used, for example tomRun and SolverList.

Section 13 introduces the different options for derivatives, automatic differentiation.

Section 14 discusses a number of special system features such as partially separable functions and user supplied parameter information for the function computations.

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

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

Appendix F gives some motivation for the development of TOMLAB.

Section 1

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Section 2

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Section 3

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Section 4

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Section 5

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Section 6

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Section 7

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Section 8

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Section 9

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Section 10

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Section 11

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Section 12

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Section 13

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Section 14

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Appendix A

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Appendix B

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Appendix C

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Appendix D

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Appendix E

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Appendix F

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