MATLAB OPTIMIZATION TOOLBOX - RELEASE NOTES User Manual download pdf (Page 20)

R2014a

3-2

Mixed-integer linear programming solver

The intlinprog function solves mixed-integer linear programming problems. For more

information, see the reference page and the documentation.

There are several new featured examples of mixed-integer linear programming:

• Factory, Warehouse, Sales Allocation Model

• Travelling Salesman Problem

• Solve Sudoku Puzzles Via Integer Programming

Currently, you cannot run intlinprog in the Optimization app.

New default algorithms in fmincon and quadprog

When you do not specify an algorithm, fmincon and quadprog default to different

algorithms than before. Usually, the new algorithms are faster and more robust than the

algorithms they replace.

Solver Previous Default Algorithm New Default Algorithm

fmincon 'trust-region-

reflective'

'interior-point'

quadprog 'trust-region-

reflective'

'interior-point-

convex'

Compatibility Considerations

Solvers can produce different results than before. To reproduce previous results, set the

Algorithm option with optimoptions.

options = optimoptions('fmincon','Algorithm','trust-region-reflective');

% or

options = optimoptions('quadprog','Algorithm','trust-region-reflective');

Be sure to pass options in your function call.

x = fmincon(fun,x0,A,b,Aeq,beq,lb,ub,nlcon,options)

% or

x = quadprog(H,f,A,b,Aeq,beq,lb,ub,x0,options)

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MATLAB OPTIMIZATION TOOLBOX - RELEASE NOTES User Manual Page 20