What Is Optimization Toolbox?

Optimization Toolbox™ provides functions for finding parameters that minimize or maximize objectives while satisfying constraints. The toolbox includes solvers for linear programming (LP), mixed-integer linear programming (MILP), quadratic programming (QP), second-order cone programming (SOCP), nonlinear programming (NLP), constrained linear least squares, nonlinear least squares, and nonlinear equations.

You can define your optimization problem with functions and matrices, either programmatically or with an app. Alternatively, you can use expressions of optimization variables that reflect the underlying mathematics. You can use automatic differentiation of objective and constraint functions for faster and more accurate solutions.