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Manas Das
Outline
Scilab
Optimization
Outline
Scilab
Optimization
Optim in Scilab
Manas Das
Optimization
Optim in Scilab
Outline
Scilab
Optimization
Todays focus
Scilab is free.
Manas Das
Optimization
Optim in Scilab
Outline
Scilab
Optimization
Todays focus
Scilab is free.
Matrix/loops syntax is similar to Matlab.
Manas Das
Optimization
Optim in Scilab
Outline
Scilab
Optimization
Todays focus
Scilab is free.
Matrix/loops syntax is similar to Matlab.
Scilab provides all basic and many advanced tools.
Manas Das
Optimization
Optim in Scilab
Outline
Scilab
Optimization
Todays focus
Scilab is free.
Matrix/loops syntax is similar to Matlab.
Scilab provides all basic and many advanced tools.
Today: Optimization in Scilab optim command
Manas Das
Optimization
Optim in Scilab
Outline
Scilab
Optimization
Optim in Scilab
Optimization
Manas Das
Optimization
Outline
Scilab
Optimization
Optim in Scilab
min f (x)
x
Manas Das
Optimization
(1)
Outline
Scilab
Optimization
Optim in Scilab
Manas Das
Optimization
Outline
Scilab
Optimization
Example:Maximize
3x1 + x2 + 3x3
for
2x1 + x2 + x3 2
x1 + 2x2 + 3x3 5
2x1 + 2x2 + x3 6
x1, x2, x3 0
Manas Das
Optimization
Optim in Scilab
Outline
Scilab
Optimization
Optim in Scilab
Optimization
Outline
Scilab
Optimization
Example Minimize
T
2
1 T 2 0
f (x) = 2 x
x+
x
0 2
2
for
x1 + x2 2 + 2
-x1 + x2 2
Manas Das
Optimization
Optim in Scilab
Outline
Scilab
Optimization
Optim in Scilab
Manas Das
Optimization
Outline
Scilab
Optimization
Optim in Scilab
Unconstrained Non-linear
Manas Das
Optimization
Outline
Scilab
Optimization
Unconstrained Non-linear
Manas Das
Optimization
Optim in Scilab
Outline
Scilab
Optimization
Optim in Scilab
Manas Das
Optimization
Outline
Scilab
Optimization
Optim in Scilab
Simple example
f (x) = x 2 + 10
g (x) = 2x
Minimize f (x) starting from x0 = 10.
Write a function (example myfunction1.sci) which takes
x, ind as input and returns f , g , ind as output.
Use optim function to minimize.
Answer: fopt = 10, xopt = 0.
Manas Das
Optimization
Outline
Scilab
Optimization
Optim in Scilab
f f f
,
,
]
x1 x2 x3
= [2(x1 x3 ) + 6(x1 + x2 + x3 1) + 2(x1 x3 + 1),
= [
Manas Das
Optimization
Outline
Scilab
Optimization
Optim in Scilab
Exercise plan
Manas Das
Optimization
Outline
Scilab
Optimization
Optim in Scilab
Manas Das
Optimization
Outline
Scilab
Optimization
Manas Das
Optimization
Optim in Scilab
Outline
Scilab
Optimization
Optim in Scilab
Manas Das
Optimization
Outline
Scilab
Optimization
Manas Das
Optimization
Optim in Scilab
Outline
Scilab
Optimization
Optim in Scilab
Optimization
Outline
Scilab
Optimization
Optim in Scilab
References
S. L. Campbell, J.P. Chancelier and R. Nikoukhah, Modeling
and Simulation in Scilab/Scicos, Springer, 2006.
Thank You
Manas Das
Optimization