Symbolic Processing for Optimization in Matlab

Per Rutquist


Wednesday, February 03, 2016, 14:00

Room 02-012, Georges-Köhler Allee 102, Freiburg 79110, Germany

TomSym is a symbolic manipulation package which is part of the TOMLAB optimization software suite. It simplifies the work of defining optimization problems by automatically generating derivatives, m-code and other things needed for the numeric solvers to work as efficiently as possible.

PROPT is a module which facilitates pseudospectral collocation, allowing ODEs and DAEs to be included as constraints in the problem formulation. The most interesting part of developing these modules has been the interaction with users of the software, most of whom are not experts in optimization.

The subject of this talk will be:

• An introduction TomSym and PROPT, and how to use them.

• Some thoughts about the development of symbolic interfaces.

• Common pitfalls in formulating optimization problems.

• A comparison to the Symbolic Toolbox from the Mathworks.

• Lessons learned.