An archive of posts sorted by tag.

alldifferent

Sudoku solver (example)

assign

Supplying initial guesses to warm-start solvers (inside)

Warmstart (command)

Assign (command)

automatic dualization

Automatic dualization (inside)

dualize (command)

Experiment design in system identification (example)

Dualize it: software for automatic primal and dual conversions of conic programs (reference)

avoidance constraints

isoutside (command)

Model predictive control - Hybrid models (example)

bmi

SDP cones in BMIBNB (article)

Bad SDPs and beginner mistakes (article)

Global optimization (tutorial)

Decay rate computation in LTI system (example)

bmibnb

SDP cones in BMIBNB (article)

Global optimization (tutorial)

Envelope approximations for global optimization (inside)

BMIBNB (solver)

big-m

Warning about lousy big-M models (faq)

Logics and integer-programming representations (inside)

Big-M and convex hulls (inside)

bilevel programming

Bilevel programming (tutorial)

Bilevel programming alternatives (example)

solvebilevel (command)

kkt (command)

Practical Bilevel Optimization: Algorithms and Applications (reference)

bilinear matrix inequality

Global optimization (tutorial)

BMIBNB (solver)

Can I solve BMIs without PENBMI or PENLAB? (faq)

Decay rate computation in LTI system (example)

bisection

bisection (command)

Decay rate computation in LTI system (example)

black-box

Sorting with linear programming, or? (example)

blackbox (command)

cdd

CDD hangs (faq)

csdp

CSDP runs but crashes (faq)

cardinality

Nonconvex long-short constraints - 7 ways to count (example)

nnz (command)

Portfolio optimization (example)

classification

Linear programming (tutorial)

Exponential cone programming (tutorial)

common mistakes

Strict inequalities (inside)

I need an inverse in my model (faq)

Warning about lousy big-M models (faq)

Bad SDPs and beginner mistakes (article)

Sparse parameterizations in optimizer objects (inside)

Equalities with uncertainty (inside)

Why is my MILP not finishing (inside)

Debugging nonsymmetric square warning (inside)

Debugging model creation failed (inside)

Debugging unbounded models (inside)

Debugging infeasible models (inside)

Modelling on/off behaviour leads to poor performance (faq)

Constraints evaluates to trivially false (inside)

NaN in model (inside)

Constraints without any variables (inside)

Working with square roots (inside)

compiling

Compiling YALMIP with a solver does not work (faq)

complementarity

complements (command)

KNITRO (solver)

kkt (command)

complex data

Complex-valued problems (inside)

conic programming representable

Nonlinear operators - graphs and conic models (inside)

control

Unit commitment (example)

Model predictive control - Basics (example)

Model predictive control - robust solutions (example)

MAXPLUS control (example)

State feedback design for LPV system (example)

Model predictive control - Hybrid models (example)

Model predictive control - Explicit multi-parametric solution (example)

Model predictive control - LPV models (example)

Model predictive control - LPV models redux (example)

Decay rate computation in LTI system (example)

convex hull

Envelope approximations for global optimization (inside)

Big-M and convex hulls (inside)

hull (command)

Polytopic geometry using YALMIP and MPT (example)

debugging

Infeasible or unbounded (inside)

Debugging numerical problems (inside)

Why is my MILP not finishing (inside)

Debugging nonsymmetric square warning (inside)

Debugging model creation failed (inside)

Debugging unbounded models (inside)

Debugging infeasible models (inside)

NaN in model (inside)

determinant maximization

Determinant maximization (tutorial)

logdet (command)

geomean (command)

det (command)

Experiment design in system identification (example)

Experiment Design for Identification of Nonlinear Gray-box Models with Application to Industrial Robots (reference)

Determinant Maximization with Linear Matrix Inequality Constraints (reference)

distribution

sample (command)

Sample-based robust optimization (example)

dual

Duals from second-order cone or quadratic model (faq)

I solved a MIP and now I cannot extract the duals! (faq)

kkt (command)

Experiment design in system identification (example)

duality

Duals from second-order cone or quadratic model (faq)

Automatic dualization (inside)

I solved a MIP and now I cannot extract the duals! (faq)

dualize (command)

dual (command)

Experiment design in system identification (example)

dynamic programming

Model predictive control - LPV models (example)

Model predictive control - LPV models redux (example)

Explicit MPC for LPV systems: stability and optimality (reference)

envelope

interp1 (command)

Envelope approximations for global optimization (inside)

epigraph

interp1 (command)

Nonlinear operators - graphs and conic models (inside)

YALMIP complains about failing in convexity propagation (faq)

experiment design

Experiment design in system identification (example)

Experiment Design for Identification of Nonlinear Gray-box Models with Application to Industrial Robots (reference)

exponential and logarithmic functions

softplus (command)

mvncdf (command)

Exponential cone programming (tutorial)

lambertw (command)

plog (command)

pexp (command)

logsumexp (command)

logistic (command)

logdet (command)

log (command)

kullbackleibler (command)

expint (command)

erfinv (command)

erfcx (command)

erfc (command)

erf (command)

entropy (command)

crossentropy (command)

exp (command)

exponential cone programming

expcone (command)

Exponential cone programming (tutorial)

Relative entropy optimization and its applications (reference)

exponential cone programming representable

softplus (command)

Nonlinear operators - graphs and conic models (inside)

Nonlinear operators (inside)

lambertw (command)

plog (command)

pexp (command)

logsumexp (command)

logdet (command)

log (command)

kullbackleibler (command)

entropy (command)

exp (command)

exponential cone programming solver

SCS (solver)

MOSEK (solver)

ECOS (solver)

export and import

Extracting low-level data from solvers (inside)

savesdpafile (command)

savecplexlp (command)

saveampl (command)

export (command)

loadsedumidata (command)

loadsdpafile (command)

fmincon

fmincon crashes (faq)

finance

Nonconvex long-short constraints - 7 ways to count (example)

Portfolio optimization (example)

first-order solver

SCS (solver)

gevp

How do I solve generalized eigenvalue problems (like gevp in LMILAB)? (faq)

Decay rate computation in LTI system (example)

generalized eigenvalue problem

How do I solve generalized eigenvalue problems (like gevp in LMILAB)? (faq)

Decay rate computation in LTI system (example)

geometric programming

Geometric programming (tutorial)

I have problems solving a geometric program (faq)

geometric programming solver

GPPOSY (solver)

geometry

Star-convex polygons (example)

Polytopic geometry using YALMIP and MPT (example)

global optimization

SDP cones in BMIBNB (article)

Nonconvex quadratic programming comparisons (example)

Nonconvex quadratic programming and moments: 10 years later (article)

Moment relaxations (tutorial)

Global optimization (tutorial)

Envelope approximations for global optimization (inside)

cut (command)

Computability of global solutions to factorable nonconvex programs: Part I --- Convex underestimating problems (reference)

global solver

SWARM (solver)

SPARSEPOP (solver)

SCIP (solver)

QUADPROGBB (solver)

MOMENT (solver)

KKTQP (solver)

BMIBNB (solver)

BARON (solver)

hypograph

interp1 (command)

Nonlinear operators - graphs and conic models (inside)

YALMIP complains about failing in convexity propagation (faq)

implies

Warning about lousy big-M models (faq)

Modelling if-else-end statements (example)

initial

Supplying initial guesses to warm-start solvers (inside)

Warmstart (command)

Assign (command)

integer programming

Integrating piecewise affine functions (example)

Modelling if-else-end statements (example)

Why is my MILP not finishing (inside)

Nonconvex QP via piecewise affine models (example)

The CUTSDP solver explained (inside)

Nonconvex long-short constraints - 7 ways to count (example)

Logics and integer-programming representations (inside)

Integer programming (tutorial)

Big-M and convex hulls (inside)

I solved a MIP and now I cannot extract the duals! (faq)

sos2 (command)

semivar (command)

intvar (command)

integer (command)

binvar (command)

binmodel (command)

binary (command)

Unit commitment (example)

Sudoku solver (example)

Portfolio optimization (example)

MAXPLUS control (example)

Model predictive control - Hybrid models (example)

Experiment design in system identification (example)

integer programming representable

sign (command)

complements (command)

interp2 (command)

interp1 (command)

Nonlinear operators - integer models (inside)

Nonlinear operators (inside)

find (command)

sort (command)

round (command)

rem (command)

norm (command)

nnz (command)

nchoosek (command)

mod (command)

min (command)

median (command)

max (command)

floor (command)

ceil (command)

abs (command)

fix (command)

interp1

Integrating piecewise affine functions (example)

Star-convex polygons (example)

Nonconvex QP via piecewise affine models (example)

inverse

I need an inverse in my model (faq)

kkt

Nonconvex quadratic programming comparisons (example)

KKTQP (solver)

Bilevel programming alternatives (example)

kkt (command)

Nonconvex quadratic programming (article)

kktqp

Nonconvex quadratic programming comparisons (example)

KKTQP (solver)

Nonconvex quadratic programming (article)

lmilab

I already have LMILAB and LINPROG installed, do I need any other solver? (faq)

large-scale quadratic programming

Quadratic programming (tutorial)

linear programming

Sorting with linear programming, or? (example)

Designing polynomials (example)

Linear programming (tutorial)

linear programming representable

Nonlinear operators - graphs and conic models (inside)

Nonlinear operators (inside)

sumk (command)

sumabsk (command)

min (command)

max (command)

abs (command)

linear programming solver

COPT (solver)

XPRESS (solver)

MOSEK (solver)

LINPROG (solver)

GUROBI (solver)

CPLEX (solver)

CDD (solver)

REFINER (solver)

logic programming

isoutside (command)

Integrating piecewise affine functions (example)

Modelling if-else-end statements (example)

Why is my MILP not finishing (inside)

Nonconvex long-short constraints - 7 ways to count (example)

sign (command)

Logics and integer-programming representations (inside)

Big-M and convex hulls (inside)

find (command)

sos2 (command)

sort (command)

semivar (command)

round (command)

rem (command)

nnz (command)

nchoosek (command)

mod (command)

median (command)

ismember (command)

implies (command)

iff (command)

floor (command)

ceil (command)

binmodel (command)

alldifferent (command)

fix (command)

Unit commitment (example)

Sudoku solver (example)

logic progrmming

Integer programming (tutorial)

logistic regression

Exponential cone programming (tutorial)

logsumexp (command)

low-level

Debugging unknown error (inside)

see (command)

recover (command)

getbasematrix (command)

getbase (command)

depends (command)

allvariables (command)

getbasis (command)

getbase (command)

getvariables (command)

recover (command)

quaddecomp (command)

Extracting low-level data from solvers (inside)

lyapunov

Bad SDPs and beginner mistakes (article)

mpc

Simulink models with YALMIP components (example)

Model predictive control - Basics (example)

Model predictive control - robust solutions (example)

Model predictive control - Hybrid models (example)

Model predictive control - Explicit multi-parametric solution (example)

Model predictive control - LPV models (example)

Model predictive control - LPV models redux (example)

Explicit MPC for LPV systems: stability and optimality (reference)

Approximations of closed-loop MPC (reference)

mpt

Polytopic geometry using YALMIP and MPT (example)

mixed-integer conic programming solver

COPT (solver)

The CUTSDP solver explained (inside)

XPRESS (solver)

MOSEK (solver)

GUROBI (solver)

CUTSDP (solver)

CPLEX (solver)

BNB (solver)

mixed-integer convex programming solver

BNB (solver)

mixed-integer linear programming solver

COPT (solver)

XPRESS (solver)

SCIP (solver)

MOSEK (solver)

LPSOLVE (solver)

INTLINPROG (solver)

GUROBI (solver)

GLPK (solver)

CPLEX (solver)

CBC (solver)

BNB (solver)

mixed-integer nonlinear convex programming solver

BONMIN (solver)

BNB (solver)

mixed-integer nonlinear nonconvex programming solver

SCIP (solver)

BMIBNB (solver)

BARON (solver)

mixed-integer quadratic programming solver

COPT (solver)

XPRESS (solver)

SCIP (solver)

MOSEK (solver)

GUROBI (solver)

CPLEX (solver)

BNB (solver)

mixed-integer second-order cone programming solver

COPT (solver)

XPRESS (solver)

MOSEK (solver)

GUROBI (solver)

CPLEX (solver)

moment relaxations

Nonconvex quadratic programming comparisons (example)

Nonconvex quadratic programming and moments: 10 years later (article)

Moment relaxations (tutorial)

SPARSEPOP (solver)

MOMENT (solver)

solvemoment (command)

momentmodel (command)

Nonconvex quadratic programming (article)

Global optimization with polynomials and the problem of moments (reference)

multi-parametric programming

Multiparametric programming (tutorial)

Bilevel programming alternatives (example)

solvemp (command)

Model predictive control - robust solutions (example)

Portfolio optimization (example)

Model predictive control - Explicit multi-parametric solution (example)

Explicit MPC for LPV systems: stability and optimality (reference)

multi-parametric programming solver

POP (solver)

MPT (solver)

multiobjective programming

Multi-objective problems in YALMIP (inside)

nonconvex programming

Moment relaxations (tutorial)

Global optimization (tutorial)

Envelope approximations for global optimization (inside)

nonconvex quadratic programming

Integrating piecewise affine functions (example)

Nonconvex quadratic programming comparisons (example)

Nonconvex quadratic programming and moments: 10 years later (article)

Nonconvex QP via piecewise affine models (example)

Moment relaxations (tutorial)

Global optimization (tutorial)

Nonconvex quadratic programming (article)

nonconvex quadratic programming solver

SCIP (solver)

QUADPROGBB (solver)

KKTQP (solver)

GUROBI (solver)

CPLEX (solver)

BMIBNB (solver)

BARON (solver)

nonlinear programming

Sorting with linear programming, or? (example)

nonlinear programming solver

SNOPT (solver)

NOMAD (solver)

KNITRO (solver)

IPOPT (solver)

FMINCON (solver)

FILTERSD (solver)

BONMIN (solver)

BARON (solver)

nonlinear semidefinite programming

SDP cones in BMIBNB (article)

Bad SDPs and beginner mistakes (article)

Global optimization (tutorial)

BMIBNB (solver)

nonlinear semidefinite programming solver

PENLAB (solver)

PENBMI (solver)

norm

YALMIP complains about failing in convexity propagation (faq)

octave

Octave support in YALMIP (article)

optimizer

Sparse parameterizations in optimizer objects (inside)

Extensions on the optimizer (inside)

Sample-based robust optimization (example)

Model predictive control - Basics (example)

Portfolio optimization (example)

options

How can I run the solver in silent mode (turn off display) (faq)

How do I change options or parameters in solvers? (faq)

Warmstart (command)

sdpsettings (command)

Assign (command)

performance

It is so slow! (faq)

piecewise affine function

Integrating piecewise affine functions (example)

interp1 (command)

sos2 (command)

planning

Unit commitment (example)

polynomial programming

Sum-of-squares programming (tutorial)

Global optimization (tutorial)

sosmodel (command)

solvesos (command)

solvemoment (command)

Pre- and post-processing sum-of-squares programs (example)

Global optimization with polynomials and the problem of moments (reference)

polynomials

Designing polynomials (example)

Sum-of-squares programming (tutorial)

Moment relaxations (tutorial)

replace (command)

polynomial (command)

monolist (command)

linearize (command)

jacobian (command)

int (command)

hessian (command)

degree (command)

coefficients (command)

polytopes

isoutside (command)

polytope (command)

vertex (command)

Star-convex polygons (example)

Big-M and convex hulls (inside)

chebyball (command)

ismember (command)

boundingbox (command)

Polytopic geometry using YALMIP and MPT (example)

portfolio optimization

Multi-objective problems in YALMIP (inside)

Nonconvex long-short constraints - 7 ways to count (example)

Portfolio optimization (example)

power cone programming

Power cone programming (tutorial)

pcone (command)

power cone programming solver

MOSEK (solver)

power cone representable

pnorm (command)

quadratic programming

Designing polynomials (example)

Nonconvex QP via piecewise affine models (example)

Quadratic programming (tutorial)

Model predictive control - Basics (example)

Portfolio optimization (example)

quadratic programming solver

COPT (solver)

DAQP (solver)

OSQP (solver)

XPRESS (solver)

QUADPROGBB (solver)

QUADPROG (solver)

QSOPT (solver)

QPOASES (solver)

QPC (solver)

OPQP (solver)

MOSEK (solver)

GUROBI (solver)

CPLEX (solver)

quasi-convex

BISECTION (solver)

bisection (command)

Decay rate computation in LTI system (example)

random

sample (command)

Sample-based robust optimization (example)

rank constrained semidefinite programming solver

LMIRANK (solver)

rank optimization

Rank constrained semidefinite programming problems (tutorial)

A Newton-like method for solving rank constrained linear matrix inequalities (reference)

regression

Modelling if-else-end statements (example)

Second order cone programming (tutorial)

Quadratic programming (tutorial)

relative entropy programming

Exponential cone programming (tutorial)

release

New release R20230622 (article)

New release R20230609 (article)

New release R20210331 (article)

New release R20200930 (article)

New release R20200116 (article)

New release R20190425 (article)

New release R20181012 (article)

New release R20180926 (article)

New release R20180817 (article)

New release R20180612 (article)

New release R20180413 (article)

New release R20180209 (article)

New release R20171121 (article)

New release R20171018 (article)

New release R20170921 (article)

New release R20170915 (article)

New release R20170818 (article)

New release R20170626 (article)

New release R20170624 (article)

New release R20170622 (article)

New release R20160930 (article)

New release R20160923 (article)

robust optimization

Equalities with uncertainty (inside)

sample (command)

Parameterizing the uncertainty set in robust optimization (inside)

Robust optimization (tutorial)

uncertain (command)

robustmodel (command)

dilate (command)

Model predictive control - robust solutions (example)

State feedback design for LPV system (example)

Worst-case norms of matrices (article)

Automatic robust convex programming (reference)

Approximations of closed-loop MPC (reference)

scenario optimization

Sample-based robust optimization (example)

second-order cone programming

Second order cone programming (tutorial)

second-order cone programming representable

invpos (command)

hinge (command)

harmmean (command)

Nonlinear operators - graphs and conic models (inside)

Nonlinear operators (inside)

Square root does not work as I expect it to (faq)

sqrt (command)

rcone (command)

norm (command)

huber (command)

geomean (command)

cpower (command)

cone (command)

pnorm (command)

Working with square roots (inside)

second-order cone programming solver

COPT (solver)

CONEPROG (solver)

SDPT3 (solver)

XPRESS (solver)

SEDUMI (solver)

MOSEK (solver)

GUROBI (solver)

ECOS (solver)

CPLEX (solver)

semidefinite programming

SDP cones in BMIBNB (article)

Bad SDPs and beginner mistakes (article)

Nonconvex quadratic programming comparisons (example)

Designing polynomials (example)

The CUTSDP solver explained (inside)

Sum-of-squares programming (tutorial)

Semidefinite programming (tutorial)

Rank constrained semidefinite programming problems (tutorial)

Moment relaxations (tutorial)

Determinant maximization (tutorial)

Can I solve BMIs without PENBMI or PENLAB? (faq)

unblkdiag (command)

rank (command)

dissect (command)

bisection (command)

Pre- and post-processing sum-of-squares programs (example)

State feedback design for LPV system (example)

Experiment design in system identification (example)

Decay rate computation in LTI system (example)

Nonconvex quadratic programming (article)

Linear matrix inequalities in system and control theory (reference)

semidefinite programming representable

Nonlinear operators - graphs and conic models (inside)

Nonlinear operators (inside)

sumk (command)

sumabsk (command)

norm (command)

logdet (command)

geomean (command)

semidefinite programming solver

COPT (solver)

SDPNAL (solver)

CDCS (solver)

SDPT3 (solver)

SPARSECOLO (solver)

SEDUMI (solver)

SDPLR (solver)

SDPA (solver)

SCS (solver)

PENSDP (solver)

MOSEK (solver)

LOGDETPPA (solver)

LMILAB (solver)

DSDP (solver)

CSDP (solver)

BISECTION (solver)

semidefinite relaxations

MOMENT (solver)

sosmodel (command)

solvesos (command)

solvemoment (command)

momentmodel (command)

Global optimization with polynomials and the problem of moments (reference)

Determinant Maximization with Linear Matrix Inequality Constraints (reference)

simulation

Simulink models with YALMIP components (example)

Unit commitment (example)

Model predictive control - Basics (example)

YALMIP and Simulink (article)

simulink

Simulink models with YALMIP components (example)

YALMIP and Simulink (article)

solvebilevel

Bilevel programming alternatives (example)

sort

Sorting with linear programming, or? (example)

sos2

Star-convex polygons (example)

Nonconvex QP via piecewise affine models (example)

interp2 (command)

interp1 (command)

sos2 (command)

special ordered set

Star-convex polygons (example)

interp2 (command)

interp1 (command)

sos2 (command)

sqrt

YALMIP complains about failing in convexity propagation (faq)

square root

Square root does not work as I expect it to (faq)

star-convexity

Star-convex polygons (example)

sum-of-squares programming

Designing polynomials (example)

Sum-of-squares programming (tutorial)

sosmodel (command)

sosd (command)

sos (command)

solvesos (command)

Pre- and post-processing sum-of-squares programs (example)

Strictly feasible sum-of-squares solutions (article)

Pre- and Post-Processing Sum-of-Squares Programs in Practice (reference)

An inequality for circle packings proved by semidefinite programming (reference)

Semidefinite programming relaxations for semialgebraic problems (reference)

tricks

Sparse parameterizations in optimizer objects (inside)

tropical algebra

MAXPLUS control (example)

uncertain

sample (command)

uncertainty

Equalities with uncertainty (inside)

Parameterizing the uncertainty set in robust optimization (inside)

warm-start

Supplying initial guesses to warm-start solvers (inside)

Warmstart (command)

Assign (command)

yalmip

Automatic robust convex programming (reference)

Dualize it: software for automatic primal and dual conversions of conic programs (reference)

Pre- and Post-Processing Sum-of-Squares Programs in Practice (reference)

YALMIP : A Toolbox for Modeling and Optimization in MATLAB (reference)

big-m

isoutside (command)

ismember (command)