YALMIP

Installation

If it’s hard, you’re doing it wrong.

Tutorial introduces essentially everything you’ll ever need. The remaining 95% is syntactic sugar.

As easy as it gets. Linear separation with linear norms.

Almost as easy as linear programming. Be careful though, symbolics might start to cause overhead.

Ice-cream cone! Yummy.

Who wudda thought? Optimization over positive definite symmetric matrices is easy.

Optimization with ellipsoids and likelihood functions are typical applications of determinant maximization.

Convex conic optimization over power cones

Convex conic optimization over exponentials and logarithms

Geometric programming. Not about geometry.

YALMIP does not care, but for your own good, think about convexity and structure also in general nonlinear programs.

The holy grail! 60% of the time it works every time.

Undisciplined programming often leads to integer models, but in some cases you have no option.

This tutorial requires MPT.

Bilevel programming using the built-in bilevel solver

Almost nothing is a sum-of-squares, but let’s hope yours is.

The only thing we can be sure of is the lack of certainty.

Moment relaxations allows us to find lower bounds on polynomial optimization problems using semidefinite programming

Learn how to constrain ranks in semidefinite programs