ABSTRACT
In this chapter, we focus on optimization algorithms and MATLAB® programs that implement optimization techniques on practical problems. Presentation of theoretical concepts and derivations of optimization formula as well as rigorous optimization proofs are omitted. Introduction of each optimization algorithm is followed by MATLAB examples to illustrate applications and to provide the reader with an understanding of how the optimization technique works. The main objective of this chapter is to provide readers with various optimization techniques and corresponding MATLAB programs that have already been found, or can potentially be used, for academic or industrial applications. The topics covered in this chapter can be classified as unconstrained optimization, linear programming, constrained optimization, direct search methods, and mixed-integer programming. All the optimization programs presented in this chapter are written without using MATLAB Optimization Toolbox program. MATLAB provides many useful optimization programs, and optimization methods by MATLAB built-in functions are also presented.
