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Cursos de formación

MLOP: Técnicas de Optimización Basadas en MATLAB

Esta introducción a la optimización aplicada en el entorno de MATLAB se centra en Optimization Toolbox y Global Optimization Toolbox. Se hace hincapié en la identificación y formulación del problema y en la elección de la función de optimización adecuada para resolverlo. También se examinan técnicas generales para la creación de salidas en formato
numérico o gráfico. El curso incluye ejemplos prácticos de una sección transversal de las áreas de aplicación para reforzar conceptos importantes. 

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 Esquema detallado del curso

 

Day 1 of 1
Optimization Fundamentals

Objective: Solving optimization problems effectively relies on an understanding of the basic structure and process of such problems. This chapter uses a hands-on example to introduce terminology and fundamental concepts, with a focus on realizing optimization in the MATLAB environment.

  • What is optimization?
  • Example: Designing a soup can
  • Mathematical problem formulation
  • Visual illustration of the problem
  • Run an optimization using the Optimization Tool
  • Interpret the results
Writing Objective Functions

Objective: This chapter focuses on how the quantity to be optimized can be expressed mathematically in MATLAB. Pros and cons of various implementations are highlighted.

  • The objective function interface
  • Coding guidelines
  • Objective functions as input
  • Function handle data type
  • Handles to function files
  • Anonymous functions
Expressing Constraints

Objective: This chapter discusses how to add constraints to an optimization problem in MATLAB. Different types of constraints are considered, as well as guidelines for efficient implementation.

  • Types of constraints
  • Defining linear constraints
  • Bounds and general linear inequalities
  • Linear equations
  • Defining nonlinear constraints
  • Constraint function interface
  • Coding guidelines
Selecting Solvers and Options

Objective: Selecting the most appropriate algorithm for a given problem is critically important to a successful outcome. This chapter considers the different solvers available in Optimization Toolbox, and their associated options.

  • Algorithm background
  • Choosing the toolbox function
  • Optimization parameters and options
  • Command line functionality
  • Understanding the output
Global Optimization

Objective: Many optimization problems have features that cause classical algorithms to fail or work inefficiently. This chapter introduces the extra solution methods available in Global Optimization Toolbox.

  • Limits of the Optimization Toolbox algorithms
  • Introduction to algorithms in Global Optimization Toolbox
  • Example: global optimization
  • Example: shift scheduling
  • Genetic algorithms in depth
  • Interpretation of results

Prerrequisitos

Fundamentos de MATLAB, o experiencia equivalente utilizando MATLAB. Son útiles conocimientos de algebra lineal y cálculo multivariante.

Duración del curso - 1 day

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