TOMLAB

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TOMLAB
Developed by	Tomlab Optimization Inc.
Latest release	6.1 / 11 June 2008
Written in	MATLAB (FORTRAN, C)
OS	Windows 32/64-bit, Linux 32/64-bit and Mac OS X (Intel)
Size	23 MB (Windows)
Development status	Active
Genre	Technical computing
License	Proprietary
Website	TOMLAB product page

The TOMLAB Optimization Environment is a platform for solving applied optimization problems in MATLAB.

1 Description
2 Optimization problems supported
3 Additional features
4 Further details
5 References
6 External links

[edit] Description

TOMLAB is a general purpose development environment in MATLAB for research, teaching and practical solution of optimization problems. It enables a wider range of problems to be solved in MATLAB and provides many additional solvers.

[edit] Optimization problems supported

TOMLAB handles a wide range of problem types, among them:
- Linear programming
- Quadratic programming
- Nonlinear programming
- Mixed-integer programming
- Mixed-integer quadratic programming with or without convex quadratic constraints
- Mixed-integer nonlinear programming
- Linear and nonlinear least squares with L1, L2 and infinity norm
- Exponential data fitting
- Global optimization
- Semi-definite programming problem with bilinear matrix inequalities
- Constrained goal attainment
- Geometric programming
- Genetic programming
- Costly or expensive black-box global optimization
- Nonlinear complementarity problems

[edit] Additional features

TOMLAB supports more areas than general optimization, for example:
- Optimal control with PROPT and SOCS
- Automatic differentiation with MAD
- Interface to AMPL

[edit] Further details

It makes it possible to use solvers like CPLEX, SNOPT and KNITRO with one single model formulation. The solvers handle everything from linear programming and integer programming to global optimization.

An interface to AMPL makes it possible to formulate the problem in an algebraic format. The MATLAB Compiler enables the user to build standalone solutions. Sister products are available for LabVIEW and Microsoft .NET.

[edit] References

Holmström, Kenneth; Quttineh, Nils-Hassan, Edvall, Marcus M. (2008-02-07). An adaptive radial basis algorithm {(ARBF)} for expensive black-box mixed-integer constrained global optimization. Journal of Optimization and Engineering. DOI:10.1007/s11081-008-9037-3. ISSN 1389-4420.

Holmström, Kenneth (2007-11-07). An adaptive radial basis algorithm {(ARBF)} for expensive black-box global optimization. Journal of Global Optimization (JOGO). DOI:10.1007/s10898-007-9256-8. ISSN 0925-5001.

Kallrath, Josef; Holmström, Kenneth, Edvall, Marcus M. (2004-02-29). Modeling Languages in Mathematical Optimization (Applied Optimization). Springer. ISBN 1402075472.

Holmström, Kenneth; Edvall, Marcus M., Göran Anders O. (2003-10-21). "TOMLAB - for Large-Scale Robust Optimization" (PDF). . Nordic MATLAB Conference 2003