Dr. Loren Shure, a principal MATLAB developer gave a talk on Solving Optimization Problems using Matlab on 25 September.
She spoke about the different tools available for optimization in MATLAB and demonstrated how one can use Optimization Tool box and Global Optimization Tool box to solve a wide variety of optimization problems. Loren also spoke about the best practices for setting up and solving optimization problems, as well as how to speed up optimizations with parallel computing. She also spoke about:
-Solving linear, non-linear, and mixed-integer optimization problems in MATLAB
-Finding better solutions to multiple minima and non-smooth problems using global optimization
-Using symbolic math for setting up problems and automatically calculating gradients
-Using parallel computing to speed up optimization problems
Loren is a principal MATLAB developer and has worked at MathWorks for nearly 30 years. She has co-authored several MathWorks products in addition to adding core functionality to MATLAB. She is currently part of the Application Engineering team, enabling Loren to spend more time and energy working with customers.
She graduated from MIT with a B.Sc in physics and has a Ph.D in Marine Geophysics from the University of California, San Diego, Scripps Institution of Oceanography. Loren writes about MATLAB on her blog, The Art of MATLAB.