The TOMLAB Optimization Environment

The TOMLAB Optimization Environment is a powerful optimization tool in MATLAB, which incooperates many results from the last 40 years of research in the field. More than 70 different algorithms for linear, discrete, global and nonlinear optimization are implemented in TOMLAB, and a large number of C and Fortran solvers are also fully integrated. The environment is call-compatible with Math-Works’ Optimization Toolbox, and supports problems formulated in AMPL. This chapter discusses the design and contents of TOMLAB, and examplifies its usage on a practical optimization problem. The objective is to present the overall design and describe how to efficiently model a problem in TOMLAB using the standard structures and assign statements. More information about TOMLAB is available at URL: http: //tomlab. BIZ.