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Version 4.2 (R2009a) Optimization Toolbox Software

This table summarizes what's new in Version 4.2 (R2009a):

New Features and ChangesVersion Compatibility ConsiderationsFixed Bugs and Known ProblemsRelated Documentation at Web Site
Yes
Details below
Yes
Summary
Bug Reports
Includes fixes
None

New features and changes introduced in this version are organized by these topics:

Parallel Gradient Estimation Available in fmincon Interior-Point Algorithm

The fmincon solver's interior-point algorithm can now compute finite differences in parallel in order to speed the estimation of gradients. For details on how to use this parallel gradient estimation, see the Parallel Computing for Optimization chapter in the User's Guide.

Enhanced Exit Messages in Selected Solvers

Solvers print exit messages by default at the end of their runs. The exit messages are different in R2009a for several solvers, and the messages have been enhanced with new functionality. The following sections describe the new features and changes. There is more information in the Exit Flags and Exit Messages section of the User's Guide.

The following solvers have enhanced exit messages:

Links to More Information Window

The enhanced exit messages include hyperlinks within their exit messages. These hyperlinks bring up a window containing further information about the terms used in the exit messages.

Link for More Detail in Command Window

A <stopping criteria details> hyperlink may appear at the end of an exit message, depending on the solver and setting of the Display option. This link causes the solver to print more detail about the exit conditions to the MATLAB Command Window.

New Display Option Values Control Default Detail

There are new values of the Display option to control whether detailed exit messages appear instead of the default (simpler) messages. The new values are:

These settings have the same effect as the corresponding settings without '-detailed', but give detailed exit messages instead of the default exit messages. For solvers without the new exit messages, the '-detailed' options give the same behavior as without '-detailed'.

Messages in Output Structure

For solvers with enhanced exit messages, the message field of the output structure contains both the default (simpler) and the detailed exit messages, separated by a line of text stating Stopping criteria details:. The message field does not contain hyperlinks; it contains only text.

Compatibility Considerations

For solvers with enhanced exit messages, the content of output.message contains many more characters than before. User code that relies on this field may need to be modified in order to display the larger exit message satisfactorily.

Change in linprog Simplex Algorithm

The simplex algorithm of linprog now detects when there is no progress in the solution process. It attempts to continue by performing bound perturbation.

Compatibility Considerations

The simplex algorithm of linprog might arrive at different solutions than before, and can solve more problems than before.

Change in fminunc Exit Flag

One exit flag in the fminunc medium-scale solver was changed from –2 to 5. This flag appears when the solver predicts a change in function value at the next step in its iterations will be less than the TolFun tolerance. This condition can occur at a relative minimum, which should be reported by a positive flag.

Compatibility Considerations

This change might cause users (or code) that examine exit flags to evaluate a result more favorably than previously, since positive exit flags represent normal termination of solvers.

New demos

There are two new demos:

Furthermore, the optimization tutorial demo now shows how to include extra parameters. Run the demo at the MATLAB command line by entering echodemo tutdemo.

  


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