Our primary platform for this course is Matlab. Most installations of Matlab include also Optimization Toolbox. Certainly the all-campus installation does.

Other than that we will use CVX, which is a free toolbox developed by Michael Grant and Stephen Boyd from Stanford University. Install the toolbox on your computer.

You may also want to install OPTI Toolbox. This is actually an interface to a bunch of commercial and free & open source optimization solvers. A wide selection of the latter are bundled with the toolbox. This is very convenient, otherwise you would have to download all the individual solvers from their respective web pages and install them separately. And there are really a lot of them. An unpleasant property of this toolbox is that all the solvers are only compiled for Windows platforms. EDIT: development and maintenance of OPTI Toolbox has ceased.

Naposledy změněno: úterý, 16. února 2021, 17.52