Solver-Based Optimization Problem Setup

Choose solver, define objective function and constraints, compute in parallel

See First Choose Problem-Based or Solver-Based Approach for choosing between problem-based optimization and solver-based optimization.

To represent your optimization problem for solution in this solver-based approach, you generally follow these steps:

• Choose an optimization solver.

• Create an objective function, typically the function you want to minimize.

• Create constraints, if any.

• Set options, or use the default options.

• Call the appropriate solver.

For a basic nonlinear optimization example, see Solve a Constrained Nonlinear Problem, Solver-Based. For a basic mixed-integer linear programming example, see Mixed-Integer Linear Programming Basics: Solver-Based.

Featured Examples