OPM, a collection of Optimization Problems in Matlab

OPM is a small collection of CUTEst unconstrained and bound-constrained nonlinear optimization problems, which can be used in Matlab for testing optimization algorithms directly (i.e. without installing additional software). Article Download View OPM, a collection of Optimization Problems in Matlab

Enhancements to the DIDO© Optimal Control Toolbox

In 2020, DIDO© turned 20! The software package emerged in 2001 as a basic, user-friendly MATLAB teaching tool to illustrate the various nuances of Pontryagin’s Principle but quickly rose to prominence in 2007 after NASA announced it had executed a globally optimal maneuver using DIDO. Since then, the toolbox has grown in applications well beyond … Read more

A Derivative-Free and Ready-to-Use NLP Solver for Matlab or Octave

This paper introduces a derivative-free and ready-to-use solver for nonlinear programs with nonlinear equality and inequality constraints (NLPs). Using finite differences and a sequential quadratic programming (SQP) approach, the algorithm aims at finding a local minimizer and no extra attempt is made to generate a globally optimal solution. Due to the use of finite differences, … Read more


SeDuMi 1.05 is an add-on for MATLAB, which lets you solve optimization problems with linear, quadratic and semidefiniteness constraints. It is possible to have complex valued data and variables in SeDuMi. Moreover, large scale optimization problems are solved efficiently, by exploiting sparsity. This paper describes how to work with this toolbox. Citation Optimization Methods and … Read more

SDPT3 – a MATLAB software package for semidefinite-quadratic-linear programming, version 3.0

This software package is a MATLAB implementation of infeasible path-following algorithms for solving conic programming problems whose constraint cone is a product of semidefinite cones, second-order cones, and/or nonnegative orthants. It employs a predictor-corrector primal-dual path-following method, with either the HKM or the NT search direction. The basic code is written in Matlab, but key … Read more