Tutorial on MATLAB and Python for Optimization

Matlab and Python can both be used to solve optimization problems. In Matlab, functions like fmincon can be used to find the minimum of an objective function. Python has a variety of optimization libraries, such as SciPy, CVXOPT, Pyomo, and Gekko which can be used to solve both linear and nonlinear optimization problems. Additionally, Python also has packages like scikit-optimize for hyperparameter tuning, which can be used to optimize the parameters of an optimizer.

The two packages used throughout this course are the APMonitor Optimization Suite (APM MATLAB or APM Python) and the more recent Python GEKKO package (see GEKKO Documentation).

Python GEKKO