TomSym

The TomSymMATLAB symbolic modeling engine is a platform for modeling applied optimization and optimal control problems.

TomSym is complete modeling environment in Matlab with support for most built-in mathematical operators in Matlab. It is a combined modeling, compilation and interface to the TOMLAB solvers. The matrix derivative of a matrix function is a fourth rank tensor - that is, a matrix each of whose entries is a matrix. Rather than using four-dimensional matrices to represent this, TomSym continues to work in two dimensions. This makes it possible to take advantage of the very efficient handling of sparse matrices in Matlab, which is not available for higher-dimensional matrices.

TomSym has a variety of functions, among them:

The TomSym symbolic source transformation makes it possible to define any the set of decision variables (both continuous and integer) and any type of constraint as well as scalars and constant parameters.

An example linear programming problem would look like this:

A MINLP problem is defined just like a linear programming problem. This example also shows how to convert the model into a general TOMLAB problem.

tomSym makes it possible to build models with two or more variable indices in MATLAB. The following example creates a variable 'flow' with four indices. The variable is then used to create a constraint over two of the indices and to sum the multiplication with a two-dimensional matrix.

For functions that cannot be interpreted by tomSym it is possible to use either automatic differentiation or numerical differentiation. In the following example a simple problem is solved using the two methods.