June 11th, 2010, 8:26 pm
It's interesting that for the most computationally intensive examples in that textbook, Chapter 11 on Stochastic Programming, the author chooses not to use MATLAB at all, but instead uses AMPL. Modeling languages can be much easier to use than imperative programming languages for expressing large scale optimization problems...due to the bit of computer algebra taking place under the hood before they actually call the solvers. There are a couple of modeling languages available as third party add-ins to Matlab (i.e. TomSym from TOMLAB and CVX from Stanford), but it is surprising that Mathworks doesn't have anything in this domain themselves.