Nonlinear Optimization

GANSO is a programming library for global and nonsmooth, nonlinear optimization. Unlike local methods (e.g., quasi-Newton), global optimization methods aim at locating the absolute minimum of a function, not the nearest stationary point. GANSO toolbox provides an interface for calling GANSO...

L-BFGS-B is a collection of Fortran 77 routines for solving nonlinear optimization problems with bound constraints on the variables. One of the key features of the nonlinear solver is that the Hessian is not needed. I've designed an interface to the L-BFGS-B solver so that it can be called like...

NLopt is a free/open-source library for nonlinear optimization, providing a common interface for a number of different free optimization routines available online as well as original implementations of various other algorithms. Its features include: * Callable from C, C++, Fortran, GNU Octave,...


Platforms: *nix

Nonlinear optimization problems with bound constraints can be solved using FMINSEARCHBND (as well as using many other tools.) For the user who has a problem with linear inequality constraints and/or general nonlinear inequalities as well as bound constraints, FMINSEARCHCON provides a toolbox free...


Platforms: Matlab

We use the power of symbolic toolbox in order to find the optimal point in an arbitrary multivariate functionChange the following code based on your objective function and run the programFunction F in Symbolic Formata='(x1^2+x2-11)^2+(x1+x2^2-7)^2';The code will iterate and converge to x and y of...


Platforms: Matlab

The APMonitor Modeling Language is optimization software for differential and algebraic equations. It is coupled with large-scale nonlinear programming solvers for data reconciliation, real-time optimization, dynamic simulation, and nonlinear predictive control. It is available as a free web...


Platforms: Windows

We present a set of functions based on interval arithmetic to solve small size global optimization problems with guaranteed bounds on solutions. Interval analysis can be used to bound ALL solutions of nonlinear optimization problem, equality constrained or not as well to bound ALL solutions of a...


Platforms: Matlab

The Kalman filter is actually a feedback approach to minimize the estimation error in terms of sum of square. This approach can be applied to general nonlinear optimization. This function shows a way using the extended Kalman filter to solve some unconstrained nonlinear optimization problems. Two...


Platforms: Matlab

IT++ is a C++ library of mathematical, signal processing and communication routines IT++ is a C++ library of mathematical, signal processing and communication classes and functions. Its main use is in simulation of communication systems and for performing research in the area of...


Platforms: Windows, Mac, Linux

Frontline Systems developed the original Solver for Excel on both Macintosh and Windows. For many years, we've offered Solver upgrades for Windows users, that have gotten more and more powerful over time -- but we haven't been active on the Mac. We're now applying more development resources to...


Platforms: Mac

IT is a C library of mathematical, signal processing, speech processing, and communications classes and functions. It is being developed by researchers in these areas and is widely used by researchers, both in the communications industry and universities. The kernel of the IT library are...


Platforms: Windows, Mac, *nix, C/C++, BSD Solaris

All you have to do is to place the accelerometer in 9 different static positions and record the x, y & z values.The procedure exploits the fact that, in static conditions, the modulus of the accelerometer output vector matches that of the gravity acceleration. The calibration model incorporates...


Platforms: Matlab

I have about a hundred MATLAB routines related to econometrics, statistics and introductory economics teaching, which are written mostly in my spare time in the past years. Most of these MATLAB functions / scripts are supplied with a graphic user interface so that so you may estimate the model...


Platforms: Matlab

SHARK provides libraries for the design of adaptive systems, including methods for linear and nonlinear optimization (e.g., evolutionary and gradient-based algorithms), kernel-based algorithms and neural networks, and other machine learning techniques.


Platforms: *nix

This is an accelerated PSO (APSO), developed by Xin-She Yang in 2008. APSO does not use velocities or any inertia parameter.A full program for solving nonlinear constrained optimization problem (welded beam design as an example) is provided, which can be extended to solve other continuous...


Platforms: Matlab

This upload contains a hybrid Particle Swarm Optimization algorithm for functions in the real space. An options file is also provided, which lets the user fully parameterize the process. The hybrid function used is the @fminsearch, which is available on the MATLAB core. The PSO performs very well...


Platforms: Matlab

The Kalman filter can be interpreted as a feedback approach to minimize the least equare error. It can be applied to solve a nonlinear least square optimization problem. This function provides a way using the unscented Kalman filter to solve nonlinear least square optimization problems. Three...


Platforms: Matlab

M-files accompanying the webinar titled "New Approaches to Constrained Optimization in MATLAB" held on November 05, 2005These files provide what you need to run the two demos:1) The first demo is a demonstration of bound constrained optimization of non-smooth objective function using GA and also...


Platforms: Matlab

This is a wrapper function to solve optimization problems (using FMINCON) of the form:min w.r.t. X of CostFunc(X) = beta*(W_ls*F(X)) + (1 - beta)*(max(W_mm*F(X)))subject to: A*X


Platforms: Matlab

Firefly algorithm for nonlinear constrained optimization


Platforms: Matlab