Calculus Optimization Problems
Some optimization problems have very simple surfaces to optimize. The optimizer simply proceeds downhill to the unique minimizer and returns happily - all is good in the world. Sadly, more often the objective function has multiple local minimizers, you as the user provide poor starting values,...
Platforms: Matlab
License: Freeware | Size: 102.4 KB | Download (46): RMSEARCH Download |
This script may be easily converted to a function which could be an extremely useful subroutine in optimization problems to check whether the objective function is globally convex. It may also be used to derive the expressions for gradient and Hessian of the given multidimensional real valued...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (50): convexchecker Download |
TrimGA is a lightweight genetic algorithm library written in pure Java 6.0 that can be quickly applied to most optimization problems.
Platforms: Mac
License: Freeware | Size: 30.72 KB | Download (39): TrimGA Download |
Engineers, scientists, and financial analysts frequently use optimization methods to solve computationally expensive problems such as smoothing the large computational meshes used in fluid dynamic simulations, performing image registration, or analyzing high-dimensional financial portfolios....
Platforms: Matlab
License: Freeware | Size: 1.21 MB | Download (47): Improving Optimization performance with Parallel Computing Download |
New users and old of optimization in MATLAB will find useful tips and tricks in this document, as well as examples one can use as templates for their own problems.Use this tool by editing the file optimtips.m, then execute blocks of code in cell mode from the editor, or best, publish the file to...
Platforms: Matlab
License: Freeware | Size: 92.16 KB | Download (45): Optimization Tips and Tricks Download |
Two programs are attached: sa_demo demonstrates how the simualted annealing works for simple functions, while sa_mincon solves a welded beam design problem using simulated annealing, which can easily be used to solve other constrained optimization problems in engineering design.
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (42): Simulated Annealing for Constrained Optimization Download |
PyGMO is developed in order to offer a user-friendly access to a wide array of global and local optimization algorithms and problems.
Basically, PyGMO is a C++ / Python platform to easily perform parallel computations of optimization tasks (global and local) via the asynchronous generalized...
Platforms: Windows
License: Freeware | Download (57): PyGMO Download |
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
License: Freeware | Size: 10 KB | Download (45): Accelerated Particle Swarm Optimization Download |
The Particle Swarm Optimization Research Toolbox was written to assist with thesis research combating the premature convergence problem of particle swarm optimization (PSO). The control panel offers ample flexibility to accommodate various research directions. After specifying your intentions,...
Platforms: Matlab
License: Freeware | Size: 1.92 MB | Download (42): Particle Swarm Optimization Research Toolbox Download |
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
License: Freeware | Size: 10 KB | Download (41): Unconstrained Optimization using the Extended Kalman Filter Download |
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
License: Freeware | Size: 10 KB | Download (40): Nonlinear least square optimization through parameter estimation using the Unscented Kalman Filter Download |
This package is created with the highly appreciated theoretical help and under the supervision of Prof. DSc. Ketty Peeva.Theoretical results and methods can be found in:1. B. De Baets, Analytical solution methods for fuzzy relational equations, in the series: Fundamentals of Fuzzy Sets, The...
Platforms: Matlab
License: Freeware | Size: 20.48 KB | Download (45): Fuzzy Calculus Core (FC2ore) Download |
Combean project is a Java framework for combinatorial structures like graphs or linear programs and optimization algorithms working with these structures. The objective of Combean is to integrate existing proven optimization packages as well as new implementations through a set of lean Java...
Platforms: *nix
License: Freeware | Size: 1.8 MB | Download (88): Combean Download |
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
License: Freeware | Size: 225 KB | Download (46): APMonitor Modeling Language Download |
GODLIKE (Global Optimum Determination by Linking and Interchanging Kindred Evaluators) compiles various population-based global optimization schemes.It handles both single- and multi-objective optimization, simply by adding additional objective functions.It solves optimization problems using...
Platforms: Windows, Mac, *nix, Matlab, BSD Solaris
License: Freeware | Download (54): GODLIKE Download |
A flexible implementation of PSO algorithm with time-varying parameters. Algorithm is suitable for solving continuous optimization problems. Special care has been taken to enable flexibility of the algorthm with respect to its parameters and to initial population selection. Detailed logging of...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (40): Particle Swarm Optimization (PSO) algorithm Download |
A new metaheuristic optimization algorithm, called Cuckoo Search (CS), is fully implemented, and the vectorized version is given here. This code demonstrates how CS works for unconstrained optimization, which can easily be extended to solve various global optimization problems efficiently.
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (49): Cuckoo Search (CS) Algorithm Download |
The m-file imsl2c.m (IMSL to 'C') automates the process of writing the source code for C MEX files which, in turn, call routines in the IMSL numeric libraries. These libraries are included in the professional version of DEC's Digital Visual Fortran. The mat-file imsl.mat contains structures that...
Platforms: Matlab
License: Freeware | Size: 51.2 KB | Download (42): imsl2c Download |
PDL::Fit::Levmar is a Perl module with Levenberg-Marquardt fit/optimization routines. Levenberg-Marquardt routines for least-squares fit to functions non-linear in fit parameters. This module provides a PDL ( PDL::PDL ) interface to the non-linear fitting library levmar (written in C). Levmar...
Platforms: *nix
License: Freeware | Size: 122.88 KB | Download (104): PDL::Fit::Levmar Download |
Conventional optimization algorithms using linear and non-linear programming sometimes have difficulty in finding the global optima or in case of multi-objective optimization, the pareto front. A lot of research has now been directed towards evolutionary algorithms (genetic algorithm, particle...
Platforms: Matlab
License: Freeware | Size: 368.64 KB | Download (54): Multi-Objective Optimizaion using Evolutionary Algorithm Download |