Calculus Optimization Problems

Contains three matrix completion algorithms and a demo script for running them. Also compares against other matrix completion algorithms - Singular Value Thresholding and Fixed Point Iteration.Solves the following three optimization problems:min rank(X) subject to ||y - M(X)||_2 Platforms: Matlab

GODLIKE (Global Optimum Determination by Linking and Interchanging Kindred Evaluators) is a generization of various population-based global optimization schemes. Also, it handles both single- and multi-objective optimization, simply by adding additional objective functions.GODLIKE solves... Platforms: Matlab

This function was developed for nonparametric estimation problems where the estimate must satisfy some shape constraint. Our standard example of this is using a kernel density estimator, with the constraint that the estimate can have only one mode.Let x be the observed data, and confun(x,...) be... Platforms: Matlab

The RSQP Toolbox is developed based on the theory of reduced Hessian successive quadratic programming for large scale optimization.The toolbox is a collection of functions that extend the capability of MATLAB Optimization Toolbox in solving optimization problems with(a)high dimensionality... Platforms: Matlab

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: Matlab

SparesPOP is a MATLAB implementation of a sparse semidefinite programming (SDP) relaxation method proposed for polynomial optimization problems (POPs). Please send a message to kojima-spop@is.titech.ac.jp if you have any question and/or request. Features . A MATLAB implementation of sparse... Platforms: *nix

A C++ / Python platform to easily perform parallel computations of optimisation tasks (global and local) via the asynchronous generalized island model. Many state of the art optimization algorithms are included together with an extended set of optimization problems. A common interface is... Platforms: Windows, Mac, Linux

This zip file contains the Presentation (PDF) and M-files that were demonstrated in the MathWorks Webinar: Using Genetic Algorithms in Financial Applications delivered on Dec 11 2007.The purpose of the webinar was to highlight how Genetic Algorithms may be used to supplement portfolio... Platforms: Matlab

These files are the MATLAB code for "Imperialist Competitive Algorithm (ICA)" which in some papers is referred by "Colonial Competitive Algorithm CCA".Evolutionary optimization methods, inspired from natural processes, have shown good performance in solving complex optimization problems. For... Platforms: Matlab

This toolbox draws Leveldiagrams for Pareto Set and its associated Front, and allows some basics graphics manipulations (coloring plot according preferences, axis manipulation and point selections) to help in decision making. Details about Leveldiagrams and some examples supplied in this toolbox... Platforms: Matlab

* DerApproximator is a small yet important package for getting/checking derivatives via finite-difference approximation, extracted from OpenOpt framework to be standalone Python module. It is required by FuncDesigner (for obtaining derivatives of oofuns beyond standard set without routines to... Platforms: Mac

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

This book starts with a review of parameter optimization and then treats dynamic optimization, first with fixed final time and no constraints, next with terminal contraints, and finally with terminal constraints and open final time. This is followed by chapters on linear-quadratic problems and... Platforms: Matlab

FC-Compiler (tm) is a Calculus-level Compiler, helps Tweak parameters.. The FortranCalculus (FC) language is for math modeling, simulation, and optimization. FC is based on Automatic Differentiation that simplifies computer code to an absolute minimum; i.e., a mathematical model, constraints,... Platforms: Windows, Windows 8, Windows 7, Windows Server

Optimization Algorithm Toolkit is a workbench and toolkit for developing, evaluating, and playing with classical and state-of-the-art optimization algorithms on standard benchmark problem domains; including reference algorithm implementations, graphing, visualizations and much more. The project... Platforms: *nix

The Discrete Event Calculus Reasoner is an open source program for performing automated commonsense reasoning using the event calculus, a comprehensive and highly usable logic-based formalism. It solves problems efficiently by converting them into satisfiability (SAT) problems. Features: - Comes... Platforms: Windows, Mac, *nix, C/C++, BSD Solaris

Ok, yes, my expectation was that when I saw this, before I downloaded it I expected it to be a student's homework assigment. In fact, this is a reasonably carefully crafted tool.One serious issue is that this code requires you to provide explicit functional forms for the gradient and Hessian.... Platforms: Matlab

FC-Win (tm) is a front-end program for FortranCalculus (tm). The FortranCalculus (FC) language is for math modeling, simulation, and optimization. FC is based on Automatic Differentiation that simplifies computer code to an absolute minimum; i.e., a mathematical model, constraints, and the... Platforms: Windows, Windows Server

Free 1-hour search engine optimization crash course on the basics of search engine optimization & how to submit to search engines. The course is broken down into 10 chapters: 1. What Is Search Engine Optimization? 2. Search Engine Optimization Part 1: Meta Tags 3. Search Engine... Platforms: Windows

The Portfolio Optimization model calculates the optimal capital weightings for a basket of investments that gives the highest return for the least risk. The unique design of the model enables it to be applied to either financial instrument or business portfolios. The ability to apply... Platforms: Windows