Optimization Problems
Fiels from the webinar: Speeding up optimization problems with parallel computing
Platforms: Matlab
License: Freeware | Size: 1.69 MB | Download (46): Speeding Up Optimization Problems with Parallel Computing Download |
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
License: Freeware | Size: 10 KB | Download (48): weighted least-squares + weighted min-max optimization Download |
This algorithm deal with multimodal optimization problems under constraints.
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (48): ClonalG Immune Algorithm for Optimiation with Constraints Download |
NEW OPTIMIZATION TECHNOLOGY & PLANNING EXPERIMENT. Technology is designed for multidimensional optimization practical problems with continuous object functions. Technology higher efficiency than traditional optimization methods.
Platforms: Windows, Mac, Linux
License: Freeware | Size: 968.25 KB | Download (49): Multidimensional optimization problems Download |
The files in this folder solve the optimization case studies described in the paper "VaR vs CVaR in Risk Management and Optimization" by Sarykalin,S., Serraino,G., and Uryasev,S., in Tutorials in Operations Research, INFORMS 2008 (download www.ise.ufl.edu/uryasev/VaR_vs_CVaR_INFORMS.pdf...
Platforms: Matlab
License: Freeware | Size: 225.28 KB | Download (50): VaR vs CVaR in Risk Management and Optimization Download |
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
License: Freeware | Size: 51.2 KB | Download (41): INTSOLVER: An interval based solver for Global Optimization Download |
The C++ library Geneva allows to run large scale parametric optimization problems. It can run in serial or multi-threaded mode or in a networked environment. The library currently covers Evolutionary Strategies, Genetic Algorithms and mixed scenarios.
Platforms: Mac, BSD, Linux
License: Freeware | Size: 291 B | Download (50): Gemfony Optimization Library (Geneva) Download |
Interactive Evolutionary Computation (IEC) can handle such optimization problems where the objectives are non-commensurable or explicitly/mathematically not available.IEC is a technique from the class of evolutionary algorithms (EAs), whose fitness function is replaced by a human. The human user...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (56): Interactive Evolutionary Computation Download |
jMetal is designed as an object-oriented Java-based framework that is specially aimed at the development, experimentation, and study of metaheuristics for solving multi-objective optimization problems. Metal stands for Metaheuristic Algorithms in Java,
jMetal provides a rich set of classes...
Platforms: Windows
License: Freeware | Download (49): jMetal Download |
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...
Platforms: Matlab
License: Freeware | Size: 61.44 KB | Download (46): MATLAB interface for L-BFGS-B Download |
Analytical Target Cascading (ATC) is a method for solving large-scale distributed optimization problems. It can be applied to multidisciplinary design optimization (MDO) problems. A very simple example problem was chosen so that the ATC solution process could be illustrated without requiring much...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (46): Analytical Target Cascading Example Download |
Analytical Target Cascading (ATC) is a method for solving large-scale distributed optimization problems. It can be applied to multidisciplinary design optimization (MDO) problems. A very simple example problem was chosen so that the ATC solution process could be illustrated without requiring much...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (41): Analytical Target Cascading Example With Coupling Variables Download |
The ECLiPSe Constraint Logic Programming System is designed for solving combinatorial optimization problems, for the development of new constraint solver technology and their hybrids, and for the teaching of modelling, solving and search techniques.
Platforms: Windows, Mac, BSD, Solaris, Linux
License: Freeware | Size: 7.18 MB | Download (49): ECLiPSe CLP Download |
Classical genetic algorithm suffers heavy pressure of fitness evaluation for time-consuming optimization problems. To address this problem, we present an efficient genetic algorithm by the combination with clustering methods. The high efficiency of the proposed method results from the fitness...
Platforms: Windows, Mac, BSD
License: Freeware | Size: 12.53 MB | Download (49): EGA Download |
FRODO is a Java platform to solve Distributed Constraint Satisfaction Problems (DisCSPs) and Optimization Problems (DCOPs). It provides implementations for a variety of algorithms, including DPOP (and its variants), ADOPT, SynchBB, DSA...
Platforms: Windows, Mac, Linux
License: Freeware | Size: 2.55 MB | Download (43): FRODO: An Open-Source Framework for DCOP Download |
OAP Lite is Optimized Algorithms Platform Lite, which simplifies the process of solving some optimization problems by Genetic Algorithms. It is a highly configurable, efficient tool for user to get the optimum result without programming.
Platforms: Windows, Mac, Linux
License: Freeware | Size: 3.18 MB | Download (58): OAP Lite Download |
Java framework for applying meta-heuristic (multi-objective) optimization algorithms like an Evolutionary Algorithm, Particle Swarm Optimizer, Differential Evolution, or Simulated Annealing to arbitrary optimization problems.(visit: http://www.opt4j.org)
Platforms: Windows, Mac, Linux
License: Freeware | Size: 2.05 MB | Download (56): Opt4J Download |
The Simple Interface for Global Optimization Algorithms allows the specification of arbitrary search/optimization problems, solving of these problems, and the specification and implementation of optimization algorithms like evolutionary algorithms.
Platforms: Windows, Mac, Linux
License: Freeware | Size: 1.17 MB | Download (45): Sigoa Download |
Evolutionary optimization methods, inspired from natural processes, have shown good performance in solving complex optimization problems. For example, genetic algorithms (inspired from biological evolution of human and other species), ant colony optimization (based on ants effort to find optimal...
Platforms: Matlab
License: Freeware | Size: 450.56 KB | Download (40): Imperialist Competitive Algorithm (ICA) Download |
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
License: Freeware | Size: 10 KB | Download (44): Fminsearchcon Download |