Portfolio Optimization Program

This script generates a Windows command file that executes a Python program. The windows command file will have the same filename as the Python program, but will have a '.cmd' extension instead of '.py. It will pass its command line arguments to the Python progxtension br />

This function decorates a function with tail call optimization. It does this by throwing an exception if it is it's own grandparent, and catching such exceptions to fake the tail call optimization. This function fails if the decorated function recurses in a non-tail contexif the de />

PHPCad Drawing Program is a CAD/painting program written in PHP. The user requires no detailed drawing skill. All objects are functions placed on the screen by defining one or two points with parameters for the object. Produces .png-.jpg-.gif(animated)-.mpg-.pov pictures. This program is mainly...


Platforms: Windows, Mac, *nix, PHP, BSD Solaris

A few popular metaheuristic algorithms are included, such as the particle swarm optimization, firefly algorithm, harmony search and others.


Platforms: Matlab

M-files accompanying the " Genetic Algorithms & New Optimization Methods in MATLAB " webinar.These files provide what you need to run the two demos: Optimization of non-smooth objective function, and Optimization of a random stochastic objective function.To run the first demo run the file...


Platforms: Matlab

Particle swarm optimization is a technique used in many control systems application. Here i used the PSO in PID controller tuning


Platforms: Matlab

An animated simulation of Particles in 2D searching for a global minima of a simple function using Particle Swarm Optimization algorithm


Platforms: Matlab

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

This demo shows how to use MATLAB, Optimization Toolbox, and Genetic Algorithm and Direct Search Toolbox to optimize the design of a double wishbone suspension system.Note: You will need to have the following products installed in order to run this demo: MATLAB, Simulink, Optimization Toolbox,...


Platforms: Matlab

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...


Platforms: Matlab

This program represents a further development of the standard powerful d-deDUnlinfitd-deDt facility already in matlab. The major problem with d-deDUnlinfitd-deDt is that it can only handle fitting of one dimensional arrays (x, y) where x is the independent variable and y is the dependent one.The...


Platforms: Matlab

Deterministic unconstrained optimization method using Powell.


Platforms: Matlab

Fiels from the webinar: Speeding up optimization problems with parallel computing


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

This GUIDE program compute the double exponential Alpha and Beta parameters. The fminsearch function make the main calculate process. the program may be comiled by:mcc -m -B sgl FRYO NUEVO RAYO


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

SNTO is a global optimization method where many points are generated in a multi-dimensional domain; the optimum point is selected and the domain is contracted around the neighborhood of the optimum. See for example: Number-Theoretic Methods in Statistics By K?ai-t?ai Fang, Yuan Wang


Platforms: Matlab

Contains the demos (plus a few extra) that were shown in the August 21, 2008 Webinar titled "Tips and Tricks: Getting started using optimization with MATLAB".Included parallel computing examples that were not shown in the webinar (require R2008a products)


Platforms: Matlab

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