Unconstrained

Deterministic unconstrained optimization method using Powell.

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...

This package has solvers for constrained and unconstrained L1 minimization, which is useful for compressed sensing. u = COORDL1BREG(A,f,lambda) solves the minimization problem min_u ||u||_1 subject to A*u = fwhere A is an MxN matrix and f is a vector of length M. Input lambda is a positive...


Platforms: Matlab

Demo graphical user interface that finds an unconstrained mean-variance efficient frontier given asset price data. This data can come from Yahoo finance, where you can find the optimial portfolio for any set of assets you choose, or from a supplied Microsoft Access database.


Platforms: Matlab

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

This function can find the maximum of constrained and unconstrained problems with using of genetic algorithm (real coding). Also the performance of GA is plotted vs. the number of generations (for 2D problems).


Platforms: Matlab

Golden Section search for minimizing a nonlinear function in one dimensionDavidon-Fletcher-Powell (DFP) method. This is a method to solve an unconstrained nonlinear program


Platforms: Matlab

It's a deterministic iterative zero order algorithm that can be used to solve unconstrained optimization problem. It finds the relative minimum of a two variables function with a deterministic iterative zero order algorithm. Pattern search method It finds the relative minimum of a two variables...


Platforms: Matlab

This is a fully three-dimensional rigid body simulation engine. The bodies are unconstrained. This example demonstrates the simulation of a triple pendulum: three prismatic bars connected by springs bounce and swing freely.


Platforms: Matlab

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

Unconstrained global optimization using adaptive random search.Based on the algorithm written in C for constrained global optimization in 1989/09/29 and published as:A.R. Secchi and C.A. Perlingeiro, "Busca Aleatoria Adaptativa", in Proc. of XII Congresso Nacional de Matematica Aplicada e...


Platforms: Matlab

SIMPGRIDSEARCH Multi-dimensional unconstrained nonlinear minimization using grid search + Simplex method. X = SIMPGDSEARCH(OBJFUN,GDVALUES) returns a vector X that is a minimizer of the function described in OBJFUN (usually an m file: OBJFUN.M).See OBJFUN_DEMO.M for how to write an objective...


Platforms: Matlab

Again, this SEEMS to be a reasonably crafted code. I wish it had better documentation, that explicitly said what the parameters did and what shape and size they should be. Some examples of use would be helpful. For example, this simple test case should be absolutely trivial to...


Platforms: PHP

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

Multi-Simulator Interface, in shrot MSI, is a simulation interconnection engine. In other words it is a program that connects simulations together by synchronizing their clocks and data. Multi-Simulation Interface serves the same purpose as HLA and supports most of HLAs functionality (and more)....


Platforms: *nix

Tk::Canvas Perl module can create and manipulate Canvas widgets. SYNOPSIS $canvas = $parent->Canvas(?options?); STANDARD OPTIONS -background -highlightthickness -insertwidth -state -borderwidth -insertbackground -relief -tile -cursor -insertborderwidth -selectbackground -takefocus...


Platforms: *nix

A minimalistic tool for molecular phylogenetics able to recover phylogenies from nucleotide sequences. PhyloCoco uses the likelihood or the minimum evolution criterion, and automatically selects the best substitution model of DNA evolution for the dataset analyzed.PhyloCoco key-features are: -...


Platforms: Mac

SIP Witch is an official package of the GNU Project as of August 10th 2007. GNU SIP Witch is also part of GNU Telephony & the GNU Telecom subsystem. GNU SIP Witch is a call and registration server for the SIP protocol. As a call server it services call registration for SIP devices and...


Platforms: Mac