Nonlinear Optimization
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
License: Freeware | Size: 204.8 KB | Download (42): Global and Non-smooth optimization toolbox 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 |
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
License: Freeware | Size: 2.17 MB | Download (42): NLopt 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 |
We use the power of symbolic toolbox in order to find the optimal point in an arbitrary multivariate functionChange the following code based on your objective function and run the programFunction F in Symbolic Formata='(x1^2+x2-11)^2+(x1+x2^2-7)^2';The code will iterate and converge to x and y of...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (49): Multivariate Nonlinear optimization using Marquardt Method 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 |
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 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 |
IT++ is a C++ library of mathematical, signal processing and communication routines
IT++ is a C++ library of mathematical, signal processing and communication classes and functions. Its main use is in simulation of communication systems and for performing research in the area of...
Platforms: Windows, Mac, Linux
License: Freeware | Size: 1.3 MB | Download (55): IT++ Download |
Frontline Systems developed the original Solver for Excel on both Macintosh and Windows. For many years, we've offered Solver upgrades for Windows users, that have gotten more and more powerful over time -- but we haven't been active on the Mac. We're now applying more development resources to...
Platforms: Mac
License: Freeware | Download (87): Solver for Excel Download |
IT is a C library of mathematical, signal processing, speech processing, and communications classes and functions. It is being developed by researchers in these areas and is widely used by researchers, both in the communications industry and universities. The kernel of the IT library are...
Platforms: Windows, Mac, *nix, C/C++, BSD Solaris
License: Freeware | Download (56): IT Library Download |
SHARK provides libraries for the design of adaptive systems, including methods for linear and nonlinear optimization (e.g., evolutionary and gradient-based algorithms), kernel-based algorithms and neural networks, and other machine learning techniques.
Platforms: *nix
License: Freeware | Size: 12.37 MB | Download (43): SHARK For Linux 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 |
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
License: Freeware | Size: 10 KB | Download (46): Hybrid Particle Swarm Optimization 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 |
M-files accompanying the webinar titled "New Approaches to Constrained Optimization in MATLAB" held on November 05, 2005These files provide what you need to run the two demos:1) The first demo is a demonstration of bound constrained optimization of non-smooth objective function using GA and also...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (45): New Approaches to Constrained Optimization in MATLAB 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 |
Firefly algorithm for nonlinear constrained optimization
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (51): Firefly Algorithm Download |
DISOPE + MOMENTUM + PARTAN Algorithm to improve convergence of a nonlinear dynamic system.Study covers application for chemical process industries, robotics, genomics, etc.
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (42): Optimization Algorith for Uncertain Nonlinear Dynamic System Download |
The code performs a minimax optimization on a Simulinkk model consisting of empirically-derived human operator informatic parameters and real world nonlinearities. The tool finds solutions for the design of an input device (design variables are control gains) that interfaces human operators with...
Platforms: Matlab
License: Freeware | Size: 20.48 KB | Download (40): Input Device Optimization tool Download |