Objective Function
In order to optimize any MATLAB function, there are two options: 1) rewrite the function to take only 1 array of inputs, reading all others from a file, perhaps, or from a global variable (undesirable), or 2) write an interface layer that handles this.This function provides an interface layer...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (44): Generalized Objective Function Download |
It's a function that finds the minimum value of a two variables objective function with a deterministic zero order algorithm: simplex method. The input variables are:-fun: inline function of the objective function-init_point: initial point for the simplex method-step_size: initial dimension of...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (49): Simple example of the Simplex Method 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 |
CONDOR is a new optimizer whose aim is to find the minimum x* of an objective function F(x) (x is a vector whose dimension is between 1 and 150) using the least number of function evaluations of F(x). It is assumed that the dominant computing cost of the optimization process is the time needed to...
Platforms: Matlab
License: Freeware | Size: 163.84 KB | Download (50): Condor Optimizer Download |
This contribution provides functions for finding an optimum parameter set using the evolutionary algorithm of Differential Evolution. Simply speaking: If you have some complicated function of which you are unable to compute a derivative, and you want to find the parameter set minimizing the...
Platforms: Matlab
License: Freeware | Size: 81.92 KB | Download (44): Differential Evolution Download |
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
License: Freeware | Size: 10 KB | Download (50): Pattern search method: deterministic iterative zero order algorithm Download |
A wrap of lsqnonlin to calculate Jacobian using symbolic math toolbox. This is one of applications of symbolic math toolbox for optimization. Due to limitations of the symbolic math toolbox, the objective function must be supported by the symbolic math toolbox.
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (45): lsqnonlinSym Download |
This script may be easily converted to a function which could be an extremely useful subroutine in optimization problems to check whether the objective function is globally convex. It may also be used to derive the expressions for gradient and Hessian of the given multidimensional real valued...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (50): convexchecker Download |
NSGA-II is a very famous multi-objective optimization algorithm. I submitted an example previously and wanted to make this submission useful to others by creating it as a function. Even though this function is very specific to benchmark problems, with a little bit more modification this can be...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (48): NSGA - II: A multi-objective optimization algorithm 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 |
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
License: Freeware | Size: 286.72 KB | Download (47): GODLIKE - A robust single-& multi-objective optimizer Download |
We propose a new global optimization algorithm based on a harmony search scheme, termed as harmony element string algorithm (abbreviated as HEA). The algorithm has five fundamental features: (1) The states of the system is represented by strings of elements {0,1,2,3,4} and hence the search of the...
Platforms: Matlab
License: Freeware | Size: 276.48 KB | Download (42): Harmony Element Algorithm Download |
FC-Win is a comprehensive tool for creating, simulating and optimizing Fortran Calculus math models.
FC is based on Automatic Differentiation (AD) that simplifies computer code to an absolute minimum; i.e., a mathematical model, constraints, and the objective (function) definition.
Minimizing...
Platforms: Windows
License: Freeware | Download (460): FC-Win Download |
The software system allows to solve constrained nonlinear programming problems by an efficient sequential quadratic programming (SQP) method. A nonlinear objective function is to be minimized subject to nonlinear equality or inequality constraints. The numerical code is called NLPQL, which is...
Platforms: Windows
License: Freeware | Size: 58.86 MB | Download (43): EASY-OPT Express Download |
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
License: Freeware | Size: 10 KB | Download (58): Optimization with MATLAB and the Genetic Algorithm and Direct Search Toolbox Download |
This script is capable of solving a convex quadratic programming problem by Wolf's method. For the convergence of the algorithm it is necessary that either Hessian of the objective function be positive definite or positive semidefinite Hessian with linear term zero. For theory of Wolf method and...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (43): Quadratic programming by Wolf's method Download |
This code proposes genetic algorithm (GA) to optimize the point-to-point trajectory planning for a 3-link (redundant) robotarm. The objective function for the proposed GA is to minimizing traveling time and space, while not exceeding a maximumpre-defined torque, without collision with any...
Platforms: Matlab
License: Freeware | Size: 1.33 MB | Download (44): Motion Planning for a Robot Arm by Using Genetic Algorithm 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 package is created with the highly appreciated theoretical help and under the supervision of Prof. DSc. Ketty Peeva.Theoretical results and methods can be found in:1. B. De Baets, Analytical solution methods for fuzzy relational equations, in the series: Fundamentals of Fuzzy Sets, The...
Platforms: Matlab
License: Freeware | Size: 20.48 KB | Download (45): Fuzzy Calculus Core (FC2ore) Download |
Some optimization problems have very simple surfaces to optimize. The optimizer simply proceeds downhill to the unique minimizer and returns happily - all is good in the world. Sadly, more often the objective function has multiple local minimizers, you as the user provide poor starting values,...
Platforms: Matlab
License: Freeware | Size: 102.4 KB | Download (46): RMSEARCH Download |