Sedumi
This archive contains the script files of the main program, "MMCE.m", and of 11 function files, used in the solved exercises of the book. They work with Matlab R2007b through R2009b It contains also three simulation diagrams to be used with Simulink, in two versions (for the two versions of...
Platforms: Matlab
License: Freeware | Size: 81.92 KB | Download (41): Mono- and Multivariable Control and Estimation Download |
GloptiPoly is a MATLAB/SeDuMi add-on to build and solve convex linear matrix inequality (LMI) relaxations of the (generally non-convex) global optimization problem of minimizing a multivariablepolynomial function subject to polynomial inequality, equality or integer constraints.The software...
Platforms: Matlab
License: Freeware | Size: 40.96 KB | Download (40): GloptiPoly Download |
These routines support the book "Risk and Asset Allocation" Springer Finance, by A. Meucci, see http://www.symmys.comThe routines include many new features:- more uni-, multi- and matrix-variate distributions- more copulas- more graphical representations- more analyses in terms of the...
Platforms: Matlab
License: Freeware | Size: 6.62 MB | Download (46): Risk and Asset Allocation Download |
SparesPOP is a MATLAB implementation of a sparse semidefinite programming (SDP) relaxation method proposed for polynomial optimization problems (POPs). Please send a message to kojima-spop@is.titech.ac.jp if you have any question and/or request. Features . A MATLAB implementation of sparse...
Platforms: *nix
License: Freeware | Size: 563.2 KB | Download (34): SparsePOP Download |