MathWorks - Optimization Toolbox
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The Optimization Toolbox extends the MATLAB? environment to provide tools for general and large-scale optimization of nonlinear problems. Additional tools are provided for linear programming, quadratic programming, nonlinear least-squares, and solving nonlinear equations.
Updated Feb 20, 2007
by kamal
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| Optimization M-files
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User contributed optimization m-files from the MATLAB Central File Exchange.
Submitted Apr 18, 2000
Updated Dec 15, 2006
by thodoris
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| Optimization Software & Theory
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Software (MATLAB codes), papers, and background, related to the research of Henry Wolkowicz is available in Fortran and/or MATLAB, e.g. for semidefinite programming.
Submitted Jun 09, 2003
Updated Jul 25, 2006
by rathina
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| Iterative Methods for Optimization
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These M-files are implementations of the algorithms from the book "Iterative Methods for Optimization", to be published by SIAM, by C. T. Kelley. The book, which describes the algorithms, is available from SIAM (service@siam.org).
Submitted Jan 06, 1999
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| leasqr.m
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A modified version of Levenberg-Marquardt Non-Linear Regression program previously submitted by R.Schrager. This version corrects an error in that version and also provides an easier to use version with automatic numerical calculation of the Jacobian Matrix. In addition, this version calculates statistics such as correlation.
Submitted Jul 19, 1999
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| SolvOpt
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The program SolvOpt (Solver for local optimization problems) is concerned with minimization or maximization of nonlinear, possibly non-smooth objective functions and with the solution of nonlinear programming problems taking into account constraints by the so-called method of exact penalization. The program solvopt requires that the user supplies at least a routine which computes the values of the objective function at a given point. Unless the user also provides a code for computing the (sub)gradient of the objective function, these (sub)gradients are calculated by the program itself using finite differences. For a constrained minimization problem, the user is required to supply additionally at least a routine which computes the maximal residual for a set of constraints at a given point. By analogy with the case of unconstrained optimization, the user may also provide a code for computing the (sub)gradient of a constraint function with the maximal residual at a point.
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| A Comparison of Simplex Method Algorithms
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This thesis compares five common implementations of the Revised Simplex Method, a popular algorithm for solving linear optimization problems.The particular implementations includes the original Revised Simplex Method, the Bartels-Golub Method, the Sparse Bartels-Golub Method, the Forrest-Tomlin Method, and Reid's Method. Each were implemented in MATLAB scripts and tested for total number of floating point operations, maximum data storage, and number of basis refactorizations.
Submitted Jul 01, 1999
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| Software for Evolution Strategies
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Modern Evolution Strategies for optimization. This page offers the
reference to various implementation for MATLAB/C++ using efficient step size control algorithms.
Submitted Apr 19, 2000
Updated May 03, 2004
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| MATLAB - faster scripts
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Some of the simpler ways to improve the speed of MATLAB programs are also amongst the most effective, leading to order-of-magnitude improvements.
Submitted Jun 13, 2005
by MATLAB Central Admin
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Total Visits: 784
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| MINQ - Quadratic Programming
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MINQ is a MATLAB program for bound constrained indefinite quadratic programming based on rank 1 modifications.
Submitted Jul 04, 1999
Updated Oct 24, 2005
by ALEJANDRO O
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Total Visits: 720
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| Differential Evolution (DE) for Continuous Function Optimization
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DE is a very simple population based, stochastic function minimizer which is very powerful at the same time. The crucial idea behind DE is a scheme for generating trial parameter vectors. Basically, DE adds the weighted difference between two population vectors to a third vector. This way no separate probability distribution has to be used which makes the scheme completely self-organizing.
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| fminconset.m
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A function for general nonlinear optimization where some variables must belong to sets of discrete values. Useful where the underlying problem is (or can be formulated to be) continous.
Submitted Nov 05, 1999
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| Global and Nonsmooth optimization toolbox
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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 methods from Matlab. The user manual describes various optimization strategies, complete syntaxis and several examples of Matlab code.
Submitted Nov 19, 2006
by Gleb Beliakov
Updated Nov 20, 2006
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| Fast NNLS
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The following two files are fast versions of the M-file NNLS supplied
by Mathworks. The files given here are modifications of the NNLS m-file to ease comparison. Our own implementations were used in the paper referenced below.
Submitted Jul 03, 1999
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| MATLAB Code for Intelligent Control
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Matlab Code for Kevin M. Passino's "Biomimicry for optimization, Control, and Automation"
Submitted Jun 08, 2005
by MATLAB Central Admin
Updated Jun 13, 2005
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Total Visits: 501
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| LIPSOL
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LIPSOL is a MATLAB-based package for solving linear programs by interior-Point methods. For computational efficiency it uses a Fortran package by Esmond Ng and Barry Peyton at ORNL to solve large sparse linear systems. LIPSOL has been tested on the Netlib set of linear programs and has effectively solved all 95 Netlib problems.
Submitted Sep 21, 1998
Updated May 03, 2004
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| GGPLAB: A Simple Matlab Toolbox for Geometric Programming
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GGPLAB is a Matlab-based toolbox for specifying and solving geometric programs (GPs) and generalized geometric programs (GGPs).
GGPLAB consists of: a primal-dual interior-point solver for GP (in convex form), a library of objects to support the specification of GPs and GGPs, and a variety of examples.
Submitted Dec 29, 2005
by Almir Mutapcic
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| lclmax.m
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pk = lclmax(x,p), 1-D peak search down columns using peak half window width of p.
Submitted Jul 22, 1999
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| NBI Home Page
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Normal-Boundary Intersection (NBI), a promising new technique for solving nonlinear multicriteria optimization problems. This technique was developed by Indraneel Das and John E. Dennis, Jr.
Submitted Jul 01, 1999
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| Metaheuristics toolbox for MATLAB
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MetaHeuristics ToolBox for MATLAB (MHTB) offers a number of libraries of metaheuristic algorithms implemented in C/C++ and Java to be used from MATLAB. It is aimed at a large number of potential users of the metaheuristic algorithms that, in spite of knowing the MATLAB language quite well, desist from applying these techniques because of their lack of knowledge in the programming languages they are implemented in.
The main features of our toolbox are the following:
* You can solve optimization problems defined in the MATLAB language using metaheuristic algorithms.
* You may also implement your own operators in the MATLAB language and use them from the libraries, if they allow it.
* If you have developed a metaheuristic algorithms library and you want to integrate it into our toolbox, we offer you a guide with the steps you must follow to do it.
Although there are some other MATLAB toolboxes that offer metaheuristic algorithms, our software has the following advantages compared to them:
* The offered libraries are implemented in C/C++ and Java. They are, in general, more efficient than the ones implemented in MATLAB. Furthermore, the amount of available software in those languages widely exceeds the one existing in MATLAB.
* It allows the parallel execution of the algorithms. Some of the existing toolboxes offer distributed versions of their algorithms, but they can not be physically distributed.
* It is not limited to a particular metaheuristic, but it covers a broad range in the field of metaheuristics.
Submitted Feb 27, 2007
by José Rodríguez
Updated Mar 08, 2007
by José Rodríguez
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| TORSCHE Scheduling Toolbox for Matlab
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TORSCHE Scheduling Toolbox for Matlab is a freely available toolbox of the scheduling algorithms. The toolbox offers a collection of data structures that allow the user to formalize various off-line and on-line scheduling problems. Algorithms are simply implemented as Matlab functions with fixed structure allowing users to implement new algorithms. A more complex problem can be formulated as an Integer Linear Programming problem or satisfiability of boolean expression problem. The toolbox is intended mainly as a research tool to handle control and scheduling co-design problems. Therefore, we provide an interfaces to a real-time Matlab/Simulik based simulator TrueTime and a code generator allowing to generate parallel code for FPGA.
Submitted Jan 05, 2007
by Michal Kutil
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| CVX
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CVX is an open source MATLAB based modeling package for convex optimization. The CVX web site includes links to courses, tutorials, and many example applications of convex optimization. The current version of CVX uses SDPT3 or SeDuMi as the underlying solver.
Submitted Aug 26, 2007
by Stephen Boyd
Updated Aug 27, 2007
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| MATLAB interface for L-BFGS-B
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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 is that the Hessian is not needed. I've written an interface so that the L-BFGS-B solver can be easily called from the MATLAB command line.
Submitted May 20, 2007
by Peter Carbonetto
Updated Aug 02, 2007
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Total Visits: 90
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