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updated 4 years ago

FMINLBFGS: Fast Limited Memory Optimizer by Dirk-Jan Kroon

Dirk-Jan Kroon (view profile)

Quasi newton limited memory BFGS and Steepest decent optimizer for large amount of unknowns (optimization, optimizer, bfgs)

fminlbfgs.m

myfun(x)

example.m

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updated 1 month ago

LBFGSB (L-BFGS-B) mex wrapper by Stephen Becker

Stephen Becker (view profile)

Mex wrapper for lbfgsb v3.0 fortan library. L-bfgs-b solves box-constrained optimization. (optimization, constrained optimizat..., quasinewton)

Non-negative least-squares (NNLS) using L-BFBS-B

compile_mex

lbfgsb

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updated almost 4 years ago

Broydon - Fletcher - Goldfarb - Shanno (BFGS) Method by Parminder Singh

BFGS method has been used to calculate the minima of a multi-variable objective function. (broydon fletcher gold..., optimization multivar...)

...

BFGS(functname, ...

Objectivefunction_(x)

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updated almost 8 years ago

MATLAB interface for L-BFGS-B by Peter Carbonetto

Matlab interface to the L-BFGS-B nonlinear optimization algorithm (optimization, interface, lbfgsb)

callbackMFLDA (t, f, xi, gamma, Phi, auxdata)

computeGradientHS038 (x)

computeGradientMFLDA (xi, gamma, Phi, auxdata)

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updated 3 years ago

Optimization tutorial by Mark Bangert

Set of functions for convex optimization including different optimization and line search algorithms (convex optimization, line search, lbfgs)

mb_backtrackingLineSearch(objFunc,objFuncValue,x,dx,dir)

mb_bfgs

mb_cg

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updated 4 months ago

BFGSE.zip by Miguel

Miguel (view profile)

BFGS EVOLUTION: A POPULATION-BASED QUASI-NEWTON HYBRID USING MULTIPLE SECANT EQUATIONS FOR BLACK-BOX (quasinewton, hybrid, multisecant)

BFGSE0814

repeat.m

repeat.m

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updated 11 months ago

NLOBox by Ying Xiong

A matlab toolbox for nonlinear optimization. (optimization, computer vision, toolbox)

BoundedFcnToUnconstrainedFcn(bfcn, lb, ub)

BoundedVecFcnToUnconstrainedVecFcn(bfcn, lb, ub)

CheckGradient(varargin)

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updated 7 years ago

Unconstrained optimization using Powell by Giovani Tonel

Giovani Tonel (view profile)

Unconstrained optimization using Powell (optimization, unconstrained optimiz..., powell)

S=test(x)

[stepsize,xo,Ot,nS]=aurea(S,x0,d,ip,problem,tol,mxit,stp)

[stepsize,xo,Ot,nS]=coggins(S,x0,d,ip,problem,tol,mxit,stp)

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updated almost 5 years ago

multimodality non-rigid demon algorithm image registration by Dirk-Jan Kroon

Dirk-Jan Kroon (view profile)

non-rigid 2D and 3D image registration with demon (fluid) algorithm, extended with modality transf. (transforms, nonrigid image regist..., nonrigid)

A=imresize3d(V,scale,tsize,ntype,npad)

E=strain(Ux,Uy,Uz)

I3=movepixels(I1,Tx,Ty,Tz,mode)

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updated 9 months ago

minimize by Rody Oldenhuis

Rody Oldenhuis (view profile)

Minimize constrained functions with FMINSEARCH or FMINLBFGS, globally or locally (optimization, constrained optimizat..., derivativefree optimi...)

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updated 2 years ago

Dig_Filter by Iman

Iman (view profile)

This toolbox can be used to design a filter which satisfies prescribed specifications. (signal processing, optimization, digital filter)

Dig_Filter.m

N=N_Dig_Filter(wa,wp,eps_p,eps_a)

[a1 a2 b1 b2]=random_stable_initial_points

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updated 2 years ago

mex interface for bound constrained optimization via ASA by Stephen Becker

Stephen Becker (view profile)

ASA solves bound constrained problems; the user provides routines to calculate the function and grad (bound constrained, optimization, constrained optimizat...)

asa_fcn(x,varargin)

asa_fcnGrad(x,varargin)

asa_grad(x,varargin)

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updated 4 years ago

B-spline Grid, Image and Point based Registration by Dirk-Jan Kroon

Dirk-Jan Kroon (view profile)

B-spline registration of two 2D / 3D images or corrsp. points, affine and with smooth b-spline grid. (geometric transformat..., image registration, registration)

A=imresize3d(V,scale,tsize,ntype,npad)

Dlocal=jacobiandet_transform_2d_double(Ox,Oy,Isize,dx,dy)

E=strain(Ux,Uy,Uz)

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updated 3 years ago

fminsearchbnd, fminsearchcon by John D'Errico

John D'Errico (view profile)

Bound constrained optimization using fminsearch (optimization, fminsearch, constraint)

fminsearchbnd_demo

fminsearchcon_demo

[x,fval,exitflag,output]=fminsearchcon(fun,x0,LB,UB,A,b,n...

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updated 22 days ago

Bond Pricer Applying Kalman Filter by mono

mono (view profile)

Compute the yield curve based on two SDE models applying Kalman Filter (yield curve, zero coupon bond, pricing)

CIR_CompoundRate_Kalman_fmincon(input_data)

CIR_SpotRate_LSM_fmincon(input_data)

CIR_pricing(input_data,flag,r0,tau)

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