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updated 2 years ago

Surrogate Model Optimization Toolbox by Julie

Julie (view profile)

Surrogate model optimization algorithm for computationally expensive global optimization problems (global optimization, surrogate model, derivativefree)

BumpinessMinSampling(Data, maxeval, Surrogate, lambda, ga...

CandValue=PredictFunctionValues(Data,Surrogate,CandPoint,...

CandidatePointSampling(Data,maxeval,Surrogate,lambda,gamm...

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updated almost 5 years ago

LSE by John D'Errico

John D'Errico (view profile)

A linear least squares solver, subject to linear equality constraints (least squares, regression, linear regression)

lse(A,b,C,d,solverflag,weights)

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updated 5 years ago

Complex Method of Optimization by Travis Wiens

Travis Wiens (view profile)

Implements the Complex Method of Constrained Optimization (optimization, nonlinear, constrained)

[fitness x]=fitness_function(x, opts)

[x_best, fit_best, x_pop, fit_pop stats]=complexmethod(fc...

example.m

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updated almost 7 years ago

MPC: Multivariable Constrained State Space example by Paul Mc Namara

A constrained MPC stirred tank reactor example (simulation, constrained, mpc)

formRss( p, HN123 )

formcss( p, Upast, f )

futureSetPt( p )

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updated almost 10 years ago

quadprog2 - convex QP solver by Michael Kleder

Michael Kleder (view profile)

Solves convex constrained quadratic programming (QP) using SOLVOPT. (optimization, convex, constrained)

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updated almost 12 years ago

NNLS and constrained regression by Rasmus Bro

Rasmus Bro (view profile)

M-files for non-negativity constrained least squares regression. (statistics, probability, nonnegativity)

fnnls(XtX,Xty,tol)

fnnlsb(XtX,Xty,P_old,Z_old,tol)

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updated 15 years ago

fminconset by Ingar Solberg

Solves constrained minimization problems, some of the variables are restricted to discrete values (optimization, constrained, fminconset)

[c,ceq,gc,gceq,hc,hceq]=h134org(x,varargin)

fminconset.m

j134org(x,varargin)

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updated 16 years ago

simps by Zeljko Bajzer

The method is based on iterations of full-dimensional simplex calls (optimization, constrained, minimizer)

[fmin,fconstr]=fun(A,p,q)

[x,options]=simps(fun,x,ix,options,vlb,vub,varargin)

[x,options]=simps(fun,x,ix,options,vlb,vub,varargin)

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