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updated almost 2 years ago

Surrogate Model Optimization Toolbox by Julie

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 4 years ago

LSE by John D'Errico

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 almost 5 years ago

Complex Method of Optimization by Travis Wiens

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 6 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 9 years ago

quadprog2 - convex QP solver by Michael Kleder

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

quadprog2(varargin)

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updated 11 years ago

NNLS and constrained regression by Rasmus Bro

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 14 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 15 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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