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updated 22 hours ago

bond pricer by mono

mono

compute the yield curve and price zero coupon bond (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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updated 1 year ago

Optimization in MATLAB: An Introduction to Quadratic Programming by Seth DeLand

Seth DeLand

Files used in "An Introduction to Quadratic Programming" Webinar (optimization, quadratic programming, nonlinear optimizatio...)

Hess(in1)

calculateValue(s0,price,inFlow,turbFlow,spillFlow,C2A,n)

createPlots(turbFlow,spillFlow,inFlow,price,s0,C2A,n)

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updated 2 years ago

Files for the 2012 Webinar "Tips and Tricks - Getting Started Using Optimization with MATLAB" by Seth DeLand

Seth DeLand

These are the files that were used for the demonstrations in the webinar. (optimization, global optimization, fmincon)

RunThermistorExample()

ThOptimPlotCircuit(options,state,flag,Tdata,VData,Res,ThV...

VEMap(x)

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updated 2 years ago

polyfitcon by Murat

Murat

polynomial fitting with an optional constraint (can be set as a local extrema) (polynomial fitting, fitting, fmincon)

[pfunc,pval]=polyfitcon(x,y,n,xc,yc,p0,isLocExt)

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updated 3 years ago

Optimization Tips and Tricks by John D'Errico

John D'Errico

Tips and tricks for use of the optimization toolbox, linear and nonlinear regression. (optimization, examples, tutorial)

optimtips

[x,fval,exitflag,output]=fminsearchbnd(fun,x0,LB,UB,optio...

consolidator(x,y,aggregation_mode,tol)

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updated 5 years ago

Task Space control of RPRP manipulator by Sumit Tripathi

Sumit Tripathi

Forward and inverse kinematics of RPRP manipulator with task space control to trace trajectories. (jacobian, task space control, fmincon)

RPRP_sgraph(t,y,par)

[]=forward_kin()

[flag_set]=set_dimensions()

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updated 6 years ago

weighted least-squares + weighted min-max optimization by Lai Chiong Ching

Lai Chiong Ching

Optimization using both weighted least squares and weighted min-max (optimization, least squares, minmax)

...

egCostFunc(x)

egNlcon(x)

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updated 7 years ago

fminconCSD by Yi Cao

Yi Cao

A wrap of fmincon using complex step differentiation to calculate gradient (optimization, complex step differen..., nonlinear optimizatio...)

[v1,v2,v3,v4,v5,v6,v7]=fminconCSD(fun,x0,A,B,Aeq,Beq,LB,U...

mycon(x,a2)

myfun0(x,a1)

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updated 7 years ago

fminconSym by Yi Cao

Yi Cao

A wrap of fmincon to get gradient (optimization, symbolic gradient, nonlinear optimizatio...)

[v1,v2,v3,v4,v5,v6,v7]=fminconSym(fun,x0,A,B,Aeq,Beq,LB,U...

bananaobj(x)

fminconSym_example.m

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