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updated 5 months ago

Another Particle Swarm Toolbox by Sam

Implementation of a PSO algorithm with the same syntax as the Genetic Algorithm Toolbox. (optimization, particle swarm, pso)

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updated 8 months ago

Support Vector Regression by Ronnie Clark

A MATLAB implementation of Support Vector Regression (SVR). (regression, nonlinear, machine learning)

svr(xdata,ydata,x,alpha, b, c, epsilon)

svr_test.m

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updated almost 4 years ago

Digital Image Correlation and Tracking by Christoph Eberl

Calculate displacement and strain from a series of images (application, digital image correla..., tracking)

[FileNameBase,PathNameBase,filenamelist]=filelist_generator

[displx disply]=large_displ;

[marker_displacementx marker_displacementy gradientx grad...

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updated 4 months ago

Lithium Battery Model, Simscape Language and Simulink Design Optimization by Robyn Jackey

Multi-temperature lithium battery model using Simscape language and Simulink Design Optimization (lithium, battery, demo)

plot_estim_results.m

plot_estim_results.m

plot_estim_results.m

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updated 3 years ago

Optimization Tips and Tricks by 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 3 years ago

Managing Diversification by Attilio Meucci

Entropy-based mean-diversification efficient frontier (portfolio management, financial engineering, quantitative finance)

GenFirstEigVect(S,A)

MaxEntropy(G,w_b,w_0,Constr)

[E,L,G]=GenPCBasis(S,A)

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updated 1 year ago

Light Field Toolbox v0.2 by Donald Dansereau

A set of tools for working with light field (aka plenoptic) imagery in Matlab (light field, plenoptic, lytro)

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updated 4 years ago

Global Optimization with MATLAB by Stuart Kozola

Demo files from the 2010 webinar "Global Optimization with MATLAB Products" (optimization, genetic algorithm, partical swarm)

Global Minimization of 1D Equation

Springboard for Global Optimization Demos

PlotIterates(x,optimValues,state)

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updated 3 years ago

Robust Face Recognition via Sparse Representation - Implementation by B H Sri Hari

Implementation of Robust Face Recognition via Sparse Representation (face recognition, image processing, sparse representation)

FaceRecognitionTool(varargin)

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updated 3 years ago

Using MATLAB to Optimize Portfolios with Financial Toolbox by Bob Taylor

Scripts and data to demonstrate the new Portfolio object in Financial Toolbox. (portfolio, optimization, finance)

part1_plot(varargin)

PortfolioDemo

part1_intro.m

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updated 3 years ago

Portfolio Optimizer Tool by Patric Schenk

Portfolio Optimizer Tool (data import, finance, gui)

portfoliotool(varargin)

ExcelReport

Portfolio

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updated 5 years ago

Improved PSO program to solve Economic Dispatch by RMS Danaraj

This program solves the economic dispatch problem by improved PSO algorithm (optimization, economic disptach, pso)

[OUT,varargout]=pso_Trelea_vectorized(functname,D,varargin)

[P Fcost Pl]=eld(data,B,Pd)

[out,varargout]=normmat(x,newminmax,flag)

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updated 1 year ago

Unit_Commitment by KATHIM Alrifai

Optimal Loading for a Power Station (Unit Commitment) (optimization, measurement, control design)

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updated 11 years ago

bnb by Koert Kuipers

BNB20 solves mixed integer nonlinear optimization problems (optimization, mixed, nonlinear)

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BNB20(fun,x0,xstat,xl,xu,a,b,aeq,beq,nonlc,setts,opts,var...

BNBGUI(file)

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updated 12 months ago

International Space station live track by Sherif

Tracking the internation space station at any time (aerospace, mathematics, orbital mechanics)

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updated 1 year ago

Table Breakpoint Optimization by Tucker McClure

A set of tools for finding the best way to reduce the size of a table. (fitting, tables, breakpoints)

Table Optimizer

find_best_table_1d(x_0, z_0, ...

find_best_table_1de(...

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updated 8 months ago

MATLAB for R Users in Computational Finance by Ameya Deoras

Learn how to use MATLAB and R together to tackle your computational needs (r, rstudio, time series)

Backtest Moving Average RSI Combo Strategy

Optimizing Market Risk using Copula Simulation

blsapp()

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updated 2 years ago

Optimal Component Selection Using the Mixed-Integer Genetic Algorithm by Seth DeLand

Use the mixed-integer genetic algorithm to solve an engineering design problem. (optimization, mixed integer, genetic algorithm)

ThOptimPlot(options,state,flag,Tdata,VData,Res,ThVal,ThBe...

objectiveFunction(x,StdRes, StdTherm_Val, StdTherm_Beta,T...

tempCompCurve(x,Tdata)

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updated 8 years ago

Optimal Distribution Substations Placement using Genetic Algorithm by Amir Pouya Khansaryan

Finds the optimal location and capacity of distribution substations (optimization, genetic algorithm, distribution)

DSP(varargin)

FValue=SP_tlosscost1(InValue)

FValue=SP_tlosscost1(InValue)

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updated almost 4 years ago

Data based modeling of nonlinear dynamic systems using System Identification Toolbox by Rajiv Singh

Perspectives on nonlinear identification using a throttle valve modeling example. (system identification, narmax, nlarx)

throttleODE(t, x, F, c, k, K, b, varargin)

dataprep.m

throttledemo.m

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updated 6 years ago

Genetic Algorithm Solution to Economic Dispatch by RMS Danaraj

This program solves the economic dispatch problam using MATLAB genetic algorithm toolbox (optimization, genetic algorithm, econmoic dispatch)

eldga.m

eldga1.m

gatest.m

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updated almost 2 years ago

Co-Blade: Software for Analysis and Design of Composite Blades by Danny Sale

Analysis and design of composite blades for wind and hydrokinetic turbines (wind turbine, hydrokinetic turbine, composite blade)

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updated 12 months ago

DirLOT Toolbox by Shogo Muramatsu

MATLAB class definitions for directional lapped orthogonal transforms (optimization, image processing, genlot)

Quick Start of DirLOT Toolbox

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updated 3 years ago

n-person game by Bapi Chatterjee

The function npg solves an n-person finite non-co-operative game to compute one Nash Equilibrium. (matrix game, nperson game, non co operative game)

gamer(n,Us,p,I,s,ub,lb,x0,Aeq,beq,pay,U)

npg(M,U)

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updated 1 month ago

Solving Optimal Control Problems using Simscape Models for State Derivatives by Daniel Herber

This code replicates the results found in a tech report by the same name (brysondenham, design, control)

BrysonDenhamDerivative(t,y,u,p)

BrysonDenhamMain()

BrysonDenhamPlot(uMat,sMat,p)

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updated 2 years ago

OptimPID: an optimal PID controller design interface by Dingyu Xue

OptimPID is a MATLAB based interface and it can be used to optimize PID parameters (pid controller, optimum pid, optimal control)

multi_step.m

optimpid(varargin)

mod_1R2009b

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updated 8 years ago

Using MATLAB to Develop Portfolio Optimization Models by Bob Taylor

Scripts to create time-evolving efficient frontiers and to backtest results. (finance, modeling, analysis)

[DateHistory, RetHistory, PortHistory, X, Y, Z ] ...

ecmninit(Data, InitMethod)

ecmnmle(Data, InitMethod, MaxIter, Tolerance, Mean0, Cova...

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updated 9 months ago

Optimization in MATLAB: An Introduction to Quadratic Programming by 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 6 years ago

Economic dispatch by quadratic programming by RMS Danaraj

This software solves the economic dispatch problem by quadratic programming (optimization, economic dispatch, quadratic programming)

[P Fcost Pl]=eld(data,B,Pd)

test.m

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updated 5 years ago

Developing a Financial Market Index Tracker using MATLAB OOP and Genetic Algorithms by Mark Hoyle

Files used in the webinar of the same name (finance, modeling, analysis)

CreateIndex(NumDays,NumStocks,TotalNumStocks,L,K,s,t)

GetGAData(Wts,Stocks,Dates,StartDate)

InitialiseSession

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updated almost 2 years ago

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

Knapsack problem by Hanan Kavitz

A well known combinatorial problem (knapsack problem, optimization, linear programming)

knapsackGA

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updated 1 year ago

Fit 2D Gaussian with Optimization Toolbox by Nathan Orloff

Fit a 2D rotated gaussian. http://en.wikipedia.org/wiki/Gaussian_function (image processing, optimization, signal processing)

fmgaussfit(xx,yy,zz)

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updated 9 years ago

mixed-integer LP by Sherif Tawfik

This function solves the mixed integer linear programming problems. (optimization, mixed integer, linear programming)

[x,val,status]=IP1(f,A,b,Aeq,beq,lb,ub,M,e)

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updated 2 years ago

Demo: Finding an Optimal Path Using MATLAB and Optimization Toolbox by Teja Muppirala

Solve the path planning problem of going through a vector field of wind in the least possible time. (optimization, path planning, flight path)

PathOptimizationDemo.m

WayPoints_To_Path(p,METHOD,sizeX,sizeY,fineness)

calculateTimeIntermediate(x,W_x,W_y,x0,y0,AirSpeed,sizeX,...

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updated 9 months ago

Algorithmic Trading | Moving Average Crossover Strategy with WFAToolbox by WFAToolbox

The classical technical analysis strategy for an advanced algorithmic trading GUI - WFAToolbox (finance, gui, trading)

MAcross_strategy(x,price)

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updated 4 years ago

Speeding Up Optimization Problems with Parallel Computing by Stuart Kozola

Files from the webinar: Speeding up optimization problems with parallel computing (aerospace, automotive, demo)

Electron Problem Optimization

First Order Reliability Method using a Simulink Flutter M...

computebestportfolioPCT(expRet,expCov,portSize,targetRet)

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updated 9 years ago

Image Registration (2D) using Mutual Information (Optimization toolbox needed) by Hosang Jin

This is an updated automatic image registration using mutual information for users of IP toolbox. (geometric transformat..., image registration, image registration mu...)

f=image_registr_MI(x)

opti_MI_scaling.m

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updated almost 10 years ago

Optimization with MATLAB and the Genetic Algorithm and Direct Search Toolbox by Rakesh Kumar

M-files used in the webinar held on September 16, 2004. (optimization, genetic algorithm, direct search)

fminuncOut(x,optimvalues, state)

fminuncOut1(X, optimvalues, state)

gaplotbestfun(options,state,flag)

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updated 6 years ago

MathWorks Webinar: Using Genetic Algorithms in Financial Applications by Oren Rosen

Presentation and M-Files for MathWorks Webinar (finance, modeling, analysis)

ComputeBestPortfolio(expRet,expCov,portSize,targetRet)

ComputeHistoricalStats(prices)

FindTarget(target)

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updated 5 years ago

Solution to Economic Dispatch by Differential evolution by RMS Danaraj

this software solves the economic dispatch by differential evolution (optimization, economic dispatch, power systems)

dedemov(action);

devec(NP,D,F,CR,itermax,strategy);

devec3(fname,VTR,D,XVmin,XVmax,y,NP,itermax,F,CR,strategy...

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updated 5 years ago

Quadratic Programming Solution to Dynamic Economic Dispatch by RMS Danaraj

This program solves the Dynamic Economic Dispatch by quadratic Programming. (dynamic economic disp..., power systems, quadratic programming)

dyneld.m

test1.m

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updated 4 months ago

Sod_Shock_Tube.zip by Gogol

Computes the exact solution to Sod Shock Tube problem (aerospace, mathematics, test)

analytic_sod(t)

sod_func(P)

sod_demo.m

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updated 1 year ago

Drive the induction motor with minimum losses by KATHIM Alrifai

Loss Minimization in Induction Motor Drives Using Genetic Algorithms (control design, optimization, mathematics)

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updated almost 2 years ago

Uniform Filter Bank by Iman

This function can be used to design a uniform filter bank with M subbands. (optimization, signal processing, uniform filter bank)

P=P_NPR(M,m,m1)

PR_Nguyen.m

[c,ceq]=confun(h)

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updated 4 months ago

Hydraulic Valve Parameters From Data Sheets and Experimental Data by Steve Miller

Models and white paper on obtaining realistic parameter values from data sheets and measured data. (hydraulic, valve, optimization)

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updated 1 year ago

Filter Bank Design by Iman

This function can be used to design uniform and non-uniform filter banks. (filter bank, perfect reconstructio..., uniform filter bank)

A=A_gerenator(x,Beta,Sigma_dictionary,M)

Beta=Beta_dictionary(M,nk)

M=Find_LCM(x)

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updated 1 year ago

Analyzing Investment Strategies with CVaR Portfolio Optimization by Bob Taylor

Scripts and data to demonstrate the new PortfolioCVaR object in Financial Toolbox. (finance, portfolio, optimization)

covered_engine(X, T, mu, sigma, ...

gbm_calibration(t0, X, t)

gbm_call_price(X0, K, r0, T, sigma)

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updated almost 3 years ago

Improving the convergence of Nelder-Mead (and so fminsearch) by Emile Simon

This highlights a (common) trick to improve the convergence of NM, and a problem within fminsearch. (optimization, neldermead, algorithm)

nmsmax(fun, x, stopit, savit, varargin)

BenchmarkXSquared.m

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updated 6 years ago

Tips & Tricks: Getting started using optimization with MATLAB by Stuart Kozola

Demo files from the August 21, 2008 Webinar (optimization, genetic algorithms, simulated annealing)

Optimization Tips Tricks

VEMap(x,RPM,Pratio,VE)

VEPlot(x,optimValues,state)

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