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updated 28 days ago

Support Vector Regression by Ronnie Clark

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

svr_trainer(xdata,ydata, c, epsilon, kernel, varargin)

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updated 7 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 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 6 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

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 9 years ago

mixed-integer LP by Sherif Tawfik

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

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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 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 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 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 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 almost 4 years ago

Portfolio Optimizer Tool by Patric Schenk

Portfolio Optimizer Tool (data import, finance, gui)

portfoliotool(varargin)

ExcelReport

Portfolio

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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 2 years ago

Knapsack problem by Hanan Kavitz

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

knapsackGA

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updated 11 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

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 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 10 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 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 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 6 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 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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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

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 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 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 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 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 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 5 years ago

Nonlinear Finite Difference Method by Ernesto Momox Beristain

The Finite Difference Method is employed for solving a nonlinear boundary value problem. (nonlinear, boundaryvalue, finitedifference)

f(x,y,yp)

nonlinearBVP_FDM(a,b,alpha,beta)

systemNxN(w,x,h,alpha,beta)

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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

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 17 days ago

Natural Gas Storage Valuation by Ameya Deoras

Demos and files from the webinar (energy trading, energy risk, commodities)

Import Analyze Natural Gas Futures Options Historical P...

Natural Gas Storage Valuation: 2. Intrinsic Spread-Optio...

Natural Gas Storage Valuation: 3. Model Calibration and V...

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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 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 almost 2 years 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 6 years ago

Nonlinear fitting n-dimensional data with arbitrary functions by Jan

Demonstrates the abilities of Matlab functions lsqcurvefit, fmincon and fminsearch to fit complex mo (optimization, nonlinear fit, nd)

fit_func

fit_nl

fit_nl_ex

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updated 11 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 6 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

Truss Design Optimization Based on Generative Algorithms by James Allison

Supplementary material for a WCSMO publication regarding truss design optimization. (structural design, aerospace, automotive)

D=TrussData(Coord, Con)

GAcon(x)

JacobianStresscal(D, Area)

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updated almost 3 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 24 days ago

normalMLE.m by Tyler Ransom

Estimates heteroskedastic normal linear regression model via MLE (optimization, regression, analysis)

[like,grad]=normalMLE(b,restrMat,Y,X,W,d)

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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 almost 7 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 1 year 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 almost 6 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 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 almost 8 years ago

Optimization of a Double Wishbone Suspension System by Stuart Kozola

Demo files from the Webinar "Introduction to Optimization with MATLAB(R) Products" Oct. 26, 2006 (optimization, pattern search, genetic algorithms)

importfile(fileToRead1,varargin)

updatePlot(varargin)

verifyInstalled

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updated 6 months ago

OptiGear by Gaurav Gupta

MATLAB app for Gear analysis and design (optimization, gear)

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