Optimization Toolbox
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Efficient Multidimensional Scaling (MDS) The is the source code of iterated Levenberg-Marquardt algorithm (ILMA) for solving MDS CM=confusion_matrix_reorder(CM) [X, total_cost]=MDS_training(Dist,d,iter,strategy,display... |
0 Comments 9 Downloads (30 Days) |
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Monte Carlo example of the Multi-Factor coupled Commodity Forward curves Simulator Implementation of the Multi-Factor multi commodity forward curve simulator LnTestofSims(mySims, LastFC, volFN, Factors) MultiFactorForwardCurveSimulator(nSims, Seed, historicalF... |
0 Comments 12 Downloads (30 Days) |
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The MATLAB package Chebpack solves specific problems for differential or integral equations. |
0 Comments 9 Downloads (30 Days) |
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Truss Design Optimization Based on Generative Algorithms Supplementary material for a WCSMO publication regarding truss design optimization. |
0 Comments 16 Downloads (30 Days) |
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Drive the induction motor with minimum losses Loss Minimization in Induction Motor Drives Using Genetic Algorithms |
2 Comments 50 Downloads (30 Days) |
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Positive definite correlation matrix based on spectral decomposition. Now both for .m, C and Mex |
3 Comments 5 Downloads (30 Days) |
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SCOPE: interactively tabulate SEER excel variables This takes SEER excel column data interactively, tabulate them, write back in table format. |
0 Comments 4 Downloads (30 Days) |
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Local Regression for 2D Data with plot/figure |
0 Comments 2 Downloads (30 Days) |
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Example of a value neutral hedge for the UK power (electricity) markets. HedgeMinNightBaseFunction(x, TotalPrice, BasePrice, Night... HedgeMinNightPeakBaseFunction(x, TotalPrice, BasePrice, P... HedgeMinPeakBaseFunction(x, TotalPrice, BasePrice, PeakPr... |
1 Comment 1 Download (30 Days) |
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Term Structure of Volatility Calibration Derives term structure parameters used in Commodity pricing ReturnsLFMin(x,returns,t,TermType) |
0 Comments 2 Downloads (30 Days) |
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Solving non-linear and linear simultaneous equations with fsolve solvesimul.m solves non-linear and linear simultaneous equations. |
0 Comments 2 Downloads (30 Days) |
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Salvaging a Linear Correlation Matrix Finds the nearest correlation Matrix using the Hypershere or Spectral decomposition methods |
0 Comments 2 Downloads (30 Days) |
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Nonlinear Finite Difference Method The Finite Difference Method is employed for solving a nonlinear boundary value problem. |
2 Comments 18 Downloads (30 Days) |
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Analytical Target Cascading Example With Coupling Variables A simple optimization problem is used to illustrate ATC with coupling variables. |
1 Comment 2 Downloads (30 Days) |
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Analytical Target Cascading Example A simple optimization problem is used to illustrate Analytical Target Cascading. |
1 Comment 3 Downloads (30 Days) |