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updated 3 months ago

Particle Swarm Optimization (Vectorized Code) by Reza Ahmadzadeh

a simple implementation of Particle Swarm Optimization algorithm (PSO) (pso, particle swarm, swarm intelligence)

VPSO.m

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updated 2 years ago

fminsearchbnd, fminsearchcon by John D'Errico

Bound constrained optimization using fminsearch (optimization, fminsearch, constraint)

fminsearchbnd_demo

fminsearchcon_demo

[x,fval,exitflag,output]=fminsearchcon(fun,x0,LB,UB,A,b,n...

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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 5 years ago

DFP quasi Newton method by Bapi Chatterjee

It solves an optimization problem by DFP quasi Newton method. (optimization, finance, quasi newton)

quasi_newton_dfp.m

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updated 5 years ago

Steepest descent method by Bapi Chatterjee

It solves an optimization problem by steepest descent method. (optimization, finance, steepest descent)

steepestdescent.m

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updated 10 years ago

Entrop by Michael Boss

ENTROP implements a special version of the algorithm for entropy maximization. (approximation, interpolation, entropy)

[X,Exit]=entrop(U,A,b,t,maxiter,tol);

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