Fast Adaptive Coordinate Descent for Non-linear Optimization by Ilya

Fast Adaptive Coordinate Descent for Large- scale (D>>100) Non-linear Optimization (optimization, global optimization, principal component a...)

ACD(strfitnessfct,N,X_a,X_b,MAX_EVAL,stopfitness,howOftenUp...

f=cigar(x, ar)

f=fcigtab(x)

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

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

Hess(in1)

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

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

GPOPS by Camila Francolin

Solves multiple phase optimal control problems. (gauss pseudospectral, optimization, optimal control)

F=gpopsEndPointControl(u);

[Mayer,Lagrange]=brysonDenhamCost(sol,iphase);

[Mayer,Lagrange]=brysonMaxrangeCost(sol,iphase);

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

Demo files from the August 21, 2008 Webinar (optimization, simulated annealing, nonlinear optimizatio...)

Optimization Tips Tricks

VEMap(x,RPM,Pratio,VE)

VEPlot(x,optimValues,state)

Unconstrained Optimization using the Extended Kalman Filter by Yi Cao

A function using the extended Kalman filter to perform unconstrained nonlinear optimization (extended kalman filte..., nonlinear optimizatio..., kalman filter)

[x,e]=ekfopt(h,x,tol,P,Q,R)

fminconCSD by 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,UB,...

mycon(x,a2)

myfun0(x,a1)

fminconSym by Yi Cao

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

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

bananaobj(x)

fminconSym_example.m

bnb by Koert Kuipers

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

...

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

BNBGUI(file)

fminconset by Ingar Solberg

Solves constrained minimization problems, some of the variables are restricted to discrete values (optimization, discrete values, problems)

[c,ceq,gc,gceq,hc,hceq]=h134org(x,varargin)

fminconset(fun,x0,A,b,Aeq,beq,lb,ub,nonlcon,options,set,Jmi...

j134org(x,varargin)