Optimization Toolbox
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MATLAB for R Users in Computational Finance Demos from the webinar Backtest Moving Average RSI Combo Strategy |
0 Comments 41 Downloads (30 Days) |
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Hydraulic Valve Parameters From Data Sheets and Experimental Data Models and white paper on obtaining realistic parameter values from data sheets and measured data. |
1 Comment 50 Downloads (30 Days) |
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Optimal Loading for a Power Station (Unit Commitment) |
0 Comments 92 Downloads (30 Days) |
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Another Particle Swarm Toolbox Implementation of a PSO algorithm with the same syntax as the Genetic Algorithm Toolbox. |
97 Comments 306 Downloads (30 Days) |
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Lithium Battery Model, Simscape Language and Simulink Design Optimization Multi-temperature lithium battery model using Simscape language and Simulink Design Optimization |
8 Comments 147 Downloads (30 Days) |
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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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Fit 2D Gaussian with Optimization Toolbox Fit a 2D rotated gaussian. http://en.wikipedia.org/wiki/Gaussian_function |
1 Comment 35 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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MPCC Solution of Genetic Regulatory Circuit Design Problems Demonstration of a novel MPCC-based technique for solving gene circuit design problems. |
0 Comments 2 Downloads (30 Days) |
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CORE: Conceptual Optimization of Rotorcraft Environment Facilitates optimization and design space exploration in the conceptual design phase of rotorcraft. |
1 Comment 9 Downloads (30 Days) |
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A set of tools for finding the best way to reduce the size of a table. |
0 Comments 28 Downloads (30 Days) |
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This is a code of "Broadcast Control Mechanisms for three agent". |
0 Comments 1 Download (30 Days) |
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Simultaneous Plant and Control Design of an Active Automotive Suspension Using Direct Transcription A toolbox for using Direct Transcription to perform combined plant and control design. |
0 Comments 12 Downloads (30 Days) |
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This function can be used to design uniform and non-uniform filter banks. |
0 Comments 33 Downloads (30 Days) |
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MATLAB class definitions for directional lapped orthogonal transforms |
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Using Analytical Tools to Gain Insight and Speed-up Num. Analysis in MATLAB & Symbolic Math Toolbox files from the webinar |
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Optimal Control Using Control Vector Parameterization An example of using control vector parameterization to solve an optimal control problem Optimal Control Using Control Vector Parameterization [topt,xopt,uopt,thetaopt]=plotopt1( x0,N,ts,dvarO,beta,rh... [topt,xopt,uopt,thetaopt]=plotopt2( x0,N,ts,dvarO,beta,rh... |
0 Comments 14 Downloads (30 Days) |
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Analyzing Investment Strategies with CVaR Portfolio Optimization Scripts and data to demonstrate the new PortfolioCVaR object in Financial Toolbox. |
2 Comments 29 Downloads (30 Days) |
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A simple demonstration of Genetic Algorithm using all times favorite game. [x,fval,exitFlag]=geneticPackman(cubeSize,numOfMoves,pack... |
0 Comments 4 Downloads (30 Days) |
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Files for the 2012 Webinar "Tips and Tricks - Getting Started Using Optimization with MATLAB" These are the files that were used for the demonstrations in the webinar. ThOptimPlotCircuit(options,state,flag,Tdata,VData,Res,ThV... |
0 Comments 31 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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The purpose of this demo is to reconstruct a simple picture of several polygons. [state,options,optchanged]=drawBestSolution(options,state... |
0 Comments 2 Downloads (30 Days) |
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This toolbox can be used to design a filter which satisfies prescribed specifications. |
0 Comments 14 Downloads (30 Days) |
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This function can be used to design a uniform filter bank with M subbands. |
1 Comment 19 Downloads (30 Days) |
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Co-Blade: Software for Analysis and Design of Composite Blades Analysis and design of composite blades for wind and hydrokinetic turbines |
1 Comment 30 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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Unbounded Resolution for Function Approximation A continuous function is optimized for varying outputs and increasing parameterization dimension [Cost_out,CostGrad]=CostFunc_lwr_8(Pnt,Opt) |
0 Comments 4 Downloads (30 Days) |
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Demo: Finding an Optimal Path Using MATLAB and Optimization Toolbox Solve the path planning problem of going through a vector field of wind in the least possible time. WayPoints_To_Path(p,METHOD,sizeX,sizeY,fineness) calculateTimeIntermediate(x,W_x,W_y,x0,y0,AirSpeed,sizeX,... |
0 Comments 35 Downloads (30 Days) |
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Optimization in MATLAB: An Introduction to Quadratic Programming Files used in "An Introduction to Quadratic Programming" Webinar |
1 Comment 34 Downloads (30 Days) |
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Optimal Component Selection Using the Mixed-Integer Genetic Algorithm Use the mixed-integer genetic algorithm to solve an engineering design problem. ThOptimPlot(options,state,flag,Tdata,VData,Res,ThVal,ThBe... objectiveFunction(x,StdRes, StdTherm_Val, StdTherm_Beta,T... |
0 Comments 40 Downloads (30 Days) |
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A well known combinatorial problem |
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OptimPID: an optimal PID controller design interface OptimPID is a MATLAB based interface and it can be used to optimize PID parameters |
1 Comment 40 Downloads (30 Days) |
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Demo Files for "Optimizing Lookup Tables" Seminar Demo Files for "Optimizing Lookup Tables" Seminar (presented at MATLAB Expo 2011) |
0 Comments 1 Download (30 Days) |
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Improving MATLAB® performance when solving financial optimization problems Jorge Paloschi,PHD and Sri Krishnamurthy,CFA May 2011, http://www.wilmott.com/magazine.cfm |
0 Comments 10 Downloads (30 Days) |
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Improving the convergence of Nelder-Mead (and so fminsearch) This highlights a (common) trick to improve the convergence of NM, and a problem within fminsearch. |
0 Comments 15 Downloads (30 Days) |
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Minimum settling time control design through direct search optimization methods New approach for designing controllers explicitely minimizing the settling time of a time response. |
4 Comments 5 Downloads (30 Days) |
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Tips and tricks for use of the optimization toolbox, linear and nonlinear regression. [x,fval,exitflag,output]=fminsearchbnd(fun,x0,LB,UB,optio... |
48 Comments 165 Downloads (30 Days) |
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Entropy-based mean-diversification efficient frontier |
1 Comment 44 Downloads (30 Days) |
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Using MATLAB to Optimize Portfolios with Financial Toolbox Scripts and data to demonstrate the new Portfolio object in Financial Toolbox. |
3 Comments 81 Downloads (30 Days) |
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Hybrid Genetic Optimizer for Grey-box Model Identification Matlab code of a hybrid genetic optimizer for Grey-box Model Identification. |
0 Comments 4 Downloads (30 Days) |
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In sample Value at Risk and backtesting with the Pearson type IV distribution Garch(1,1) model with Pearson type IV distribution innovations and Value at Risk backtesting |
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In sample value at risk and backtesting Garch model with Gaussian distribution and Value at Risk in sample backtesting. |
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How to deploy a MATLAB® made application on a web server |
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The function npg solves an n-person finite non-co-operative game to compute one Nash Equilibrium. |
0 Comments 12 Downloads (30 Days) |
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Portfolio Optimizer Tool |
17 Comments 65 Downloads (30 Days) |
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Statistical analysis (ANOVA,…) and plotting of fixed and mixed effects models using modern methods |
6 Comments 10 Downloads (30 Days) |
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Computes numerically complex solutions of a system of equations [cfsol fsol fval exitflag output jacob ]=cfsolve(funhandl... |
0 Comments 5 Downloads (30 Days) |
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Solve complex curve fit problem with parameter pooling & stratification by nonlinear least-squares. |
0 Comments 7 Downloads (30 Days) |