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updated 7 days ago

Table Breakpoint Optimization by Tucker McClure

A set of tools for finding the best way to reduce the size of a table. (optimization, breakpoints, tables)

Table Optimizer

find_best_table_1d(x_0, z_0, ...

find_best_table_1de(...

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updated 28 days ago

Broadcast_LP by Kaushik Das

This is a code of "Broadcast Control Mechanisms for three agent". (aerospace, communications, control design)

Broadcast_LP.m

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updated 2 months ago

Simultaneous Plant and Control Design of an Active Automotive Suspension Using Direct Transcription by James Allison

A toolbox for using Direct Transcription to perform combined plant and control design. (aerospace, automotive, control design)

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calc_state_constraints(t, xd, xu, stateCon)

calc_zdot(x, z, v)

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updated 3 months ago

Filter Bank Design by Iman

This function can be used to design uniform and non-uniform filter banks. (filter bank, nonuniform filter ban..., 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 3 months ago

DirLOT Toolbox by Shogo Muramatsu

MATLAB class definitions for directional lapped orthogonal transforms (boundary operation, system object, genlot)

Quick Start of DirLOT Toolbox

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updated 3 months ago

Using Analytical Tools to Gain Insight and Speed-up Num. Analysis in MATLAB & Symbolic Math Toolbox by Deepak

files from the webinar (symbolic, eigenvalues, poles)

JetThrust(t)

Mass(time, rocketStartTime, engineOffTime)

aerodynamicDrag(v)

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updated 4 months ago

Optimal Control Using Control Vector Parameterization by Chang Duan

An example of using control vector parameterization to solve an optimal control problem (optimal control, direct sequential met..., control vector parame...)

Optimal Control Using Control Vector Parameterization

[topt,xopt,uopt,thetaopt]=plotopt1( x0,N,ts,dvarO,beta,rho,...

[topt,xopt,uopt,thetaopt]=plotopt2( x0,N,ts,dvarO,beta,rho,...

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updated 4 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 4 months 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 5 months ago

Genetic Packman by Hanan Kavitz

A simple demonstration of Genetic Algorithm using all times favorite game. (optimization, global optimization, genetic algorithm)

[x,fval,exitFlag]=geneticPackman(cubeSize,numOfMoves,packma...

mutate_permutation(parents ,options,NVARS, ...

val=greedyPackman(field,numOfSteps)

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updated 5 months 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. (fmincon, globalsearch, optimization)

RunThermistorExample()

ThOptimPlotCircuit(options,state,flag,Tdata,VData,Res,ThVal...

VEMap(x)

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updated 5 months ago

Matrix Decomposition by Aleksander

Positive definite correlation matrix based on spectral decomposition. Now both for .m, C and Mex (spectral decompositio..., cholesky decompositio..., correlation matrix)

SpectralDP(Correlation)

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updated 6 months ago

Image reconstruction by Hanan Kavitz

The purpose of this demo is to reconstruct a simple picture of several polygons. (image processing, image reconstruction, global optimization)

imageBuilding

[state,options,optchanged]=drawBestSolution(options,state,~...

mygaplotbestf(options,state,flag)

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updated 7 months ago

Dig_Filter by Iman

This toolbox can be used to design a filter which satisfies prescribed specifications. (communication, digital filter, optimization)

Dig_Filter.m

N=N_Dig_Filter(wa,wp,eps_p,eps_a)

[a1 a2 b1 b2]=random_stable_initial_points

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updated 7 months ago

Uniform Filter Bank by Iman

This function can be used to design a uniform filter bank with M subbands. (optimization, signal processing, uniform filter bank)

P=P_NPR(M,m,m1)

PR_Nguyen.m

[c,ceq]=confun(h)

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updated 7 months 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, composite blade, hydrokinetic turbine)

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updated 9 months ago

SCOPE: interactively tabulate SEER excel variables by Rex Cheung

This takes SEER excel column data interactively, tabulate them, write back in table format. (data import, data export, optimization)

output=xls2tabulate2xls(xlsfilename)

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updated 9 months ago

Unbounded Resolution for Function Approximation by Alan Jennings

A continuous function is optimized for varying outputs and increasing parameterization dimension (functional, optimization, interpolation)

[Cost_out,CostGrad]=CostFunc_lwr_8(Pnt,Opt)

[Out_out,OutGrad]=OutputFunc_lwr_8(Pnt,Opt)

[PointsOut]=Fmin_ConditionNum(CovIn,N,Opt)

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updated 1 year 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. (path planning, flight path, gui)

PathOptimizationDemo.m

WayPoints_To_Path(p,METHOD,sizeX,sizeY,fineness)

calculateTimeIntermediate(x,W_x,W_y,x0,y0,AirSpeed,sizeX,si...

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updated 1 year ago

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)

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updated 1 year 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. (genetic algorithm, mixed integer, optimization)

ThOptimPlot(options,state,flag,Tdata,VData,Res,ThVal,ThBeta...

objectiveFunction(x,StdRes, StdTherm_Val, StdTherm_Beta,Tda...

tempCompCurve(x,Tdata)

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updated 1 year ago

Knapsack problem by Hanan Kavitz

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

knapsackGA

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updated 1 year 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 1 year ago

Demo Files for "Optimizing Lookup Tables" Seminar by Teja Muppirala

Demo Files for "Optimizing Lookup Tables" Seminar (presented at MATLAB Expo 2011) (optimization, lookup tables)

makeplot(x, optimValues, state)

model(x,y)

mokuteki.m

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updated 1 year ago

Improving MATLAB® performance when solving financial optimization problems by Sri Krishnamurthy

Jorge Paloschi,PHD and Sri Krishnamurthy,CFA May 2011, http://www.wilmott.com/magazine.cfm (optimization, finance, symbolic)

OptimizationWithSymbolicToolboxDemo()

vectorize(s)

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updated 1 year ago

Improving the convergence of Nelder-Mead (and so fminsearch) by Emile Simon

This highlights a (common) trick to improve the convergence of NM, and a problem within fminsearch. (optimization, neldermead, restart)

nmsmax(fun, x, stopit, savit, varargin)

BenchmarkXSquared.m

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updated 1 year ago

Minimum settling time control design through direct search optimization methods by Emile Simon

New approach for designing controllers explicitely minimizing the settling time of a time response. (optimization, control design, settling time)

ClosedLoop(Sol2,Ap,B1,B2,C1,C2,D11,D12,D21)

DrawImpactParameters.m

Fprelim(vec,Ap,B1,B2,C1,C2,D11,D12,D21,range)

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updated almost 2 years ago

Optimization Tips and Tricks by John D'Errico

Tips and tricks for use of the optimization toolbox, linear and nonlinear regression. (confidence intervals, examples, tutorial)

optimtips

[x,fval,exitflag,output]=fminsearchbnd(fun,x0,LB,UB,options...

consolidator(x,y,aggregation_mode,tol)

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updated almost 2 years ago

Managing Diversification by Attilio Meucci

Entropy-based mean-diversification efficient frontier (portfolio management, financial engineering, optimization)

GenFirstEigVect(S,A)

MaxEntropy(G,w_b,w_0,Constr)

[E,L,G]=GenPCBasis(S,A)

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updated almost 2 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. (backtesting, analysis, finance)

part1_plot(varargin)

PortfolioDemo

part1_intro.m

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updated 2 years ago

Hybrid Genetic Optimizer for Grey-box Model Identification by Jie Hu

Matlab code of a hybrid genetic optimizer for Grey-box Model Identification. (optimization, modeling, system identification)

Abs_RI( RI )

Avg_Func(S21_RI, Opt)

AxisLim_Func(Min_In, Max_In, division)

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updated 2 years ago

In sample Value at Risk and backtesting with the Pearson type IV distribution by Stavros Stavroyiannis

Garch(1,1) model with Pearson type IV distribution innovations and Value at Risk backtesting (christoffersen, finance, garch)

results=varinPIV(data)

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updated 2 years ago

In sample value at risk and backtesting by Stavros Stavroyiannis

Garch model with Gaussian distribution and Value at Risk in sample backtesting. (kupiec, finance, garch)

results=varin(data)

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updated 2 years ago

Web Server Demo by Stefan Duprey

How to deploy a MATLAB® made application on a web server (optimization, compiler, deployment)

CelltowerGUI()

circlesIntersect(x)

circlesIntersect(x)

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updated 2 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

Portfolio Optimizer Tool by Patric Schenk

Portfolio Optimizer Tool (data import, gui, finance)

portfoliotool(varargin)

ExcelReport

Portfolio

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updated 2 years ago

LinStats by Michael Boedigheimer

Statistical analysis (ANOVA,…) and plotting of fixed and mixed effects models using modern methods (statistics, gui, optimization)

blkrepmat( type, c, q )

center(X, V, dim)

coeff2eqn( coeffs, var_names, skipzeros, parens )

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updated 2 years ago

Complex fsolve by Leonidas Georgopoulos

Computes numerically complex solutions of a system of equations (complex, imaginary, optimisation)

[cfsol fsol fval exitflag output jacob ]=cfsolve(funhandle,...

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updated 2 years ago

Another Particle Swarm Toolbox by Sam

Implementation of a PSO algorithm with the same syntax as the Genetic Algorithm Toolbox. (global optimization, particle swarm, important)

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updated 2 years ago

AdvCurveFit by Robert Bemis

Solve complex curve fit problem with parameter pooling & stratification by nonlinear least-squares. (optimization, curve, fitting)

Adventures in curve fitting

PkBgErr(x,y,pk,bg)

[x,y]=limits(a)

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updated 2 years ago

Speeding Up Optimization Problems with Parallel Computing by Stuart Kozola

Files from the webinar: Speeding up optimization problems with parallel computing (aerospace, automotive, demo)

Electron Problem Optimization

First Order Reliability Method using a Simulink Flutter Mod...

computebestportfolioPCT(expRet,expCov,portSize,targetRet)

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updated 2 years ago

Minimum Perfect Matching Tool by Vojtech Knyttl

Function to solve the Minimum Perfect Matching Problem on non-biparite graphs. (optimization, linear programming, graphs)

min_perfect_matching( G )

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updated almost 3 years ago

zpkfit by Tobin Fricke

Fit poles and zeroes (ZPK) to frequency response data (signal processing, optimization, control design)

zpkfit(f, Txy, poles, zeroes)

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updated almost 3 years ago

UK Power Value Neutral hedge by Ahmos Sansom

Example of a value neutral hedge for the UK power (electricity) markets. (optimization, mathematics, finance)

HedgeMinNightBaseFunction(x, TotalPrice, BasePrice, NightPr...

HedgeMinNightPeakBaseFunction(x, TotalPrice, BasePrice, Pea...

HedgeMinPeakBaseFunction(x, TotalPrice, BasePrice, PeakPric...

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updated almost 3 years 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 3 years ago

Term Structure of Volatility Calibration by Ahmos Sansom

Derives term structure parameters used in Commodity pricing (mathematics, finance, optimization)

ReturnsLFMin(x,returns,t,TermType)

TermFunMin(x,t,LocalVol,TermType)

sigma=TermFun(x,t,TermType)

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updated 3 years ago

Global Optimization with MATLAB by Stuart Kozola

Demo files from the 2010 webinar "Global Optimization with MATLAB Products" (direct search, genetic algorithm, global optimization)

Global Minimization of 1D Equation

Springboard for Global Optimization Demos

PlotIterates(x,optimValues,state)

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updated 3 years ago

Solving non-linear and linear simultaneous equations with fsolve by Bruce Raine

solvesimul.m solves non-linear and linear simultaneous equations. (fsolve, optimization, mathematics)

solvesimul(a,b,a1,b1,A,B)

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updated 3 years ago

Model-Based Design of a SUV Anti-Rollover Control System by Vinod Cherian

Models and literature demonstrating Model Based Design of a SUV Anti-Rollover Control System. (automotive, rollover, controller)

TMW_Anti_Roll_Controller_demo

TMW_Anti_Roll_Controller_demo_Off

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updated 3 years ago

Analytical Target Cascading Example With Coupling Variables by James Allison

A simple optimization problem is used to illustrate ATC with coupling variables. (aerospace, automotive, demo)

ATC_Demo2()

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