OPTRAGEN by Raktim Bhattacharya

Optragen is a parser which translates optimal control problems to nonlinear programming problems. (motion planning, optimal control, optimization)

createArgList(OutputSequence)

createGuess(x,hl,Xval);

createMFunction(OutputSequence,Cin,tag,ProbName,ParamList)

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)

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)

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)

Improving MATLAB® performance when solving financial optimization problems by Jorge Paloschi

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

OptimizationWithSymbolicToolboxDemo()

vectorize(s)

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)

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,...

Newton Method in N dimensions by Kyle Drerup

Simple implementation of Newton's method, in n dimensions, taking input of >=n equations. (newtons method, root finding, numerical analysis)

newton_n_dim(tolerance_rss,initial_estimate,sym_variables,s...

secant method in nonlinear ode by Kalyan Bhattacharjee

this will find the solution of U''=k*U*U' by using taylor series 3rd order and secant method (simulation, taylor, ode)

math1.m

secant.m

Derivative-based Optimization by Nassim Khaled

Derivative-based Optimization using The Gradient Descent (3d, derivative, minimum)

Gradient_Descent_maximum.m

Gradient_Descent_minimum.m

An optimal control tutorial for beginners by Xuezhong Wang

A tutorial and sample code for solving optimal control problems with indirect methods. (control design, optimal control, optimization)

eg1OC

eg2OC_BVP

eg2OC_Descent

Simple three-point minimum estimation by Gabriel Alcantara

Script to find the minimum of a single variable function using the Three-point search method. (optimization)

estimated=three_point(sfun,a,b,tolerance)

Multidimensional Systems Toolbox by Ramu Chandra

H-infinity control and simulation of linear spatially invariant systems over several dimensions. (control design, optimization)

DFP quasi Newton method by Bapi Chatterjee

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

quasi_newton_dfp.m

Steepest descent method by Bapi Chatterjee

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

steepestdescent.m

convexchecker by Bapi Chatterjee

It checks real valued multidimensional function, whether it is convex. (optimization, finance, convex)

convexchecker.m

Symbolic Hessian Evaluator by Brad Ridder

For a symbolic input function f, returns the symbolic Hessian matrix. A real time saver imho -_- (hessian, matrix, optimization)

hessian(f,varlist)

lsqnonlinSym by Yi Cao

A wrap of lsqnonlin to get Jacobian (optimization, symbolic jacobian, nonlinear least squar...)

[v1,v2,v3,v4,v5,v6,v7]=lsqnonlinSym(funhandle,varargin)

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

MetMAP by Julio Vera

A MATLAB package for metabolical modeling, analysis and optimization. (biotech, pharmaceutical, metabolic systems)