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updated 5 months ago

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)

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updated 6 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 10 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 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

Improving MATLABĀ® 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)

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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

Complex fsolve by Leonidas Georgopoulos

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

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

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updated 2 years ago

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...

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updated 3 years ago

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

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updated 3 years ago

Derivative-based Optimization by Nassim Khaled

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

Gradient_Descent_maximum.m

Gradient_Descent_minimum.m

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updated 3 years ago

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

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updated 4 years ago

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)

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updated 4 years ago

Multidimensional Systems Toolbox by Ramu Chandra

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

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updated 4 years ago

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

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updated 4 years ago

Steepest descent method by Bapi Chatterjee

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

steepestdescent.m

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updated 4 years ago

convexchecker by Bapi Chatterjee

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

convexchecker.m

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updated 5 years ago

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)

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updated almost 6 years ago

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)

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updated almost 6 years ago

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,U...

bananaobj(x)

fminconSym_example.m

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updated 10 years ago

MetMAP by Julio Vera

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

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