File Exchange

image thumbnail

Complex Method of Optimization

version (4.68 KB) by Travis Wiens
Implements the Complex Method of Constrained Optimization


Updated 28 Sep 2009

View License

Implements the Complex Method of Constrained Optimization, as proposed by Box (1965), improved by Guin (1968) and Krus (1992), and following the method in Andresson (2001). This is capable of optimizing a "black-box" system with few constraints on the optimization function and requiring no knowledge of its derivatives.

Includes an example, demonstrating training of an artificial neural network.

More details are available at

This was previously found at

Andersson J, "Multiobjective Optimization in Engineering Design - Application to fluid Power Systems." Doctoral thesis, Division of Fluid and Mechanical Engineering Systems, Department of Mechanical Engineering, Linkping University, 2001

Box, M.J., "A new method of constrained optimization and a comparison with other method," Computer Journal, Vol. 8, No. 1, pp. 42-52, 1965.

Guin J. A., "Modification of the Complex method of constraint optimization," Computer Jornal, vol. 10, pp. 416-417, 1968. 32(34)

KRUS P., JANSON A., PALMBERG J.-O.,"Optimization Based on Simulation for Design of Fluid Power Systems", in Proceedings of ASME Winter Annual Meeting, Anaheim, USA, 1992.

Comments and Ratings (3)

Seems fast. Thanks.

MATLAB Release Compatibility
Created with R2007a
Compatible with any release
Platform Compatibility
Windows macOS Linux

Discover Live Editor

Create scripts with code, output, and formatted text in a single executable document.

Learn About Live Editor