• ABC

  • Referenced in 289 articles [sw10950]
  • powerful and efficient algorithm for numerical function optimization: artificial bee colony (ABC) algorithm. Swarm intelligence...
  • REDUCE

  • Referenced in 746 articles [sw00789]
  • real arithmetic; facilities for defining new functions and extending program syntax; analytic differentiation and integration ... optimized numerical programs from symbolic input; calculations with a wide variety of special functions; Dirac...
  • mctoolbox

  • Referenced in 1485 articles [sw04827]
  • carrying out direct search optimization. Various other miscellaneous functions are also included. This toolbox supersedes ... with the book Accuracy and Stability of Numerical Algorithms (SIAM, Second edition, August...
  • KELLEY

  • Referenced in 631 articles [sw04829]
  • later used to demonstrate the behavior of optimization algorithms. Chapter 7 introduces implicit filtering ... adjusted to the noise level in the function. Direct search algorithms, including the Nelder-Mead ... latter two chapters conclude with a numerical demonstration of the methods discussed in the respective ... treatment of both, optimization methods for smooth and for noisy functions is a unique feature...
  • YALMIP

  • Referenced in 1033 articles [sw04595]
  • free MATLAB toolbox for rapid prototyping of optimization problems. The package initially aimed ... define your constraints and objective functions using intuitive and standard MATLAB code. Automatic categorization ... problems, and automatic solver selection Supports numerous external solvers, both free and commercial. The solvers...
  • MINOS

  • Referenced in 458 articles [sw05095]
  • optimization system, for the solution of sparse linear and nonlinear programs. The objective function ... both. The nonlinear functions must be smooth. Stable numerical methods are employed throughout. Features include...
  • SNOPT

  • Referenced in 543 articles [sw02300]
  • that uses a smooth augmented Lagrangian merit function and makes explicit provision for infeasibility ... application is to trajectory optimization in the aerospace industry. Numerical results are given for most...
  • Geometer's Sketchpad

  • Referenced in 228 articles [sw04858]
  • rate of change, and functional relationships through numeric, tabular, and graphical representations. And high school ... functions—from linear to trigonometric—promoting deep understanding. Sketchpad is the optimal tool for interactive...
  • GQTPAR

  • Referenced in 325 articles [sw07451]
  • algorithm is guaranteed to produce a nearly optimal solution in a finite number of iterations ... minimizer of the objective function. Numerical results for GQTPAR, which is a Fortran implementation...
  • ve08

  • Referenced in 148 articles [sw05141]
  • optimization of partially separable functions We consider the problem of minimizing a smooth objective function ... rather unpredictable since, except for certain test functions, the eigenvalue structure ... enter into f, and not on the numerical values of f or its derivatives...
  • Tensorlab

  • Referenced in 71 articles [sw14255]
  • nonlinear-least squares optimization with complex variables including numerical complex differentiation, global minimization of bivariate ... polynomials and rational functions: both real and complex exact line search (LS) and real exact ... plane search (PS) for tensor optimization, and much more: cumulants, tensor visualization, estimating a tensor...
  • MLMSRBF

  • Referenced in 43 articles [sw07571]
  • point according to two criteria: the estimated function value obtained from the response surface model ... global optimization version and a multistart local optimization version of MSRS. In the numerical experiments ... MSRBF, were compared to 6 alternative global optimization methods, including a multistart derivative-based local...
  • NMOF

  • Referenced in 15 articles [sw11303]
  • package NMOF: Numerical Methods and Optimization in Finance. Functions, examples and data from the book ... Numerical Methods and Optimization in Finance’ by M. Gilli, D. Maringer and E. Schumann ... Algorithms and Threshold Accepting. There are also functions for the valuation of financial instruments, such...
  • PSwarm

  • Referenced in 68 articles [sw00742]
  • developed originally for the global optimization of functions without derivatives and where the variables ... numerical experiments showed that the resulting algorithm is highly competitive with other global optimization methods ... based only on function values. PSwarm is extended in this paper to handle general linear...
  • CMA-ES

  • Referenced in 120 articles [sw05063]
  • methods for numerical optimization of non-linear or non-convex continuous optimization problems. They belong ... generation based on their fitness or objective function value f(x). Like this, over...
  • INTOPT_90

  • Referenced in 306 articles [sw04705]
  • pages) features a rather practical and numerical approach in a branch and bound pattern touching ... many software details. The chapter on global optimization (40 pages) only admits equality constraints (within ... optimization. Preprint.). The chapter about non-differentiable problems (17 pages) studies function expressions containing...
  • SPGL1

  • Referenced in 196 articles [sw08365]
  • gives an explicit relationship to two other optimization problems closely related to BPDN. We describe ... problem gives function and derivative information needed for the root-finding method. Numerical experiments...
  • pracma

  • Referenced in 13 articles [sw11626]
  • Numerical Math Functions. Functions from numerical analysis and linear algebra, numerical optimization, differential equations, plus...
  • NIMBUS

  • Referenced in 63 articles [sw04339]
  • nondifferentiable single objective optimization into the multiobjective case. The multiple objective functions are treated individually ... Lipschitz continuous objective functions subject to nonlinear (possibly nondifferentiable) constraints. Finally, numerical experiments with...
  • ML

  • Referenced in 87 articles [sw20907]
  • computation of the Mittag-Leffler function based on the numerical inversion of its Laplace transform ... accuracy. The optimal parabolic contour algorithm selects the region in which the numerical inversion ... computational effort and the errors are minimized. Numerical experiments are presented to show accuracy ... application to the three parameter Mittag-Leffler function is also presented...