OpenOpt

版本 1.2.0.0 (229.7 KB) 作者: Dmitrey Kroshko
nonSmoothSolve (similar to fsolve), non-smooth & noisy local + some global solvers; works in Octave
4.0
(5)
3.6K 次下载
更新时间 2009/7/21

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OpenOpt is a free MATLAB Toolbox, which is also run in Octave

Particularly, it contains non-smooth solvers
ralg (medium-scale, for nVars=1...1000)
ShorEllipsoid (small-scale, for nVars=1...10)
(both can handle lb, ub, Ax<=b, Aeq*x=beq, c(x)<=0, h(x)=0; providing gradients/sub gradients df, dc, dh is appreciated)

nonSmoothSolve - fsolve analog for nonsmooth & noisy funcs (try benchmarking in nonSmoothSolveEx.m).

Graphics output is also enabled (for Octave users still there are some problems).

2 lines are enough to solve your problem -
prob = ooAssign (ObjFun, x0, <optional params>)
r = ooRun (prob, solver)
Example of output structure r:
r=
xf: [10x1 double] % x final
ff: -0.0719 % fval final
alg: 'Kennedy J., Eberhart R.C. (1995): Particle swarm optimization. In: Proc.'
author: 'Alexandros Leontitsis, me00743-at-cc.uoi.gr, University of Ioannina, Greece'
(+some other fields)

Regrads, Dmitrey. 15.02.2007,
Cherkassy, Ukraine.

P.S. You are welcome to our homepage http://openopt.org, where we have provided some more free numerical optimization software (however, non-MATLAB language).

引用格式

Dmitrey Kroshko (2024). OpenOpt (https://www.mathworks.com/matlabcentral/fileexchange/13115-openopt), MATLAB Central File Exchange. 检索来源 .

MATLAB 版本兼容性
创建方式 R2006b
兼容任何版本
平台兼容性
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致谢

启发作品: Exhaustive Search Method

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OpenOpt/Examples/

OpenOpt/Kernel/

OpenOpt/Kernel/log_funcs/

OpenOpt/Kernel/misc/

OpenOpt/Kernel/objFunRelated/

OpenOpt/graphics/

OpenOpt/solvers/

OpenOpt/solvers/UkrOpt/

OpenOpt/solvers/quazi/

OpenOpt/test/

OpenOpt/wrappers/Lin2NonLin/

OpenOpt/wrappers/nlc/

版本 已发布 发行说明
1.2.0.0

license changed to BSD
1.1.0.0

change license from GPL to BSD
1.0.0.0

bugfix (`Feb2007' undefined near line 4 column 5) while using graphics on