Lithium Battery Model, Simscape Language and Simulink Design Optimization by Robyn Jackey

Multi-temperature lithium battery model using Simscape language and Simulink Design Optimization (lithium, battery, demo)

plot_estim_results.m

plot_estim_results.m

plot_estim_results.m

Regime Switching Model with Time Varying Transition Probabilities by Zhuanxin Ding

Code for estimating a Markov Regime Switching Model with time varying transition probabilities. (econometrics and stat..., statistics)

[Simul_Out]=MS_Regress_Sim(nr,Coeff,k,distrib)

[Spec_Out]=param2spec_tvtp(param,Spec_Tag,constCoeff,typeCa...

[Spec_Output]=MS_Regress_Fit_tvtp(dep,indep,px,k,S,advOpt)

Chaos test by Ahmed Ben Saïda

A test for chaotic dynamics of a noisy time series based on the Lyapunov exponent. (chaos, bifurcation, lyapunov exponent)

chaosfn(Theta, X, L, m, q, ActiveFN)

chaostest.m

OptimPID: an optimal PID controller design interface by Dingyu Xue

OptimPID is a MATLAB based interface and it can be used to optimize PID parameters (pid controller, optimum pid, optimal control)

multi_step.m

optimpid(varargin)

mod_1R2009b

Drive the induction motor with minimum losses by KATHIM Alrifai

Loss Minimization in Induction Motor Drives Using Genetic Algorithms (control design, optimization, mathematics)

Drive The Induction motor with Minimum Losses

Analyzing Investment Strategies with CVaR Portfolio Optimization by Bob Taylor

Scripts and data to demonstrate the new PortfolioCVaR object in Financial Toolbox. (finance, portfolio, optimization)

covered_engine(X, T, mu, sigma, ...

gbm_calibration(t0, X, t)

gbm_call_price(X0, K, r0, T, sigma)

Estimation of Nelson-Siegel and Svensson Models by Kamil Kladivko

Estimation of zero yield curve from coupon bond prices by Nelson-Siegel or Svensson model. (interpolation, nelson siegel, yield curve)

NScurve(Params, Tau, Model)

NSerror.m

NSest(Bonds, ShortRates, Model, Optimization)

Files for the 2012 Webinar "Tips and Tricks - Getting Started Using Optimization with MATLAB" by Seth DeLand

These are the files that were used for the demonstrations in the webinar. (fmincon, patternsearch, globalsearch)

RunThermistorExample()

ThOptimPlotCircuit(options,state,flag,Tdata,VData,Res,ThVal...

VEMap(x)

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)

Optimal Component Selection Using the Mixed-Integer Genetic Algorithm by Seth DeLand

Use the mixed-integer genetic algorithm to solve an engineering design problem. (genetic algorithm, mixed integer, optimization)

ThOptimPlot(options,state,flag,Tdata,VData,Res,ThVal,ThBeta...

objectiveFunction(x,StdRes, StdTherm_Val, StdTherm_Beta,Tda...

tempCompCurve(x,Tdata)

Knapsack problem by Hanan Kavitz

A well known combinatorial problem (knapsack problem, optimization, linear programming)

knapsackGA

Sigma Delta Test Bench by Aravind VJ

A test bench to simulate and analyse Sigma Delta modulators (delta sigma, sigma delta, communications)

DAC_Test.m

DWA_Trial.m

Run_Me.m

CVaR Portfolio Optimization by Seth DeLand

Conditional Value at Risk (CVaR) portfolio optimization with the PortfolioCVaR object (portfolio optimizatio..., cvar, conditional value at ...)

CVaRPortfolioOptimizationExample.m

Co-Blade: Software for Analysis and Design of Composite Blades by Danny Sale

Analysis and design of composite blades for wind and hydrokinetic turbines (wind turbine, composite blade, hydrokinetic turbine)

...

...

...

Simultaneous Plant and Control Design of an Active Automotive Suspension Using Direct Transcription by James Allison

A toolbox for using Direct Transcription to perform combined plant and control design. (aerospace, automotive, control design)

...

calc_state_constraints(t, xd, xu, stateCon)

calc_zdot(x, z, v)

Demo: Finding an Optimal Path Using MATLAB and Optimization Toolbox by Teja Muppirala

Solve the path planning problem of going through a vector field of wind in the least possible time. (path planning, flight path, gui)

PathOptimizationDemo.m

WayPoints_To_Path(p,METHOD,sizeX,sizeY,fineness)

calculateTimeIntermediate(x,W_x,W_y,x0,y0,AirSpeed,sizeX,si...

Building and Extending Portfolio Optimization Models with MATLAB by Sri Krishnamurthy

Object-oriented implementations of the Portfo and the Black-Litterman approach (portfolio optimizatio..., finance, object oriented progr...)

View(varargin)

compareWeights( ExcessHistoricalReturns, ExcessImpliedRetur...

PortfolioBL

Surrogate Model Optimization Toolbox by Julie

Surrogate model optimization algorithm for computationally expensive global optimization problems (global optimization, surrogate model, derivativefree)

BumpinessMinSampling(Data, maxeval, Surrogate, lambda, gamm...

CandValue=PredictFunctionValues(Data,Surrogate,CandPoint,la...

CandidatePointSampling(Data,maxeval,Surrogate,lambda,gamma,...

Chebpack by Damian Trif

The MATLAB package Chebpack solves specific problems for differential or integral equations. (mathematics, differential equation..., integral equations)

A=fact(a,m)

B=Ex4_delay_main

D=deriv(n,dom)

Image reconstruction by Hanan Kavitz

The purpose of this demo is to reconstruct a simple picture of several polygons. (image processing, image reconstruction, global optimization)

imageBuilding

[state,options,optchanged]=drawBestSolution(options,state,~...

mygaplotbestf(options,state,flag)

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)

Markowitz Efficient Frontier by Luca Beldi

Calculates the Markowitz Efficient Frontier (efficient frontier, mean standard deviati..., finance)

EfficientFrontier( Assets , NumPoints, LongOnly)

Optimal Control Using Control Vector Parameterization by Chang Duan

An example of using control vector parameterization to solve an optimal control problem (optimal control, direct sequential met..., control vector parame...)

Optimal Control Using Control Vector Parameterization

[topt,xopt,uopt,thetaopt]=plotopt1( x0,N,ts,dvarO,beta,rho,...

[topt,xopt,uopt,thetaopt]=plotopt2( x0,N,ts,dvarO,beta,rho,...

Matrix Decomposition by Aleksander

Positive definite correlation matrix based on spectral decomposition. Now both for .m, C and Mex (spectral decompositio..., cholesky decompositio..., correlation matrix)

SpectralDP(Correlation)

Black and Shcoles calculator by Hanan Kavitz

Graphical Black and Shcoles calculator for visualizing different sensetives (black and shcoles, finance, gui)

blscalculator(varargin)

DirLOT Toolbox by Shogo Muramatsu

MATLAB class definitions for directional lapped orthogonal transforms (boundary operation, system object, genlot)

Quick Start of DirLOT Toolbox

...

...

SCOPE: interactively tabulate SEER excel variables by Rex Cheung

This takes SEER excel column data interactively, tabulate them, write back in table format. (data import, data export, optimization)

output=xls2tabulate2xls(xlsfilename)

Improving MATLAB® performance when solving financial optimization problems by Sri Krishnamurthy

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

OptimizationWithSymbolicToolboxDemo()

vectorize(s)

Truss Design Optimization Based on Generative Algorithms by James Allison

Supplementary material for a WCSMO publication regarding truss design optimization. (structural design, aerospace, automotive)

D=TrussData(Coord, Con)

GAcon(x)

JacobianStresscal(D, Area)

Genetic Packman by Hanan Kavitz

A simple demonstration of Genetic Algorithm using all times favorite game. (optimization, global optimization, genetic algorithm)

[x,fval,exitFlag]=geneticPackman(cubeSize,numOfMoves,packma...

mutate_permutation(parents ,options,NVARS, ...

val=greedyPackman(field,numOfSteps)

Lognormal Perfusion Model by John Hudson

Fit disruption replenishment time-intensity data with the lognormal perfusion model (dynamic contrast enha..., dceus, ceus)

Wsinc(x,HW,Delay,Amp);

logperf_fit(signal_dat,t_dat,HW,guess,iterations,Fast);

logperf_model(A,mu,sigma,HW,Delay,t,Fast)

Trinomial tree calibration by Francesco Paolo Esposito

This function calibrates the Hull-White trinomial tree. (finance)

trintree_calswaption( Curve, V, Period, coin )

genfit by Andri M. Gretarsson

This is a data fitting program tailored for use in physics or other physical sciences. (data fitting, measurement, data exploration)

fitresult=genfit(X,Y,fhandle,params,varargin)

RGDS_Practical_Guide by Ronald/Daniel

The location for programs linked to the book <title> that will be published 2013. (simulation, pharmaceutical)

PK1IV1a

PK1IV1b

PK1IV1c

MPCC Solution of Genetic Regulatory Circuit Design Problems by James Allison

Demonstration of a novel MPCC-based technique for solving gene circuit design problems. (optimization, simulation, biotech)

MPCC_con()

constraint(xd,p)

master_genecircuit()

Rosin-Rammler Diagram plot function by Ivan Brezani

Function which plots Rosin-Rammler Diagram of size distribution specified and calculates parameters. (rrsb, size distribution, rosinrammler)

RRD(d, Rd)

Demo Files for "Optimizing Lookup Tables" Seminar by Teja Muppirala

Demo Files for "Optimizing Lookup Tables" Seminar (presented at MATLAB Expo 2011) (optimization, lookup tables)

makeplot(x, optimValues, state)

model(x,y)

mokuteki.m

Unbounded Resolution for Function Approximation by Alan Jennings

A continuous function is optimized for varying outputs and increasing parameterization dimension (functional, optimization, interpolation)

[Cost_out,CostGrad]=CostFunc_lwr_8(Pnt,Opt)

[Out_out,OutGrad]=OutputFunc_lwr_8(Pnt,Opt)

[PointsOut]=Fmin_ConditionNum(CovIn,N,Opt)

Cavendish Balance Experiment by Robert Kost

This function to used for the undergraduation Cavendish gravitational experiment. (cavendish, undergraduate physics..., cavendish data reduct...)

cavendish_ver_2