Search Results for "nonlinear"

NOMAD is a C++ code that implements the MADS algorithm (Mesh Adaptive Direct Search) for difficult blackbox optimization problems. Such problems occur when the functions to optimize are costly computer simulations with no derivatives.

...The algorithms implemented are Nelder-Mead,Newton Methods (Line Search and Trust Region methods), Conjugate Gradient and BFGS (regular and Limited Memory). Brent method is also available for single variable functions if the bounds are known. Update 06/09/2014 - Nonlinear Squares Implementation [Levenberg-Marquardt Method] Added. Documentation - http://code.google.com/p/optimc/

JBernstein is a tool implemented in Java that enables to check whether a polynomial constraint holds for all variables within their domain. It is mainly used in the verification or synthesis of cyber-physical systems where the system model is nonlinear. The tool also supports specifications in assume-guarantee style. The underlying algorithm is based on a translation to Bernstein polynomials, and several optimization techniques are implemented to ensure efficiency. Concerning performance, the tool enables to check all examples in the PVS Bernstein testsuite within a second, which can be an order of magnitude faster than some other tools such as QEPCAD or REDLOG. ...

ACADO Toolkit is a software environment and algorithm collection for automatic control and dynamic optimization. It provides a general framework for using a great variety of algorithms for direct optimal control, including model predictive control, state and parameter estimation and robust optimization. ACADO Toolkit is implemented as self-contained C++ code and comes along with user-friendly MATLAB interface. The object-oriented design allows for convenient coupling of existing optimization...

A branch-and-prune method to find all solutions to systems of nonlinear equations. The number of variables must equal the number of equations. The variables must have proper lower and upper bounds. The solver has an interface to the AMPL environment.