Showing 9 open source projects for "optimizer"

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  • 1

    Optimizer_sovkov

    Constructing and optimizing general mathematical and physical models

    We present the package Optimizer, aimed at constructing and optimizing general mathematical models of phenomena of versatile nature. It is written in the Matlab algorithmic language and is executed in the Matlab environment with partial functionality in Octave. The convenient visual interface and the detailed manuals are provided. The main benefit of the package is its capability to construct models of any level of complexity in a block-by-block manner.
    Downloads: 0 This Week
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  • 2
    ICE (Interval Calculator for Engineer)

    ICE (Interval Calculator for Engineer)

    Interval Calculator for Engineer

    ICE is a simple mathematical calculator with very useful shortcuts for Engineer: works natively with tolerance, can run Monte Carlo analysis, uses engineer notation, includes most of the day by day functions used by engineers.
    Downloads: 0 This Week
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  • 3
    PortOpt

    PortOpt

    A portfolio-optimizer using Markowitz(1952) mean-variance model

    PortOpt [Portfolio Optimizer] is a C++ program (with Python binding) implementing the Markowitz(1952) mean-variance model with agent's linear indifference curves toward risk in order to find the optimal assets portfolio under risk. You have to provide PortOpt (in text files or - if you use the api - using your own code) the variance/covariance matrix of the assets, their average returns and the agent risk preference.
    Downloads: 0 This Week
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  • 4
    Optimizer for External Function Evaluation. Can handle function and least square minimization. Designed for external time consuming simulators (e.g. FEM simulator, Spice simulator). Can define parallel running tasks for gradient and line minimization
    Downloads: 0 This Week
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  • 5
    C++SPCIP is a IPOPT like C++ Interface for the Optimizer SCPIP written by Ch. Zillober. SCPIP implements the Method of Moving Asymptotes in FORTRAN and is not provided with C++SCPIP. Please use the Wiki as main page!
    Downloads: 0 This Week
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  • 6
    H2O is a collection of C routines and applications designed for the optimization of multi-reservoir and multi-period hydrothermal power production scheduling. H2O is built upon nonlinear network algorithms and heuristic techniques for higher efficiency.
    Downloads: 0 This Week
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  • 7
    JEPLite is a light-weighted (re)implementation of the Java Expression Parser (jep.sourceforge.net). The intention is to strip some of its not-so-often-used features, and thus speeding the rest. Includes expression optimizer.
    Downloads: 0 This Week
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  • 8
    Program solves various linear programming problems using simplex method.
    Downloads: 0 This Week
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  • 9
    Path Partitioner

    Path Partitioner

    Finds bad examples for the local search Path Partitioning algorithm

    ...See http://www.tau.ac.il/~ohadschn/Thesis/Partitioning.pdf. Requirements: Microsoft Automatic Graph Layout http://research.microsoft.com/en-us/projects/msagl/ Gurobi Optimizer http://www.gurobi.com/ Permutations, Combinations, and Variations using C# Generics http://www.codeproject.com/Articles/26050/Permutations-Combinations-and-Variations-using-C-G
    Downloads: 0 This Week
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