Search Results for "ns2 code with algorithm"

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.

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. It returns the vector of assets' shares that composes the optimal...

LSGTL means LLX’s Static Graph Template Library which is a light-weighted header-only template library developed mainly for static graph analysis. LSGTL is expected to be used in laboratories for research purposes mostly.

Fast-Fourier-Transform-based number theory code to test Mersenne numbers for primality using the Lucas-Lehmer test and the Crandall-Fagin irrational-base discrete weighted transform (IBDWT) algorithm (Math. Computation 62 (205), pp.305-324, January 1994)