Search Results for "optimizer windows"

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.

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...

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.

Program solves various linear programming problems using simplex method.