Search Results for "optimizer windows"

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. Elementary model blocks can be...

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.