Search Results for "optimizer"
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Showing 6 open source projects for "optimizer"
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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. -
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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. -
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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. -
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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.
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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
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