Search Results for "nonlinear optimization"

Adaptive Simulated Annealing (ASA) is a C-language code that finds the best global fit of a nonlinear cost-function over a D-dimensional space. ASA has over 100 OPTIONS to provide robust tuning over many classes of nonlinear stochastic systems.

OptimC is a C software package to minimize any unconstrained multivariable function. The algorithms implemented are Nelder-Mead,Newton Methods (Line Search and Trust Region methods), Conjugate Gradient and BFGS (regular and Limited Memory). Brent method is also available for single variable functions if the bounds are known. Update 06/09/2014 - Nonlinear Squares Implementation [Levenberg-Marquardt Method] Added. Documentation - http://code.google.com/p/optimc/

ACADO Toolkit is a software environment and algorithm collection for automatic control and dynamic optimization. It provides a general framework for using a great variety of algorithms for direct optimal control, including model predictive control, state and parameter estimation and robust optimization. ACADO Toolkit is implemented as self-contained C++ code and comes along with user-friendly MATLAB interface. The object-oriented design allows for convenient coupling of existing optimization...