Mathematical optimization

Cohss solver for complex symmetrix linear system in matlab

The following Matlab project contains the source code and Matlab examples used for cohss solver for complex symmetrix linear system . COHSS solver for complex symmetrix linear system Description: The script cohss solve iteratively a complex linear system (1) (B+i*C) (x+i*y) = b+i*c with B and C semi-SPD (SPD=Symmetric and Positive Definite matrices) and B+C an SPD matrix.

Dynamic Programming Matlab Code

Dynamic programming is a method for solving complex problems by breaking them down into simpler subproblems. It is applicable to problems exhibiting the properties of overlapping subproblems[1] and optimal substructure (described below). When applicable, the method takes far less time than naive methods that don't take advantage of the subproblem overlap (like depth-first search).

The following matlab project contains the source code and matlab examples used for dynamic programming.

Quadratic programming solution to dynamic economic dispatch in matlab

The following Matlab project contains the source code and Matlab examples used for quadratic programming solution to dynamic economic dispatch. Dynamic economic dispatch is an important variant of economic dispatch,where the the ramp constraints also considered .This software presents a simple way of implementing the quadaratic programming to solve the problem.

Stochastic dynamic programming for water reservoir in matlab

The following Matlab project contains the source code and Matlab examples used for stochastic dynamic programming for water reservoir. Stochastic Dynamic Programming is an optimization technique for decision making under uncertainty. In this program, the technique was applied for water reservoir management to decide amount of water release from a water reservoir.

Simulated annealing for constrained optimization in matlab

The following Matlab project contains the source code and Matlab examples used for simulated annealing for constrained optimization. Two programs are attached: sa_demo demonstrates how the simualted annealing works for simple functions, while sa_mincon solves a welded beam design problem using simulated annealing, which can easily be used to solve other constrained optimization problems in engineering design.

Particle Swarm Optimization Matlab Code

Particle swarm optimization (PSO) is a computational method that optimizes a problem by iteratively trying to improve a candidate solution with regard to a given measure of quality. PSO optimizes a problem by having a population of candidate solutions, here dubbed particles, and moving these particles around in the search-space according to simple mathematical formulae over the particle's position and velocity.

Multi objective optimization, particle swarm algorithm zdt, kur, sch in matlab

The following Matlab project contains the source code and Matlab examples used for multi objective optimization, particle swarm algorithm zdt, kur, sch . Improved many target particle swarm algorithm, success in solving the multi-objective optimization of the classic problems, such as ZDT, KUR, SCH classic optimization problem, only to f1 and f2 function after modification can be used.

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