. |

Optimization and Engineering, 2016, 1-28.

Calibration by Optimization Without Using Derivatives |

min_f.m -- a single m-file for n-dimensional local minimization (for n>= 1) - unconstrained or subject to simple bounds (last change: June 24, 2017) | |

Test function of 1 variable with unique minimizer in [0,1]: | |

Test function of 1 variable for min_f | |

Test functions of n variables with unique minimizers: | |

Chained Rosenbrock function | |

Modified Stybilsky-Tang-function | |

Some exponential sum |

Preprint, May 2017:

A Derivative-Free and Ready-to-Use NLP Solver for Matlab or Octave |

min_fc.m -- a single m-file for nonlinear minimization subject to linear and nonlinear equality and inequality constraints. (No subroutines for any derivatives needed.) May 5. 2017 | |

Sample file how to define objective function and constraints and how to call min_fc: : | |

Calling routine for min_fc | |

A sample objective function and sample constraints function: | |

Sample objective function | |

Sample constraint function |

m-files of previous versions |

mehrotramsocp.m -- a single m-file for an interior point method for solving mixed second order cone programs (MSOCP) |