Partie XXV. Optimisation et Simulation

Table des matières

2. Neldermead
fminsearch — Computes the unconstrained minimimum of given function with the Nelder-Mead algorithm.
neldermead — Provides several direct search optimization algorithms based on the simplex method.
overview — An overview of the Nelder-Mead toolbox.
nmplot — Provides several direct search optimization algorithms based on the simplex method.
optimget — Queries an optimization data structure.
optimplotfunccount — Plot the number of function evaluations of an optimization algorithm
optimplotfval — Plot the function value of an optimization algorithm
optimplotx — Plot the value of the parameters of an optimization algorithm
optimset — Configures and returns an optimization data structure.
3. Optimization base
optimbase — Provides an abstract class for a general optimization component.
4. Optimization simplex
optimsimplex — Manage a simplex with arbitrary number of points.
fsolve — résout un système d'équations non-linéaires
NDcost — generic external for optim computing gradient using finite differences
aplat — Flattens a list.
datafit — Parameter identification based on measured data
derivative — approximate derivatives of a function
fit_dat — Parameter identification based on measured data
karmarkar — karmarkar algorithm
leastsq — Solves non-linear least squares problems
list2vec — Catenates list entries in a matrix.
lmisolver — linear matrix inequation solver
lmitool — tool for solving linear matrix inequations
lsqrsolve — minimize the sum of the squares of nonlinear functions, levenberg-marquardt algorithm
numdiff — numerical gradient estimation
optim — non-linear optimization routine
qld — linear quadratic programming solver
qp_solve — linear quadratic programming solver builtin
qpsolve — linear quadratic programming solver
quapro — linear quadratic programming solver (obsolete)
readmps — reads a file in MPS format
recons — reciprocal function for aplat.
semidef — semidefinite programming
vec2list — list2vec reciprocal function