Optimization and Simulation

Table of Contents

NDcost — generic external for optim computing gradient using finite differences

bvode — boundary value problems for ODE

bvodeS — simplified call of bvode

datafit — Parameter identification based on measured data

derivative — approximate derivatives of a function

fit_dat — Parameter identification based on measured data

fsolve — find a zero of a system of n nonlinear functions

karmarkar — karmarkar algorithm

leastsq — Solves non-linear least squares problems

linpro — linear programming solver (obsolete)

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

mps2linpro — convert lp problem given in MPS format to linpro format (obsolete)

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)

semidef — semidefinite programming