Unconstraint Static Optimization for MATLAB

This package is a term project for ESCI 416. The main objective is for evaluating six algorithms in finding the unconstraint static optimization problem. This system has been developed under MATLAB.

• Name: Unconstraint Static Optimization for MATLAB
• Last Updated: 9 Dec 1995
• Platform: MATLAB
• Package: optimize.zip ( 29,779 bytes) contains all source codes and the conclusion report.
• Source Code:
  • bfgs.m implements Broydon-Fetcher-Goldfarb-Shanno method. ( 2,979 bytes)
  • dfp.m implements Davidson-Fletcher-Powell method. ( 2,857 bytes)
  • evaluate.m is a main function. ( 8,471 bytes)
  • fr.m implements Fletcher-Reeve method. ( 2,175 bytes)
  • gradient.m computes gradient. ( 1,349 bytes)
  • gss.m implements Golden Search method. ( 3,334 bytes)
  • header.m contains global variables. ( 492 bytes)
  • hessian.m computes hessian. ( 1,475 bytes)
  • ini_brac.m computes the initial bracket. ( 2,362 bytes)
  • nr.m implements Modified Newton Raphson method. ( 1,897 bytes)
  • opt_l_s.m implements the optimal line search algorithm. ( 714 bytes)
  • pr.m implements Polack-Ribiere method. ( 2,273 bytes)
  • r_header.m resets global variables. ( 440 bytes)
  • sd.m implements Steepest Descent method. ( 1,588 bytes)
  • test1.m is an example of the objective function. ( 81 bytes)
• For More Information: Contact Kittiphan Techakittiroj