GAUSS

Gratis Upgrade:

Constrained Optimization MT 2.0 Optimization MT 2.0 Nu beschikbaar! Uw GRATIS Upgrade is inclusief als onderdeel van uw Platinum Premier Support & Maintenance

Mocht u vragen hebben laat het ons weten: info@smitconsult.nl

 

Constrained Optimization MT 2.0

efficient frontier plus graph comt

Constrained Optimization MT (COMT) solves the Nonlinear Programming problem, subject to general constraints on the parameters - linear or nonlinear, equality or inequality, using the Sequential Quadratic Programming method in combination with several descent methods selectable by the user.

COMT’s ability to handle general nonlinear functions and nonlinear constraints along with other features, such as the Trust Region Method, allow you to solve a wide range of sophisticated optimization problems. Built on the speed and number crunching ability of the GAUSS platform, COMT quickly computes solutions to large problems, making it ideal for large scale Monte Carlo or Bootstrap optimizations.

Version 2.0 is easier to use than ever!

  • New syntax options eliminate the need for PV and DS structures:
    -Decreasing the required code up to 25%.
    -Decreasing runtime up to 20%.
    -Simplifying usage.
  • Optional dynamic arguments make it simple and transparent to add extra data arguments beyond model parameters to your objective function.
  • Updated documentation and examples.
  • Fully backwards compatible with COMT 1.0

See for more information and an example on http://www.aptech.com/products/gauss-applications/constrained-optimization-mt

Optimization MT 2.0

rosenbrock surface wui

Optimization MT (OPTMT) provides a suite of tools for the unconstrained optimization of functions. It has many features, including a wide selection of descent algorithms, step-length methods, and "on-the-fly" algorithm switching. Default selections permit you to use OPTMT with a minimum of programming effort. All you provide is the function to be optimized and start values, and OPTMT does the rest.

OPTMT 2.0 is easier to use than ever!

New syntax options eliminate the need for PV and DS structures:
• Decreasing the required code up to 25%.
• Decreasing runtime up to 20%.
• Simplifying usage.  
Optional dynamic ar guments make it simple and transparent to add extra data arguments beyond model parameters to your objective function.
• Updated documentation and examples.
• Fully backwards compatible with OPTMT 1.0
• And More....

See for more information and an example on http://www.aptech.com/products/gauss-applications/optimization-mt/

Benieuwd hoe Smit Consult u van dienst kan zijn? Bel mij terug