Description: Constrained optimization has been explained with matlab 2007a. This has been explained with various benchmark functions. The main program can be directly applied to knapsack problem and portfolio optimization problem directly.
These programs have been written in a menu driven manner.
To Search:
- [knap] - this file solve 0/1 knapsack problem
- [ce_knapsack] - solve knapsack problem
File list (Check if you may need any files):
ConstrainedOptimization\contents.m
.......................\main.m
.......................\test1_constraint.m
.......................\test2_constraint.m
.......................\test3_constraint.m
.......................\test4_constraint.m
.......................\test5_constraint.m
.......................\test6_constraint.m