Category Archives: Optimization

What is Kronecker Product?

Kronecker Product is a generalization of the outer product of two arbitrary size matrices and results in a block matrix. and then Example: Python example using numpy    

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Importance Sampling – A Tutorial

Problem: Compute an expectation over a probability density function , given only samples generated from a different probability density function . We call and the target distribution and proposal distribution respectively. Solution: Draw samples from Calculate the probability of each … Continue reading

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Slerp: Spherical linear interpolation in quaternion space

in my previous post, I explained the simple Lerp method for calculating linear interpolation in the quaternion space. I also mentioned that while normalizing the output could help to get an optimized result, the velocity curve is not constant. To … Continue reading

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Lerp: Linear interpolation in quaternion space

Lerp stands for Linear interpolation. It is method for linearly interpolate between quaternions. Consider and as two quaternions and . Lerp works as follows: The interpolation curve for the linear interpolation (Lerp) gives a straight line in quaternion space and … Continue reading

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Iterative Learning Control – Part 2

In the previous post I explained the ILC controllers and compared them to the conventional feedback controllers. In this post I show a simple example that employs an ILC. Check the following simple, linear plant: In this system, is the … Continue reading

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Iterative Learning Control – Part 1

Iterative Learning Control (ILC) is used for improving the transient response in systems that perform repetitively. ILC tries to improve the response by adjusting the input to the plant based on the error observed in the previous iteration. A conventional … Continue reading

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#Optimization with #Simulated #Annealing – A #MATLAB tutorial for beginners

In this tutorial I will show how to use Simulated Annealing for minimizing the Booth’s test function. Simulated Annealing is one of the most famous optimization algorithms that has been also implemented in MATLAB as a built-in function. The Booth’s … Continue reading

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Particle Swarm Optimization – A MATLAB Tutorial for beginners

In this tutorial I will show you how to use the built-in Particle Swarm Optimization (PSO) algorithm in MATLAB. I optimize the famous Ackley’s function which has a global minimum at [0 0] and the function value in the optimum … Continue reading

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Using Multi-Objective Genetic Algorithm to Optimize the ZDT1 test problem – A MATLAB video tutorial

In this tutorial, I show implementation of the ZDT1 multi-objective test problem and optimize it using the built-in Multi-objective Genetic Algorithm in MATLAB. The given objective function is a standard test function that helps a beginner user to understand the … Continue reading

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Optimization with Pattern Search – A MATLAB Tutorial for beginners

Pattern search is a local optimization technique that can be applied on both constrained and unconstrained optimization problems. The constraints can be either linear or nonlinear. The algorithm works based on an adaptive mesh which is aligned with the coordinate … Continue reading

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