Optimization and Calibration

We provide all the examples from Chapter 9 of the book. Especially, a globally convergent local SQP.

Version 1.0.0 (195 KB)
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26 Sep 2012
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Cite As

Kienitz Wetterau FinModelling (2026). Optimization and Calibration (https://in.mathworks.com/matlabcentral/fileexchange/38359-optimization-and-calibration), MATLAB Central File Exchange. Retrieved .

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1.0.0

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  • Install in MATLAB

    Requires R2026b and later. Learn more