MATLAB Software

Michael L. Overton

Control

• HIFOO: H-infinity Fixed-Order Optimization
  (including low-order controller design for stabilization of multiple plants)

Optimization

• HANSO: Hybrid Algorithm for Non-Smooth Optimization
  (for general unconstrained minimization: convex or nonconvex, smooth or nonsmooth, including BFGS, limited memory BFGS and gradient sampling methods, based on weak Wolfe line search)
  
  
• NLCG: Nonlinear Conjugate Gradient
  (for smooth unconstrained minimization, with multiple variants of nonlinear CG, most notably Polak-Ribere constrained by Fletcher-Reeves, based on strong Wolfe line search)
  
  
• AFFPOLYMIN: Root Optimization for a Polynomial Family with an Affine Constraint
  (global minimization of the root abscissa or the root radius of a monic polynomial family with a single affine constraint on its coefficients)
  
  
• SDPpack: a package for Semidefinite Programming

Matrix Functions

• PSAPSR: Fast Algorithms for Approximating the Pseudospectral Abscissa and Pseudospectral Radius
  
  
• Emre Mengi's Software for Pseudospectral Max Functions and Distance to Instability
  
  
• Distance to Uncontrollability
  
  
• Sep-Lambda
  
  
• Nearest Defective Matrix