Unconstrained Optimization with MINTOOLKIT for GNU Octave

The paper documents MINTOOLKIT for GNU Octave. MINTOOLKIT provides functions for minimization and numeric differentiation. The main algorithms are BFGS, LBFGS, and simulated annealing. Examples are given.

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Year of publication:	2004-03-31
Authors:	Creel, Michael
Institutions:	Departament d'Economia i Història Econòmica, Universitat Autònoma de Barcelona
Subject:	minimization \| optmization \| software

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Extent:	application/pdf
Series:	UFAE and IAE Working Papers.
Type of publication:	Book / Working Paper
Language:	English
Notes:	1 pages long
Classification:	C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; C87 - Econometric Software
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005823925