Unconstrained Optimization with MINTOOLKIT for GNU Octave

Michael Creel (michael.creel@uab.es)
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Michael Creel: http://pareto.uab.es/mcreel

UFAE and IAE Working Papers from Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC)

Abstract: 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.

Keywords: minimization; optmization; software (search for similar items in EconPapers)
JEL-codes: C61 C87 (search for similar items in EconPapers)
Pages: 17
Date: 2004-03-31
New Economics Papers: this item is included in nep-cmp
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Persistent link: https://EconPapers.repec.org/RePEc:aub:autbar:607.04

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