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Unconstrained Optimization with MINTOOLKIT for GNU Octave

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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.

Suggested Citation

  • Michael Creel, 2004. "Unconstrained Optimization with MINTOOLKIT for GNU Octave," UFAE and IAE Working Papers 607.04, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
    • Handle: RePEc:aub:autbar:607.04
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    More about this item

    Keywords

    minimization; optmization; software;
    All these keywords.

    JEL classification:

    • C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
    • C87 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Econometric Software

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