Global Opitimizer

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Global Opitimizer

Postby Daniel Bendel » Mon Apr 20, 2015 6:50 am

Dear Dynare developers,

I found a very good matlab toolbox for optimizer. I think it would be worth to include some of the optimizer into the Dynare programm, e.g. the NOMAD, which uses a Mesh Adaptive Direct Search algorithm to solve non-differentiable and global nonlinear programs.

The link: http://www.i2c2.aut.ac.nz/Wiki/OPTI/

What do you think?

Best regards,
Daniel
Germany, Cologne
Daniel Bendel
 
Posts: 134
Joined: Tue Nov 15, 2011 1:06 pm
Location: Cologne, Germany

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