Global Opitimizer
Posted: Mon Apr 20, 2015 6:50 amDear 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
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