What optimization programs are available in GAUSS?
A. Four optimization programs come with GAUSS in the Run-Time Library, Qnewton, Qnewtonmt, Sqpsolve, and Sqpsolvemt. Qnewton and Qnewtonmt solve the unconstrained optimization problem, and Sqpsolve and Sqpsolvemt solve the more general Nonlinear Programming (NLP) problem; i.e., one with general constraints on parameters including linear and nonlinear equality constraints, linear and nonlinear inequality constraints and bounds on parameters. Qnewtonmt and Sqpsolvemt are more advanced versions of Qnewton and Sqpsolve which use the new PV and DS structures. The PV structure handles parameters, and the DS structure handles data. They enormously simplify passing parameters and data to the objective functions. For more details see the article http://www.aptech.com/AS_resLibMF.html For optimization with more features, Aptech Systems also sells the application modules, Maximum Likelihood (Maxlik), Constrained Maximum Likelihood (CML), Constrained Optimization (CO), and Optimization (Optmum). T
A. Four optimization programs come with GAUSS in the Run-Time Library, Qnewton, Qnewtonmt, Sqpsolve, and Sqpsolvemt. Qnewton and Qnewtonmt solve the unconstrained optimization problem, and Sqpsolve and Sqpsolvemt solve the more general Nonlinear Programming (NLP) problem; i.e., one with general constraints on parameters including linear and nonlinear equality constraints, linear and nonlinear inequality constraints and bounds on parameters. Qnewtonmt and Sqpsolvemt are more advanced versions of Qnewton and Sqpsolve which use the new PV and DS structures. The PV structure handles parameters, and the DS structure handles data. They enormously simplify passing parameters and data to the objective functions. For more details see the article http://www.aptech.com/AS_resLibMF.html For optimization with more features, Aptech Systems also sells the application modules, Maximum Likelihood MT (MaxlikMT), Constrained Maximum Likelihood MT (CMLMT), Constrained Optimization MT (COMT), and Optimizat
