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minimum of constrained nonlinear multivariable function

Posted: Sun Dec 01, 2019 11:00 pm

by saranya

Hi,

Is there an alternative to fmincon(matlab) in EViews? I couldnt find anything other than optimize function. I use EViews 11.

Re: minimum of constrained nonlinear multivariable function

Posted: Mon Dec 02, 2019 10:36 am

by EViews Matt

Hello,

There is not. Constrained optimization in EViews must be performed by variable transformation.

Re: minimum of constrained nonlinear multivariable function

Posted: Tue Dec 03, 2019 12:42 am

by saranya

Thanks Matt.