Abstract
The optimization algorithms used in the computer program LOS (=Large Optimizing System) are described in this paper. Not only the no-derivative but even a gradient method implemented recently are on investigation. Time consumption and robustness of the methods are reported optimizing a medium-sized non-linear econometric model on a PC.
The research was granted by the German Society of Researches (DFG, Bonn) contract No. Gr 410/6-2, applied by Prof. Dr. Josef Gruber, Ph.D.
This is a preview of subscription content, log in via an institution to check access.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
References
Avriel, Mordecai: Nonlinear programming. Analysis and methods. Prentice-Hall, 1976.
Barabás, György: User’s Guide of LOS 1.32, University of Hagen, 1990.
Fletcher, R.: Practical Methods of Optimization. J. Wiley & Sons, 1987.
Nemhauser, G. L., Rinnooy Kan, A. H.G, Todd, M. J. (eds.): Optimization. Elsevier Science Publishers B.K., 1989.
Schwefel, Hans-Paul: Numerical optimization of computer models. J. Wiley & Sons, 1981.
Author information
Authors and Affiliations
Editor information
Rights and permissions
Copyright information
© 1992 Springer Science+Business Media Dordrecht
About this chapter
Cite this chapter
Barabás, G. (1992). Implementing No-Derivative Optimizing Procedures for Optimization of Econometric Models. In: Amman, H.M., Belsley, D.A., Pau, L.F. (eds) Computational Economics and Econometrics. Advanced Studies in Theoretical and Applied Econometrics, vol 22. Springer, Dordrecht. https://doi.org/10.1007/978-94-011-3162-9_8
Download citation
DOI: https://doi.org/10.1007/978-94-011-3162-9_8
Publisher Name: Springer, Dordrecht
Print ISBN: 978-94-010-5394-5
Online ISBN: 978-94-011-3162-9
eBook Packages: Springer Book Archive