On simulation and optimization of macroeconometric models
DOI10.1016/0377-2217(92)90364-FzbMath0757.90006OpenAlexW2051420988MaRDI QIDQ1194725
Publication date: 6 October 1992
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0377-2217(92)90364-f
unconstrained optimizationlarge-scale minimizationdeterministic nonlinear discrete dynamic macroeconometric modelsquasi-Newton Hessian matrix updatesreduced-gradient
Applications of statistics to economics (62P20) Large-scale problems in mathematical programming (90C06) Applications of mathematical programming (90C90) Nonlinear programming (90C30) Economic growth models (91B62)
Related Items (2)
Uses Software
Cites Work
- On simulation and optimization of macroeconometric models
- Convergence Theorems for Least-Change Secant Update Methods
- CONOPT: A GRG code for large sparse dynamic nonlinear optimization problems
- Optimization of an Economic System Using Nonlinear Decomposition
- Variational Methods for Non-Linear Least-Squares
- A Trust Region Algorithm for Nonlinearly Constrained Optimization
- General topological results on the construction of a minimum essential set of a directed graph
- Some Convergence Properties of Broyden’s Method
- An Adaptive Nonlinear Least-Squares Algorithm
- Local and Superlinear Convergence for Partially Known Quasi-Newton Methods
- Quasi-Newton Methods, Motivation and Theory
- Quasi-Newton Methods and their Application to Function Minimisation
- A new approach to variable metric algorithms
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