2009 Lectures at Peking and Renmin Universities Home Page
Many economists use Matlab. One advantage of Matlab is that it is cheap for students at many universities. However, Matlab is not very good at solving nonlinear optimization problems and nonlinear systems of equations. Here are some of the better codes available.
Optimization codes in Matlab
Constrained optimization: Yinyu Ye’s optimization software for Matlab is probably the best free Matlab code for constrained optimization. This is the one you should get acquainted with for the course – solnp.m, subnp.m, manual.pdf
Linear programming: http://www.cise.ufl.edu/~davis/Morgan/index.htm
Kelley: http://www4.ncsu.edu/~ctk/matlab_darts.html http://www.siam.org/books/kelley/fr18/index.php
Convex optimization: http://www.stanford.edu/~boyd/cvx/
Nonlinear equations:
Kelley: http://www4.ncsu.edu/~ctk/newtony.html http://www.siam.org/books/fa01/ http://www.siam.org/books/kelley/fr16/index.php