AMPL Language
AMPL is the programming language. This is a high level language (you essentially type your problem into the computer and it solves it for you). The standard package only comes with MINOS, which is a linear programming solver.
- Get AMPL
- A GUI for AMPL
- First Chapter of Guide Book
- Forum to ask for Help
- Notes by one of the Authors of AMPL
Knitro Solvers
KNITRO is a package of non-linear optimization algorithms. The standard download includes a Fortran interface as well.
- Get KNITRO (download includes in depth instructions)
- Learn Something About KNITRO Algorithms
- Quick Reference for KNITRO Options
- Get a Free Trial for the Matlab Interface
My Experiences and Programs
I'm still trying to solve various problems using this stuff. Here are some of the ones that I have been able to solve:
- OLG Example. I calibrate the depreciation rate, labor's share on the production function, relative disutility of labor, and the discount rate. Here is the Matlab file for this example.
- Presentation from Victor's Class on 3/25/2008