Re: help

[Michael Creel]

On 9/19/07, yoonus <address@hidden> wrote:

Hi,
Anybody having GARCH estimation code or please help me out which function I
can use for optimizing non-linear function with constraints.

Thanks
Yoonus

sqp should do what you need:

octave:1> help sqp
 -- Function File: [X, OBJ, INFO, ITER, NF, LAMBDA] = sqp (X, PHI, G, H)
     Solve the nonlinear program

               min phi (x)
                x

     subject to

               g(x)  = 0
               h(x) >= 0


M.