Optimization
Solve a linear program using the GNU GLPK library.
Solve the quadratic program
Solve the nonlinear program
Ordinary least squares estimation for the multivariate model y = x b +
e with mean (e) = 0 and cov (vec (e)) = kron (s, I).
Generalized least squares estimation for the multivariate model y = x b
+ e with mean (e) = 0 and cov (vec (e)) = (s^2) o, where y is a t by p
matrix, x is a t by k matrix, b is a k by p matrix, e is
Minimize `norm (C*X-d)' subject to `X >= 0'.