Function Reference

Optimization

Linear Programming

glpk
Solve a linear program using the GNU GLPK library.

Quadratic Programming

qp
Solve the quadratic program

Nonlinear Programming

sqp
Solve the nonlinear program

Linear Least Squares

ols
Ordinary least squares estimation for the multivariate model y = x b + e with mean (e) = 0 and cov (vec (e)) = kron (s, I).
gls
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
lsqnonneg
Minimize `norm (C*X-d)' subject to `X >= 0'.