Matlab Program Notes

Optimization software is quite common. The MATLAB function fminunc.m, for unconstrained minimization, part of the Optimization Toolbox, is the one used for the quasi-Newton gradient-based methods. It has lots of options, such as the specification of tolerance criteria and the maximum number of iterations. This function, like most software, is a minimization function. For maximizing a likelihood function, we minimize the negative of the likelihood function. The genetic algorithm used above is...