I have some feature requests regarding gretl's minimization algorithms,
which are useful for user-written functions:
As I understand it from the User's guide, gretl uses several numerical
optimization algorithms, e.g. the Frisch-Newton interior point solver and
the Barrodale-Roberts simplex algorithm for quantile esitmation, the
Levenberg-Marquardt algorithm for NLS estimation and the BFGS algorithm for
MLE.
Of these algorithms only the BFGS method is available for user-written
functions. Would it be hard to also make the other methods available for
user-writen functions, just as the BFGSmax method is avaialble? If not I
hope they could be made available.
Secondly, if it is not too much work, I would like to see the Nelder-Mead
numerical optimization algorithm implemented in gretl and available for
user-written functions.
Andreas