Apply Restrictions

Version 1.2.0.0 (6.03 KB) by Tyler Ransom
Implements parameter restrictions for optimization problems
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Updated 22 Sep 2014

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applyRestr.m implements parameter restrictions for optimization problems (most notably, fminunc). applyRestrGrad implements these parameter restrictions on the analytical gradient. The file example_constraints.m shows how to use these on a very simple dataset, auto.mat (also included).

Cite As

Tyler Ransom (2024). Apply Restrictions (https://www.mathworks.com/matlabcentral/fileexchange/47284-apply-restrictions), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2009b
Compatible with any release
Platform Compatibility
Windows macOS Linux
Categories
Find more on Optimization Toolbox in Help Center and MATLAB Answers
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Acknowledgements

Inspired: Conditional Logit, normalMLE.m

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Version Published Release Notes
1.2.0.0

Sorts rows of restriction matrix in ascending order.
1.1.0.0

Adds error check for if index in restrMat is larger than dimension of parameter vector.
1.0.0.0