This paper discusses the use of optimisation software to solve an optimal control problem arising in the modelling of technology transition. We set up a series of increasingly complex models with such features as learning-by-doing, adjustment cost, and capital investment. The models are written...

We propose a new nonmonotone filter method to promote global and fast local convergence for sequential quadratic programming algorithms. Our method uses two filters: a standard, global g-filter for global convergence, and a local nonmonotone l-filter that allows us to establish fast local...

The linear spline regression problem is to determine a piecewise linear function for estimating a set of given points while minimizing a given measure of misfit or error. This is a classical problem in computational statistics and operations research; dynamic programming was proposed as a...

This paper discusses the use of optimization software to solve an optimal control problem arising in the modeling of technology transition. We set up a series of increasingly complex models with such features as learning-by-doing, adjustment cost, and capital investment. The models are written...