AMPL Language

   AMPL is the programming language. This is a high level language (you essentially type your problem into the computer and it solves it for you). The standard package only comes with MINOS, which is a linear programming solver.

• Get AMPL
• A GUI for AMPL
• First Chapter of Guide Book
  
• Forum to ask for Help
• Notes by one of the Authors of AMPL
  

Knitro Solvers

    KNITRO is a package of non-linear optimization algorithms. The standard download includes a Fortran interface as well. 

• Get KNITRO (download includes in depth instructions)
  
• Learn Something About KNITRO Algorithms
• Quick Reference for KNITRO Options
• Get a Free Trial for the Matlab Interface

My Experiences and Programs

    I'm still trying to solve various problems using this stuff. Here are some of the ones that I have been able to solve:

•  OLG Example. I calibrate the depreciation rate, labor's share on the production function, relative disutility of labor, and the discount rate. Here is the Matlab file for this example.
  
• Presentation from Victor's Class on 3/25/2008