www.gusucode.com > econ 案例源码程序 matlab代码 > econ/OptimizationOptionsExample.m
%% Optimization Options %% Specify the model Mdl = arima('AR',0.5,'Constant',0,'Variance',1); rng(1); % For reproducibility y = simulate(Mdl,25); %% Set the options options = optimoptions(@fmincon,'Diagnostics','on',... 'Algorithm','sqp','Display','off','ConstraintTolerance',1e-7) % @fmincon is the function handle for fmincon %% Estimate the model ToEstMdl = arima(1,0,0); EstMdl = estimate(ToEstMdl,y,'Options',options);