Research project IT/SC/004 (Research action IT)
To estimate and simulate EAS (Econometric Allocation System) a computer program package DEMMOD based on FORTRAN has been developed in the course of years.
The problem involves a large number of operations with symmetric matrices.
A first line is to reconcile vector processing with efficient storage of symmetric matrices.
To estimate and simulate such systems routines for non linear optimisation with inequality constraints are being used.