HI  Sebastien,

I agree with this proposal. thank you
Marco

On 2/4/2014 6:03 PM, Sébastien Villemot wrote:
Hi,

I just added a new nonlinear solver for the steady command: it is a
trust-region solver, available under solve_algo=4 (it replaces the old
value of that option, which was a Newton without the correction for
singular Jacobian; I had added that variant a long time ago, and it was
neither really useful nor theoretically grounded).

The implementation of the solver is essentially the fsolve.m from
Octave, that I have adapted for MATLAB compatibility and that I have
also slightly simplified.

I am wondering whether we may want to use this new solver as the
default, since trust-region algorithms are nowadays considered to be the
state of the art for solving systems of nonlinear equations. Said
otherwise, should we modify the default to be solve_algo=4 instead of
solve_algo=2 ?

Since I have not thoroughly tested the new solver, a first step would
probably to test it on various relevant examples.

Best,



_______________________________________________
Dev mailing list
Dev@dynare.org
https://www.dynare.org/cgi-bin/mailman/listinfo/dev

-- 
Marco Ratto,
Joint Research Centre
The European Commission,
TP 361, 21027 ISPRA(VA), ITALY
Tel: +39 0332 78 9217
Fax: +39 0332 78 5752
marco.ratto@jrc.ec.europa.eu