[Trac] #260: implement trust-region method for non-linear solver
#260: implement trust-region method for non-linear solver -------------------------+-------------------------------------------------- Reporter: michel | Owner: michel Type: enhancement | Status: new Priority: major | Milestone: 5.0 Component: General | Version: Keywords: | -------------------------+-------------------------------------------------- The code in solve1.m to deal with the case where the Jacobian is near singular is unsatisfactory. We need to implement a trust region method as discussed in Nocedal and Wright (2006. This could also be done for the non-linear solver of bytecode -- Ticket URL: <https://www.dynare.org/trac/ticket/260> Dynare <http://www.dynare.org> The Dynare project
#260: implement trust-region method for non-linear solver -------------------------+-------------------------------------------------- Reporter: michel | Owner: michel Type: enhancement | Status: accepted Priority: major | Milestone: 5.0 Component: General | Version: Keywords: | -------------------------+-------------------------------------------------- Changes (by michel): * status: new => accepted -- Ticket URL: <https://www.dynare.org/trac/ticket/260#comment:1> Dynare <http://www.dynare.org> The Dynare project
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