adding solve_algo=9: using trust_region algorithm on the entire model
parent
a6106f07c7
commit
57ae7d7fd9
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@ -2758,7 +2758,8 @@ using the same solver as value @code{1}
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Use Chris Sims' solver
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@item 4
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Trust-region solver with autoscaling.
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Splits the model into recursive blocks and solves each block in turn
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using a trust-region solver with autoscaling.
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@item 5
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Newton algorithm with a sparse Gaussian elimination (SPE) (requires
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@ -2777,6 +2778,9 @@ each iteration (requires @code{bytecode} and/or @code{block} option,
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Newton algorithm with a Stabilized Bi-Conjugate Gradient (BICGSTAB)
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solver at each iteration (requires @code{bytecode} and/or @code{block}
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option, @pxref{Model declaration})
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@item 9
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Trust-region algorithm on the entire model.
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@end table
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@noindent
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@ -109,7 +109,11 @@ if options_.solve_algo == 0
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info = 1;
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end
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elseif options_.solve_algo == 1
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[x,info]=solve1(func,x,1:nn,1:nn,jacobian_flag,options_.gstep, ...
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[x,info]=solve1(func,x,1:nn,1:nn,jacobian_flag,options_.gstep, ...
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tolf,options_.solve_tolx, ...
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options_.steady.maxit,options_.debug,varargin{:});
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elseif options_.solve_algo == 5
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[x,info]=trust_region(func,x,1:nn,1:nn,jacobian_flag,options_.gstep, ...
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tolf,options_.solve_tolx, ...
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options_.steady.maxit,options_.debug,varargin{:});
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elseif options_.solve_algo == 2 || options_.solve_algo == 4
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