7f58e819c6
Bump minimal required version of MATLAB to R2018b
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Ref. #1907
2023-11-22 16:00:04 +01:00
c91e1f895b
trust_region.m: trap case where linear combination with weight 0 on infinite value returns NaN
2022-05-25 14:21:16 +02:00
Stéphane Adjemian (Ryûk)
53324aad69
Return initial guess if trust_region fails.
2022-03-26 09:21:25 +01:00
Stéphane Adjemian (Ryûk)
4cccdd9074
Bug fix. Revert to previous Jacobian matrix if updated one is ill-behaved.
2022-03-25 19:42:40 +01:00
Stéphane Adjemian (Ryûk)
aa8439d4cc
New implementation of the trust region algorithm.
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Main difference is the presence of traps for NaN/Inf/Complex numbers in
residuals or the Jacobian matrix. Also added new unit tests.
2022-03-25 19:42:40 +01:00
Stéphane Adjemian (Ryûk)
0d092a36a0
Acknowledge option trust_region_initial_step_bound_factor in matlab based trust_region routine.
2021-07-23 19:44:16 +02:00
766fff88f6
Use secure URL for link to GNU licenses
2021-06-09 17:35:05 +02:00
547969df45
Trust region: compatibility fix for Octave and MATLAB < R2017b
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When merging the enterprise code, the dogleg subfunction was modified to
incorporate a call to decomposition(), which does not exist under Octave and
MATLAB < R2017b.
For those cases, we reinstate the old code (which uses a plain matrix right
divide).
2021-01-15 17:30:17 +01:00
Stéphane Adjemian (Charybdis)
2bc7944286
Removed warning.
2020-03-11 12:47:23 +01:00
Stéphane Adjemian (Charybdis)
776f50b124
Changed rescaling strategy in trust region algorithm.
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Reverts to the original MINPACK's behaviour.
2020-02-20 09:34:13 +01:00
caf0c8e1f8
Trust region solver: recompute Jacobian only when necessary
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Previously, the solver would recompute the Jacobian at every iteration. But, if
an iteration fails, the current point is not moved (only the radius of the
trust region changes), hence it is not necessary to recompute the Jacobian in
that case. This commit implements this optimization.
2019-11-14 16:03:50 +01:00
89a3e94cbf
Use true/false instead of 1/0 for boolean options
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This is more elegant, and makes it easier to distinguish them from integer
options.
Also simplify test expressions for these boolean options.
2019-03-19 15:21:16 +01:00
1bf81c9f5a
Fixed copyright notices.
2017-05-18 18:36:38 +02:00
5417b27ac7
Fixed indentation of matlab files.
2017-05-16 15:10:20 +02:00
88e1701289
Removed useless commas and semicolons.
2017-05-16 13:24:46 +02:00
bebcfffe04
fix license, file copyright errors
2016-05-04 16:30:16 +02:00
5d8bc7188c
Allow detailed exitcode as output of trust_region.m
2016-03-22 21:55:55 +01:00
9c8da869f7
Delete redundant computation from trust_region.m
2016-03-22 21:55:54 +01:00
934901036b
Test for solution before breaking with error code -3 in trust_region.m
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Fixes #1067
2015-10-06 13:59:59 +02:00
07e29125a2
Revert "Merge pull request #1064 from JohannesPfeifer/trust_region"
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This reverts commit 9cc96b93c01bc965625c
2015-10-06 09:52:16 +02:00
c01352ea3b
Fix exit criterion in trust_region.m
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Otherwise, error code -3 (Trust region became uselessly small) was accepted as a solved steady state
2015-09-25 09:11:47 +02:00
6ceecd1cf6
Tighten convergence criterion of trust region.
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Closes #666
2014-07-01 18:43:16 +02:00
b5ca118bfb
trust_region: replace a loop with a matrix expression
2014-05-11 14:44:44 +02:00
fad9aa6846
removing debugging printing
2014-05-07 14:23:31 +02:00
58ba964bb7
trust_region/dogleg: fixing sign error
2014-05-07 13:34:59 +02:00
c58183b552
Fix typo in trust_region code.
2014-02-21 14:47:41 +01:00
a5be9dd845
Add trust-region nonlinear solver.
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Closes #260
2014-02-04 17:56:27 +01:00
Sébastien Villemot
Johannes Pfeifer
Stéphane Adjemian (Ryûk)
Stéphane Adjemian (Charybdis)
Houtan Bastani
Michel Juillard