Make mex solve_algo=13 the default solve_algo=4

solve_algo=13 uses the block_trust_region MEX, which is essentially a MEX reimplementation of what is available under solve_algo=4.

After a Mattermost discussion on 2021-09-21/22, the consensus seems to be:

  • verify that the two codes are really equivalent (in particular when moving in the complex domain)
  • then change solve_algo=4 so that it calls the MEX file, and drop solve_algo=13
  • the old MATLAB code for solve_algo=4 should be kept under missing/mex, ideally with an interface, in order to facilitate the debugging of models (which is easier in MATLAB than in Fortran)
Edited by Johannes Pfeifer