Added optimization information to NewFeatures authored by Willi Mutschler's avatar Willi Mutschler
...@@ -26,6 +26,7 @@ This page documents the changes between Dynare versions (including the unstable ...@@ -26,6 +26,7 @@ This page documents the changes between Dynare versions (including the unstable
+ The `first_iter_lu` and `block_diagonal_lu` preconditioners deliver a significant performance improvement over the old default (`incomplete_lu`) and make this algorithm competitive and in some cases faster than other perfect foresight solvers + The `first_iter_lu` and `block_diagonal_lu` preconditioners deliver a significant performance improvement over the old default (`incomplete_lu`) and make this algorithm competitive and in some cases faster than other perfect foresight solvers
+ Other new options that control the behaviour of the iterative solvers: `iter_tol`, `iter_maxit`, `gmres_restart`, `block_diagonal_lu_maxlu`, `block_diagonal_lu_nperiods`, `block_diagonal_lu_nlu`, `block_diagonal_lu_relu` + Other new options that control the behaviour of the iterative solvers: `iter_tol`, `iter_maxit`, `gmres_restart`, `block_diagonal_lu_maxlu`, `block_diagonal_lu_nperiods`, `block_diagonal_lu_nlu`, `block_diagonal_lu_relu`
- Significant performance improvement of higher-order perturbation solution under Windows (#1962) - Significant performance improvement of higher-order perturbation solution under Windows (#1962)
- Collect and store optimization information: `dynare_minimize_objective` now returns runtime, iterations, function evaluations, exitflag, and messages from all optimizers (!2375)
- Option values `solve_algo={6,7,8}` and `stack_solve_algo={2,3}` are now available without `block` nor `bytecode` (e14a49211067b27114d8173b16d4cb8f7595b0c3, aa263e6a2adc9414142551a01bbcc46abb6a3894) - Option values `solve_algo={6,7,8}` and `stack_solve_algo={2,3}` are now available without `block` nor `bytecode` (e14a49211067b27114d8173b16d4cb8f7595b0c3, aa263e6a2adc9414142551a01bbcc46abb6a3894)
- New debugging options to the `perfect_foresight_solver` command: - New debugging options to the `perfect_foresight_solver` command:
+ `check_jacobian_singularity` to check the singularity of the dynamic Jacobian for `stack_solve_algo=0,2,3` (93519694) + `check_jacobian_singularity` to check the singularity of the dynamic Jacobian for `stack_solve_algo=0,2,3` (93519694)
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