Nonlinear-solvers.org

+* Error codes
+
+Interpretation of the variable =errorcode= (fifth output argument) returned by
+=dynare_solve=. Before entering a nonlinear solver, we check that we are to
+evaluate the system of nonlinear equations (residuals and jacobian). If the
+initial guess is a solution we stop here, setting =errorflag=false= and
+=errorcode=-11=. If the system of equations is ill behaved at the initial guess
+(for instance with NaNs in the residuals or the Jacobian matrix), and if Dynare
+is not able to find another initial guess, then we do not enter a nonlinear
+solver and return  =errorflag=false= and =errorcode=-10=.
+
+** =solve_algo=0= (`fsolve`)
+
+This routine is shipped with Matlab (Optimization toolbox) or Octave. The
+interpretation of the error codes can be found in the documentation of the
+Mathworks' Optimization toolbox or in the documentation of Octave.
+
+** =solve_algo=1= (`solve1`)
+
+This nonlinear solver is included in Dynare. Possible values for the =errorcode= are:
+
+ - 1 Convergence achieved,
+ - 2 Maximum number of iterations has been reached,
+ - 3 Convergence on dX,
+ - 4 Spurious convergence.
+
+** =solve_algo=2= (`solve1`)
+
+This nonlinear solver is included in Dynare. Same as =solve_algo=1= but with
+decomposed system of equations (using =dmperm=).
+
+** =solve_algo=12= (`solve1`)
+
+This nonlinear solver is included in Dynare. Same as =solve_algo=2= but with
+optimizations for semi-structural models.
+
+** =solve_algo=9= (`trust_region`)
+
+This nonlinear solver is included in Dynare. Possible values for =errorcode= are: 
+
+ - 1 Convergence achieved,
+ - 2 Maximum number of iterations has been reached,
+ - 3 Spurious convergence (trust region radius is too small).
+ - 4 Iteration is not making good progress, as measured by the improvement from the last 15 iterations.
+ - 5 No further improvement in the approximate solution x is possible (xtol is too small).
+
+** =solve_algo=4= (`trust_region`)
+
+This nonlinear solver is included in Dynare. Same as =solve_algo=9= but with
+decomposed system of equations (using =dmperm=).
+
+** =solve_algo=13= (`block_trust_region`)
+
+This nonlinear solver is included in Dynare. Same as =solve_algo=4= but the code
+of the nonlinear solver is a compiled =mex= file.
+
+** =solve_algo=14= (`block_trust_region`)
+
+This nonlinear solver is included in Dynare. Same as =solve_algo=13= but with
+optimizations for semi-structural models. 
+
+** =solve_algo=3= (`csolve`)
+
+Chris Sims' nonlinear solver included in Dynare.  Possible values for =errorcode= are:
+
+ - 0 Convergence achieved,
+ - 1, 2 and 3 No solution despite extremely fine adjustments in step length,
+ - 4 Maximum number of iterations has been reached.  
+
+** =solve_algo=10= (`lmmcp`)
+
+** =solve_algo=11= (`path`)
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