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Update Nonlinear solvers
authored
Apr 29, 2022
by
Stéphane Adjemian
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@@ -9,13 +9,13 @@ initial guess is a solution we stop here, setting =errorflag=false= and
...
@@ -9,13 +9,13 @@ initial guess is a solution we stop here, setting =errorflag=false= and
is not able to find another initial guess, then we do not enter a nonlinear
is not able to find another initial guess, then we do not enter a nonlinear
solver and return =errorflag=false= and =errorcode=-10=.
solver and return =errorflag=false= and =errorcode=-10=.
** =solve_algo=0= (
`
fsolve
`
)
** =solve_algo=0= (
=
fsolve
=
)
This routine is shipped with Matlab (Optimization toolbox) or Octave. The
This routine is shipped with Matlab (Optimization toolbox) or Octave. The
interpretation of the error codes can be found in the documentation of the
interpretation of the error codes can be found in the documentation of the
Mathworks' Optimization toolbox or in the documentation of Octave.
Mathworks' Optimization toolbox or in the documentation of Octave.
** =solve_algo=1= (
`
solve1
`
)
** =solve_algo=1= (
=
solve1
=
)
This nonlinear solver is included in Dynare. Possible values for the =errorcode= are:
This nonlinear solver is included in Dynare. Possible values for the =errorcode= are:
...
@@ -24,17 +24,17 @@ This nonlinear solver is included in Dynare. Possible values for the =errorcode=
...
@@ -24,17 +24,17 @@ This nonlinear solver is included in Dynare. Possible values for the =errorcode=
- 3 Convergence on dX,
- 3 Convergence on dX,
- 4 Spurious convergence.
- 4 Spurious convergence.
** =solve_algo=2= (
`
solve1
`
)
** =solve_algo=2= (
=
solve1
=
)
This nonlinear solver is included in Dynare. Same as =solve_algo=1= but with
This nonlinear solver is included in Dynare. Same as =solve_algo=1= but with
decomposed system of equations (using =dmperm=).
decomposed system of equations (using =dmperm=).
** =solve_algo=12= (
`
solve1
`
)
** =solve_algo=12= (
=
solve1
=
)
This nonlinear solver is included in Dynare. Same as =solve_algo=2= but with
This nonlinear solver is included in Dynare. Same as =solve_algo=2= but with
optimizations for semi-structural models.
optimizations for semi-structural models.
** =solve_algo=9= (
`
trust_region
`
)
** =solve_algo=9= (
=
trust_region
=
)
This nonlinear solver is included in Dynare. Possible values for =errorcode= are:
This nonlinear solver is included in Dynare. Possible values for =errorcode= are:
...
@@ -44,22 +44,22 @@ This nonlinear solver is included in Dynare. Possible values for =errorcode= are
...
@@ -44,22 +44,22 @@ This nonlinear solver is included in Dynare. Possible values for =errorcode= are
- 4 Iteration is not making good progress, as measured by the improvement from the last 15 iterations.
- 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).
- 5 No further improvement in the approximate solution x is possible (xtol is too small).
** =solve_algo=4= (
`
trust_region
`
)
** =solve_algo=4= (
=
trust_region
=
)
This nonlinear solver is included in Dynare. Same as =solve_algo=9= but with
This nonlinear solver is included in Dynare. Same as =solve_algo=9= but with
decomposed system of equations (using =dmperm=).
decomposed system of equations (using =dmperm=).
** =solve_algo=13= (
`
block_trust_region
`
)
** =solve_algo=13= (
=
block_trust_region
=
)
This nonlinear solver is included in Dynare. Same as =solve_algo=4= but the code
This nonlinear solver is included in Dynare. Same as =solve_algo=4= but the code
of the nonlinear solver is a compiled =mex= file.
of the nonlinear solver is a compiled =mex= file.
** =solve_algo=14= (
`
block_trust_region
`
)
** =solve_algo=14= (
=
block_trust_region
=
)
This nonlinear solver is included in Dynare. Same as =solve_algo=13= but with
This nonlinear solver is included in Dynare. Same as =solve_algo=13= but with
optimizations for semi-structural models.
optimizations for semi-structural models.
** =solve_algo=3= (
`
csolve
`
)
** =solve_algo=3= (
=
csolve
=
)
Chris Sims' nonlinear solver included in Dynare. Possible values for =errorcode= are:
Chris Sims' nonlinear solver included in Dynare. Possible values for =errorcode= are:
...
@@ -67,6 +67,6 @@ Chris Sims' nonlinear solver included in Dynare. Possible values for =errorcode
...
@@ -67,6 +67,6 @@ Chris Sims' nonlinear solver included in Dynare. Possible values for =errorcode
- 1, 2 and 3 No solution despite extremely fine adjustments in step length,
- 1, 2 and 3 No solution despite extremely fine adjustments in step length,
- 4 Maximum number of iterations has been reached.
- 4 Maximum number of iterations has been reached.
** =solve_algo=10= (
`
lmmcp
`
)
** =solve_algo=10= (
=
lmmcp
=
)
** =solve_algo=11= (`path`)
** =solve_algo=11= (=path=)
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