Verified Commit 6a269268 authored byBrowse files
Add new block_trust_region MEX
This MEX solves nonlinear systems of equations using a trust region algorithm. The problem is subdivided in smaller problems by doing a block triangularisation of the Jacobian at the guess value, using the Dulmage-Mendelsohn algorithm. The interface of the MEX is simply: [x, info] = block_trust_region(f, guess_value); Where f is either a function handle or a string designating a function. f must take one argument (the evaluation point), and return either one or two arguments (the residuals and, optionally, the Jacobian). On success, info=0; on failure, info=1.
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