- Feb 07, 2020
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Frédéric Karamé authored
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- Jan 24, 2020
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Frédéric Karamé authored
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Frédéric Karamé authored
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- Jan 10, 2020
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Frédéric Karamé authored
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Frédéric Karamé authored
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Frédéric Karamé authored
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- Oct 19, 2019
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Stéphane Adjemian authored
Julia version is between 100 and 1000 times faster than Matlab version.
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Stéphane Adjemian authored
Cannot use normcdf from StatsFuns because the ordering of the inputs are different.
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- Oct 17, 2019
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Sébastien Villemot authored
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Sébastien Villemot authored
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- Oct 15, 2019
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Stéphane Adjemian authored
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Stéphane Adjemian authored
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Stéphane Adjemian authored
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Stéphane Adjemian authored
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- Oct 13, 2019
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Stéphane Adjemian authored
As in MINPACK tests.
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- Oct 07, 2019
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Stéphane Adjemian authored
See 51beb9c2ef74d0c687ed28543609a0fee57998c3 in preprocessor.
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- Dec 26, 2018
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Stéphane Adjemian authored
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- Oct 30, 2018
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Houtan Bastani authored
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- Oct 29, 2018
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Houtan Bastani authored
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- Oct 26, 2018
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Houtan Bastani authored
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- Jun 15, 2018
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Houtan Bastani authored
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Houtan Bastani authored
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- Jun 14, 2018
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Houtan Bastani authored
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Houtan Bastani authored
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- Apr 24, 2018
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Stéphane Adjemian authored
Reduces significantly the number of iterations.
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- Apr 23, 2018
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Stéphane Adjemian authored
If the nonlinear equations or the jacobian matrix cannot be evaluated, tipically because the algorithm tries negative values for the unknowns while they have to be positive, a naive backtracking linesearch is used.
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- Apr 19, 2018
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Stéphane Adjemian authored
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Stéphane Adjemian authored
The argument controls the initial step bound.
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Stéphane Adjemian authored
+ Added a new version of trustregion function that takes a TrustRegionWA object as an additional argument. This object stores various working arrays required by the trustregion solver. + Factorized loops, evaluate Euclidean norm in loop if it avoids the creation of a temporary array.
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- Apr 11, 2018
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Stéphane Adjemian authored
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Stéphane Adjemian authored
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Stéphane Adjemian authored
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- Apr 10, 2018
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Stéphane Adjemian authored
- Added trustregion solver (close to minpack, the main difference with minpack implementation is that the Jacobian is computed on each iteration). - Added unit test for trust region solver (rewrote minpack testsuite). All the examples are working. - Added unit test for the steady state numerical solver. - Updated the preprocessor.
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- Mar 29, 2018
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Stéphane Adjemian authored
Provides the number of temporary variables in the static and dynamic models.
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Stéphane Adjemian authored
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- Mar 27, 2018
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Stéphane Adjemian authored
Also changed deps/build.jl to honour new versions of the preprocessor.
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Stéphane Adjemian authored
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Stéphane Adjemian authored
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- Mar 26, 2018
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Stéphane Adjemian authored
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Stéphane Adjemian authored
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