- 24 Jan, 2020 1 commit
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Frédéric Karamé authored
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- 10 Jan, 2020 3 commits
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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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- 19 Oct, 2019 2 commits
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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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- 17 Oct, 2019 2 commits
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Sébastien Villemot authored
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Sébastien Villemot authored
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- 15 Oct, 2019 4 commits
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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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- 13 Oct, 2019 1 commit
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Stéphane Adjemian authored
As in MINPACK tests.
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- 07 Oct, 2019 1 commit
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Stéphane Adjemian authored
See 51beb9c2ef74d0c687ed28543609a0fee57998c3 in preprocessor.
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- 26 Dec, 2018 1 commit
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Stéphane Adjemian authored
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- 30 Oct, 2018 1 commit
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Houtan Bastani authored
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- 29 Oct, 2018 1 commit
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Houtan Bastani authored
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- 26 Oct, 2018 1 commit
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Houtan Bastani authored
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- 15 Jun, 2018 2 commits
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Houtan Bastani authored
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Houtan Bastani authored
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- 14 Jun, 2018 2 commits
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Houtan Bastani authored
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Houtan Bastani authored
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- 24 Apr, 2018 1 commit
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Stéphane Adjemian authored
Reduces significantly the number of iterations.
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- 23 Apr, 2018 1 commit
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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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- 19 Apr, 2018 3 commits
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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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- 11 Apr, 2018 3 commits
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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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- 10 Apr, 2018 1 commit
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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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- 29 Mar, 2018 2 commits
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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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- 27 Mar, 2018 3 commits
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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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- 26 Mar, 2018 4 commits
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Stéphane Adjemian authored
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Stéphane Adjemian authored
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Stéphane Adjemian authored
Passing key-value options was not working.
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Stéphane Adjemian authored
Which is only used for testing purposes.
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