 07 Feb, 2020 1 commit


Frédéric Karamé authored

 24 Jan, 2020 2 commits


Frédéric Karamé authored

Frédéric Karamé authored

 10 Jan, 2020 3 commits


Frédéric Karamé authored

Frédéric Karamé authored

Frédéric Karamé authored

 19 Oct, 2019 2 commits


Stéphane Adjemian authored
Julia version is between 100 and 1000 times faster than Matlab version.

Stéphane Adjemian authored
Cannot use normcdf from StatsFuns because the ordering of the inputs are different.

 17 Oct, 2019 2 commits


Sébastien Villemot authored

Sébastien Villemot authored

 15 Oct, 2019 4 commits


Stéphane Adjemian authored

Stéphane Adjemian authored

Stéphane Adjemian authored

Stéphane Adjemian authored

 13 Oct, 2019 1 commit


Stéphane Adjemian authored
As in MINPACK tests.

 07 Oct, 2019 1 commit


Stéphane Adjemian authored
See 51beb9c2ef74d0c687ed28543609a0fee57998c3 in preprocessor.

 26 Dec, 2018 1 commit


Stéphane Adjemian authored

 30 Oct, 2018 1 commit


Houtan Bastani authored

 29 Oct, 2018 1 commit


Houtan Bastani authored

 26 Oct, 2018 1 commit


Houtan Bastani authored

 15 Jun, 2018 2 commits


Houtan Bastani authored

Houtan Bastani authored

 14 Jun, 2018 2 commits


Houtan Bastani authored

Houtan Bastani authored

 24 Apr, 2018 1 commit


Stéphane Adjemian authored
Reduces significantly the number of iterations.

 23 Apr, 2018 1 commit


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.

 19 Apr, 2018 3 commits


Stéphane Adjemian authored

Stéphane Adjemian authored
The argument controls the initial step bound.

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.

 11 Apr, 2018 3 commits


Stéphane Adjemian authored

Stéphane Adjemian authored

Stéphane Adjemian authored

 10 Apr, 2018 1 commit


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.

 29 Mar, 2018 2 commits


Stéphane Adjemian authored
Provides the number of temporary variables in the static and dynamic models.

Stéphane Adjemian authored

 27 Mar, 2018 3 commits


Stéphane Adjemian authored
Also changed deps/build.jl to honour new versions of the preprocessor.

Stéphane Adjemian authored

Stéphane Adjemian authored

 26 Mar, 2018 2 commits


Stéphane Adjemian authored

Stéphane Adjemian authored
