0000371: IMPLEMENTED: nonlinear solver

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Category

Severity

Reproducibility

Date Submitted

Last Update

0000371

[ALGLIB] Solvers

feature

have not tried

2010-08-24 22:13

2010-08-24 22:14

Reporter

SergeyB

View Status

public

Assigned To

SergeyB

Priority

normal

Resolution

implemented

Platform

Status

resolved

Projection

none

OS Version

ETA

none

Fixed in Version

3.0.0.rc1

Product Version

Target Version

3.0.0.rc1

Product Build

Summary

0000371: IMPLEMENTED: nonlinear solver

Description

New nonlinear Levenberg-Marquardt-like solver was implemented. Its essential features are:
* weak requirements on the system being solved (Jacobian non-singularity assumption is dropped)
* global convergence
* quadratic convergence in the neighborhood of solution
* same set of additional options as for optimization algorithms: reports, limit on step size, efficient restarts

Steps To Reproduce

Additional Information

Programming language

Unspecified

Attached Files

Relationships

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Issue History
Date Modified	Username	Field	Change
2010-08-24 22:13	SergeyB	New Issue
2010-08-24 22:13	SergeyB	Status	new => assigned
2010-08-24 22:13	SergeyB	Assigned To	=> SergeyB
2010-08-24 22:13	SergeyB	Programming language	=> Unspecified
2010-08-24 22:14	SergeyB	Status	assigned => resolved
2010-08-24 22:14	SergeyB	Fixed in Version	=> NEXT RELEASE
2010-08-24 22:14	SergeyB	Resolution	open => implemented

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