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

Status

resolved

Product Version

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

Additional Information

Programming language

Unspecified

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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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