Download MUS COD II

In addition, the following solvers are available:
• ind ddasac: Another ODE/SAE solver. Use ind ddasac adf for models with derivative
functions generated by ADIFOR. Use ind ddasac prsqp or ind ddasac adf prsqp if you
use PRSQP.
• ind mbsnat: The multibody system solver MBSSIM. Usage discourages as MBSSIM is
currently unmaintained.
• ind metanb: The METANB solver from PARFIT.
Solver
ind_rkf12
ind_rkf23
ind_rkf45
ind_rkf78
ind_rkf7b
ind_rkf45adj
ind_rkfswt
ind_daesol
ind_ddasac
ind_mbsnat
ind_metanb
ODE
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•
•
•
•
•
•
•
•
•
•
Stiff ODE
•
•
•
•
DAE
•
•
?
•
CLSQ
SPA
ADJ
•
•
•
•
?
•
•
ADF
Switches
•
•
•
Table 3: Available ODE/DAE solvers and their capabilities.
8.3
Computation of the Hessian
For the computation or approximation of the Hessian, the following shared objects are provided:
• hess const: Constant Hessian matrix for simplified Newton method. Good for refinement
of almost converged solutions.
• hess finitediff: Calculation of Hessian approximation from finite differences. Very
efficient for systems with few state variables and many multiple shooting intervals. Needs
module solve tbox to cope with possibly non-positive-definite Hessian approximations.
• hess gaussnewton: Hessian approximation for least-squares objective functionals. Very
efficient for problems with a solution with small objective value.
• hess update: variable metric Hessian approximation. By default, BFGS updates with
Powell modification are selected.
For expert users: By manually changing the source code in hess update.cpp, the
following alternatives may be realized:
– Update formula:
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