cortner / isaac.jl Goto Github PK

• Register the repository
• combine dlanczos, dgmres and darnoldi into a single code
• combine nsoli, nsolimod and nsolistab
• generalise nsolimod to stable equilibria of nonlinear systems (cf string method)
• fully generalise nsolimod to nonlinear systems
• improve linesearch
• Performance tuning
• current implementation of dlanzcos is very naive as it does not exploit the usual structures in Lanczos iterations; this should eventually be fixed or maybe just move to Arnoldi, and never worry about Lanczos
• integrate with Optim.jl, NLsolve.jl, NLSolversBase.jl
• generalise codes to admit actual hessian-vector products and full hessian inversion, depending on whether the objective is OnceDifferentiable or TwiceDifferentiable
• add more examples
• benchmark nkminim against Optim.jl and against NLopt.jl

Below is a brief email exchange with Tim Kelley giving permission to translate his codes:

Begin forwarded message:

From: "C. T. Kelley" [email protected]
Subject: Re: Porting Your Matlab Codes
Date: 28 June 2017 at 23:07:08 BST
To: "Ortner, Christoph" [email protected]

​Hi, I’m happy to give you permission to do this. You might also look at the latest stuff at

http://www4.ncsu.edu/~ctk/knl.html

which is still under development.

— Tim​

On Wed, Jun 28, 2017 at 5:55 PM, Ortner, Christoph [email protected] wrote:
Dear Professor Kelley,

I have had a good experience using your Matlab nonlinear equation solvers in the past, especially NSOLI and BRSOLA, and I am missing them since I switched to using Julia instead of Matlab.

Would you be willing to allow me, and possibly other developers, to port your codes to Julia, specifically the NLsolve.jl package
https://github.com/JuliaNLSolvers/NLsolve.jl
? Given that your Matlab codes seem to have no license (?) we would need written permission from you.

The NLsolve.jl package is under MIT license, which I copy below fyi. We would of course fully credit the origin of the codes both in the documentation and source comments.

Looking forward to hearing from you. Sincerley,

Christoph Ortner
Professor of Mathematics
University of Warwick
[email protected]
http://homepages.warwick.ac.uk/staff/C.Ortner/

Copyright

Permission is hereby granted, free of charge, to any person obtaining a copy of this software and associated documentation files (the "Software"), to deal in the Software without restriction, including without limitation the rights to use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of the Software, and to permit persons to whom the Software is furnished to do so, subject to the following conditions:

The above copyright notice and this permission notice shall be included in all copies or substantial portions of the Software.

THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.

--
C. T. Kelley
Department of Mathematics, Box 8205
SAS Hall
2311 Stinson Drive
North Carolina State University
Raleigh, NC 27695-8205
(919) 515-7163, (919) 513-7336 (FAX)
[email protected]
http://www.math.ncsu.edu/~ctk/