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MP-Opt-Model 2.1

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@rdzman rdzman released this 25 Aug 22:27
· 194 commits to master since this release

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What's New in MP-Opt-Model 2.1

Released August 25, 2020

Below is a summary of the changes since version 2.0 of MP-Opt-Model. See
the CHANGES.md file for all the gory details. For release notes
for previous versions, see Appendix C of the MP-Opt-Model User's
Manual
.

New Features

  • Fast-decoupled Newton's and Gauss-Seidel solvers for nonlinear equations.
  • New linear equation ('LEQ') problem type for models with equal
    number of variables and linear equality constraints, no costs, and no
    inequality or nonlinear equality constraints. Solved via mplinsolve().
  • The solve() method of opt_model can now automatically handle mixed
    systems of equations, with both linear and nonlinear equality constraints.
  • New core nonlinear equation solver function with arbitrary, user-defined
    update function, used to implement Gauss-Seidel and Newton solvers.
  • New functions:
    • nleqs_fd_newton() solves a nonlinear set of equations via a
      fast-decoupled Newton's method.
    • nleqs_gauss_seidel() solves a nonlinear set of equations via a
      Gauss-Seidel method.
    • nleqs_core() implements core nonlinear equation solver with
      arbitrary update function.

Incompatible Changes

  • In output return value from nleqs_newton(), changed the normF
    field of output.hist to normf, for consistency in using lowercase
    f everywhere.