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sdu-cfei / modest-py

FMI-compliant Model Estimation in Python
BSD 2-Clause "Simplified" License
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Validate Hooke-Jeeves #31

Closed krzysztofarendt closed 7 years ago

krzysztofarendt commented 7 years ago

Validate Hooke-Jeeve, check the implementation of adaptive steps, make sure the error always decreases...

krzysztofarendt commented 7 years ago

Partially validated: https://github.com/sdu-cfei/modest-py/commit/c8a2be65f3d555ac3d31be717c5fc61d6e9ef871

More work needed with convex problems to prove it always converges to the same solution.

krzysztofarendt commented 7 years ago

Validated using new examples: https://github.com/sdu-cfei/modest-py/pull/44