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Mathematica

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  • $\begingroup$ If you plug-in the initial conditions found/used with this approach do you get better results with Mathematica? $\endgroup$ Commented Dec 28, 2018 at 15:13
  • $\begingroup$ The results are comparable when both work. However, F# / Alglib works for large models where Mathematica fails. My guess is that the main reason is that generation stage gets very demanding even in F# - it could consume 50-60 GB of ram and may run for over an hour. This is due to very large sparse matrices which have only 0.01 to 0.1% of non-zero elements. The resulting F# code file is only about 2 to 10 MB in size and it needs about 100-300 MB to run. $\endgroup$ Commented Dec 28, 2018 at 17:50
  • $\begingroup$ Very interesting! Please put that (or similar comments) in your answer. (+1) $\endgroup$ Commented Dec 28, 2018 at 22:28