Modified help and messages concerning the sequence of univariate steps.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2308 ac1d8469-bf42-47a9-8791-bf33cf982152time-shift
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ee21ad44b8
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0118791757
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@ -4,7 +4,7 @@ function [xparam1, hh, gg, fval, igg] = newrat(func0, x, hh, gg, igg, ftol0, nit
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%
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% [xparam1, hh, gg, fval, igg] = newrat(func0, x, hh, gg, igg, ftol0, nit, flagg, varargin)
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%
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% Optimiser with outer product gradient and 'Gibbs type' steps
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% Optimiser with outer product gradient and with sequences of univariate steps
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% uses Chris Sims subroutine for line search
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%
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% func0 = name of the function
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@ -112,9 +112,9 @@ while norm(gg)>gtol & check==0 & jit<nit,
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nig=[nig ig];
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if (fval-fvala)<gibbstol*(fval0(icount)-fval),
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igibbs=0;
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disp('Last Gibbs step, gain too small!!')
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disp('Last sequence of univariate step, gain too small!!')
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else
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disp('Gibbs step!!')
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disp('Sequence of univariate steps!!')
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end
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fval=fvala;
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end
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