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dynare_minimize_objective.m: reorder 13 to come before 101

time-shift
Johannes Pfeifer 2021-01-24 13:19:16 +01:00
parent e3cda8c76d
commit 1ee788e61b
1 changed files with 28 additions and 28 deletions
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56
matlab/optimization/dynare_minimize_objective.m
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@ -500,6 +500,34 @@ switch minimizer_algorithm
% Minimize the penalized objective (note that the penalty is not updated).
[opt_par_values, fval, exitflag, output] = particleswarm(objfun, length(start_par_value), LB, UB, particleswarmOptions);
opt_par_values = opt_par_values(:);
case 13
% Matlab's lsqnonlin (Optimization toolbox needed).
if isoctave && ~user_has_octave_forge_package('optim')
error('Option mode_compute=13 requires the optim package')
elseif ~isoctave && ~user_has_matlab_license('optimization_toolbox')
error('Option mode_compute=13 requires the Optimization Toolbox')
end
optim_options = optimoptions('lsqnonlin','display','iter','MaxFunEvals',5000,'MaxIter',5000,'TolFun',1e-6,'TolX',1e-6);
if ~isempty(options_.optim_opt)
eval(['optim_options = optimoptions(optim_options,' options_.optim_opt ');']);
end
if options_.silent_optimizer
optim_options.Display='off';
end
if options_.analytic_derivation || (isfield(options_,'mom') && options_.mom.analytic_jacobian==1)
optim_options.SpecifyObjectiveGradient=true;
func = @(x) analytic_gradient_wrapper(x,objective_function,varargin{:});
[opt_par_values,Resnorm,fval,exitflag,OUTPUT,LAMBDA,JACOB] = ...
lsqnonlin(func,start_par_value,bounds(:,1),bounds(:,2),optim_options);
else
if ~isoctave
[opt_par_values,Resnorm,fval,exitflag,OUTPUT,LAMBDA,JACOB] = lsqnonlin(objective_function,start_par_value,bounds(:,1),bounds(:,2),optim_options,varargin{:});
else
% Under Octave, use a wrapper, since lsqnonlin() does not have a 6th arg
func = @(x)objective_function(x,varargin{:});
[opt_par_values,Resnorm,fval,exitflag,OUTPUT,LAMBDA,JACOB] = lsqnonlin(func,start_par_value,bounds(:,1),bounds(:,2),optim_options);
end
end
case 101
solveoptoptions = options_.solveopt;
if ~isempty(options_.optim_opt)
@ -548,34 +576,6 @@ switch minimizer_algorithm
end
func = @(x)objective_function(x,varargin{:});
[opt_par_values,fval,exitflag,output] = simulannealbnd(func,start_par_value,bounds(:,1),bounds(:,2),optim_options);
case 13
% Matlab's lsqnonlin (Optimization toolbox needed).
if isoctave && ~user_has_octave_forge_package('optim')
error('Option mode_compute=13 requires the optim package')
elseif ~isoctave && ~user_has_matlab_license('optimization_toolbox')
error('Option mode_compute=13 requires the Optimization Toolbox')
end
optim_options = optimoptions('lsqnonlin','display','iter','MaxFunEvals',5000,'MaxIter',5000,'TolFun',1e-6,'TolX',1e-6);
if ~isempty(options_.optim_opt)
eval(['optim_options = optimoptions(optim_options,' options_.optim_opt ');']);
end
if options_.silent_optimizer
optim_options.Display='off';
end
if options_.analytic_derivation || (isfield(options_,'mom') && options_.mom.analytic_jacobian==1)
optim_options.SpecifyObjectiveGradient=true;
func = @(x) analytic_gradient_wrapper(x,objective_function,varargin{:});
[opt_par_values,Resnorm,fval,exitflag,OUTPUT,LAMBDA,JACOB] = ...
lsqnonlin(func,start_par_value,bounds(:,1),bounds(:,2),optim_options);
else
if ~isoctave
[opt_par_values,Resnorm,fval,exitflag,OUTPUT,LAMBDA,JACOB] = lsqnonlin(objective_function,start_par_value,bounds(:,1),bounds(:,2),optim_options,varargin{:});
else
% Under Octave, use a wrapper, since lsqnonlin() does not have a 6th arg
func = @(x)objective_function(x,varargin{:});
[opt_par_values,Resnorm,fval,exitflag,OUTPUT,LAMBDA,JACOB] = lsqnonlin(func,start_par_value,bounds(:,1),bounds(:,2),optim_options);
end
end
otherwise
if ischar(minimizer_algorithm)
if exist(minimizer_algorithm)