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Completed header + cosmetic changes.

time-shift
Stéphane Adjemian (Charybdis) 2017-02-08 12:25:06 +01:00
parent 8d4abe4a9f
commit 35078e13ee
1 changed files with 18 additions and 7 deletions
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25
matlab/optimization/penalty_objective_function.m
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@ -1,7 +1,19 @@
function [fval,exit_flag,arg1,arg2] = penalty_objective_function(x0,fcn,penalty,varargin)
%function [fval,exit_flag,arg1,arg2] = penalty_objective_function(x0,fcn,penalty,varargin)
function [fval, exit_flag, arg1, arg2] = penalty_objective_function(x, fcn, base_penalty, varargin)
% Copyright (C) 2016 Dynare Team
% Encapsulates an objective function to be minimized, adding a penalty if necessary.
%
% INPUTS
% - x [double] n*1 vector of instrument values.
% - fcn [fhandle] objective function.
% - base_penalty [double] scalar, base of the penality (typically the value of the objective at the previous iteration).
% - varagin [cell] additional parameters for fcn.
%
% OUTPUTS
% - fval [double] scalar, value of the objective function at x.
% - exit_flag [integer] scalar, flag returned by fcn (third output).
% - arg1, arg2 fourth and fifth output arguments of the objective function.
% Copyright (C) 2016-2017 Dynare Team
%
% This file is part of Dynare.
%
@ -18,9 +30,8 @@ function [fval,exit_flag,arg1,arg2] = penalty_objective_function(x0,fcn,penalty,
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
[fval,info,exit_flag,arg1,arg2] = fcn(x0,varargin{:});
[fval, info, exit_flag, arg1, arg2] = fcn(x, varargin{:});
if info(1) ~= 0
fval = penalty + info(4);
end
if info(1)
fval = base_penalty + info(4);
end