From c4998f93d398142084df71b4fdeab6a0c821f2a8 Mon Sep 17 00:00:00 2001
From: Johannes Pfeifer <jpfeifer@gmx,de>
Date: Mon, 24 Jun 2013 22:52:10 +0200
Subject: [PATCH] Transfer hardcoded osr options to options structure

Implements #423. To be done: add preprocessor options for tolf and maxit.
---
 doc/dynare.texi                | 16 +++++++++++++---
 matlab/global_initialization.m |  5 +++++
 matlab/osr1.m                  |  6 +++---
 3 files changed, 21 insertions(+), 6 deletions(-)

diff --git a/doc/dynare.texi b/doc/dynare.texi
index f03665332..4318a33db 100644
--- a/doc/dynare.texi
+++ b/doc/dynare.texi
@@ -5521,12 +5521,22 @@ The parameters to be optimized must be listed with @code{osr_params}.
 
 The quadratic objectives must be listed with @code{optim_weights}.
 
-This problem is solved using a numerical optimizer.
+This problem is solved using the numerical optimizer @code{csminwel} of Chris Sims.
 
 @optionshead
 
-This command accept the same options than @code{stoch_simul}
-(@pxref{Computing the stochastic solution}).
+This command accepts the same options as @code{stoch_simul}
+(@pxref{Computing the stochastic solution}) plus 
+
+@table @code
+
+@item maxit =  = @var{INTEGER}
+Determines the maximum number of iterations used in the non-linear solver. Default: @code{1000}
+
+@item tolf =  = @var{DOUBLE}
+Convergence criterion for termination based on the function value. Iteration will 
+cease when it proves impossible to improve the function value by more than tolf. Default: @code{1e-7}
+@end table
 
 The value of the objective is stored in the variable
 @code{oo_.osr.objective_function}, which is described below.
diff --git a/matlab/global_initialization.m b/matlab/global_initialization.m
index 177482ef9..3b497efb2 100644
--- a/matlab/global_initialization.m
+++ b/matlab/global_initialization.m
@@ -565,6 +565,11 @@ options_.risky_steadystate = 0;
 options_.endogenous_prior = 0;
 options_.endogenous_prior_restrictions.irf={};
 
+% OSR Optimal Simple Rules
+options_.osr.tolf=1e-7;
+options_.osr.maxit=1000;
+options_.osr.verbose=2;
+
 % use GPU
 options_.gpu = 0;
 
diff --git a/matlab/osr1.m b/matlab/osr1.m
index 822ae69ac..601355f7c 100644
--- a/matlab/osr1.m
+++ b/matlab/osr1.m
@@ -48,9 +48,9 @@ t0 = M_.params(i_params);
 inv_order_var = oo_.dr.inv_order_var;
 
 H0 = 1e-4*eye(np);
-crit = 1e-7;
-nit = 1000;
-verbose = 2;
+crit=options_.osr.tolf;
+nit=options_.osr.maxit;
+verbose=options_.osr.verbose;
 
 [f,p]=csminwel1('osr_obj',t0,H0,[],crit,nit,options_.gradient_method,options_.gradient_epsilon,i_params,...
                 inv_order_var(i_var),weights(i_var,i_var));