stepan
/
dynare
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Return initial guess if trust_region fails.

trustregion
Stéphane Adjemian (Ryûk) 2022-03-26 09:21:25 +01:00
parent cdd85f32a7
commit 53324aad69
Signed by: stepan
GPG Key ID: 295C1FE89E17EB3C
1 changed files with 6 additions and 4 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

10
matlab/trust_region.m
View File

@ -81,6 +81,8 @@ delta = 0.0;
ncsucc = 0; ncslow = 0;
xinit = x;
%
% Attempt to evaluate the residuals and jacobian matrix on the initial guess
%
@ -226,12 +228,12 @@ while iter<=maxiter && ~info
iter = iter+1;
if iter==maxiter
info = 2;
x(:) = inf;
x = xinit;
continue
end
if delta<tolx*xnorm
info = 3;
x(:) = inf;
x = xinit;
errorflag = true;
continue
end
@ -240,13 +242,13 @@ while iter<=maxiter && ~info
% xtol is too small. no further improvement in
% the approximate solution x is possible.
info = 5;
x(:) = inf;
x = xinit;
errorflag = true;
continue
end
if ncslow==15
info = 4;
x(:) = inf;
x = xinit;
errorflag = true;
continue
end