From 818fa473756327395f2a853e9404ba550ea25543 Mon Sep 17 00:00:00 2001
From: Michel Juillard <michel.juillard@mjui.fr>
Date: Fri, 9 Oct 2015 14:21:50 +0200
Subject: [PATCH] Revert "adding new functions for penalty optimization"

This reverts commit b9e535e99e25bf53483fc7fbdaf60fb1aec3eb02.
---
 .../optimization/penalty_objective_function.m |  6 --
 matlab/penalty_hessian.m                      | 95 -------------------
 2 files changed, 101 deletions(-)
 delete mode 100644 matlab/optimization/penalty_objective_function.m
 delete mode 100644 matlab/penalty_hessian.m

diff --git a/matlab/optimization/penalty_objective_function.m b/matlab/optimization/penalty_objective_function.m
deleted file mode 100644
index 0129dbeb1..000000000
--- a/matlab/optimization/penalty_objective_function.m
+++ /dev/null
@@ -1,6 +0,0 @@
-function [fval,DLIK,Hess,exit_flag] = objective_function_penalty(x0,fcn,penalty,varargin)
-    [fval,DLIK,Hess,exit_flag,SteadyState,trend_coeff,info] = fcn(x0,varargin{:});
-    if info(1) ~= 0
-        fval = penalty + info(2);
-    end
-end
diff --git a/matlab/penalty_hessian.m b/matlab/penalty_hessian.m
deleted file mode 100644
index 5d2fc2424..000000000
--- a/matlab/penalty_hessian.m
+++ /dev/null
@@ -1,95 +0,0 @@
-function hessian_mat = penalty_hessian(func,x,penalty,gstep,varargin) % --*-- Unitary tests --*--
-
-% Computes second order partial derivatives with penalty_objective_function
-%
-% INPUTS
-%    func        [string]   name of the function
-%    x           [double]   vector, the Hessian of "func" is evaluated at    x.
-%    penalty     [double]   penalty base used if function fails
-%    gstep       [double]   scalar, size of epsilon.
-%    varargin    [void]     list of additional arguments for "func".
-%
-% OUTPUTS
-%    hessian_mat [double]   Hessian matrix
-%
-% ALGORITHM
-%    Uses Abramowitz and Stegun (1965) formulas 25.3.23 
-% \[
-%     \frac{\partial^2 f_{0,0}}{\partial {x^2}} = \frac{1}{h^2}\left( f_{1,0} - 2f_{0,0} + f_{ - 1,0} \right)
-% \]
-% and 25.3.27 p. 884
-% 
-% \[
-%     \frac{\partial ^2f_{0,0}}{\partial x\partial y} = \frac{-1}{2h^2}\left(f_{1,0} + f_{-1,0} + f_{0,1} + f_{0,-1} - 2f_{0,0} - f_{1,1} - f_{-1,-1} \right)
-% \]
-%
-% SPECIAL REQUIREMENTS
-%    none
-%  
-
-% Copyright (C) 2001-2014 Dynare Team
-%
-% This file is part of Dynare.
-%
-% Dynare is free software: you can redistribute it and/or modify
-% it under the terms of the GNU General Public License as published by
-% the Free Software Foundation, either version 3 of the License, or
-% (at your option) any later version.
-%
-% Dynare is distributed in the hope that it will be useful,
-% but WITHOUT ANY WARRANTY; without even the implied warranty of
-% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
-% GNU General Public License for more details.
-%
-% You should have received a copy of the GNU General Public License
-% along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
-
-if ~isa(func, 'function_handle') 
-    func = str2func(func);
-end
-n=size(x,1);
-h1=max(abs(x),sqrt(gstep(1))*ones(n,1))*eps^(1/6)*gstep(2);
-h_1=h1;
-xh1=x+h1;
-h1=xh1-x;
-xh1=x-h_1;
-h_1=x-xh1;
-xh1=x;
-f0=penalty_objective_function(x,func,penalty,varargin{:});
-f1=zeros(size(f0,1),n);
-f_1=f1;
-for i=1:n
-    %do step up
-    xh1(i)=x(i)+h1(i);
-    f1(:,i)=penalty_objective_function(xh1,func,penalty,varargin{:});
-    %do step up
-    xh1(i)=x(i)-h_1(i);
-    f_1(:,i)=penalty_objective_function(xh1,func,penalty,varargin{:});
-    xh1(i)=x(i);%reset parameter
-end
-xh_1=xh1;
-hessian_mat = zeros(size(f0,1),n*n);
-temp=f1+f_1-f0*ones(1,n); %term f_(1,0)+f_(-1,0)-f_(0,0) used later
-for i=1:n    
-    if i > 1  %fill symmetric part of Hessian based on previously computed results      
-        k=[i:n:n*(i-1)];
-        hessian_mat(:,(i-1)*n+1:(i-1)*n+i-1)=hessian_mat(:,k);
-    end     
-    hessian_mat(:,(i-1)*n+i)=(f1(:,i)+f_1(:,i)-2*f0)./(h1(i)*h_1(i)); %formula 25.3.23
-    for j=i+1:n        
-        %step in up direction
-        xh1(i)=x(i)+h1(i);
-        xh1(j)=x(j)+h_1(j);
-        %step in down direction
-        xh_1(i)=x(i)-h1(i);
-        xh_1(j)=x(j)-h_1(j);
-        hessian_mat(:,(i-1)*n+j)=-(-penalty_objective_function(xh1,func,penalty,varargin{:})-penalty_objective_function(xh_1,func,penalty,varargin{:})+temp(:,i)+temp(:,j))./(2*h1(i)*h_1(j)); %formula 25.3.27
-        %reset grid points
-        xh1(i)=x(i);
-        xh1(j)=x(j);
-        xh_1(i)=x(i);
-        xh_1(j)=x(j);
-    end    
-end
-
-