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Bugfix mode_compute=8 

Corrects typo in first line and adds missing argument to subfunction
time-shift
Johannes Pfeifer 2013-07-09 09:43:10 +02:00
parent 44961e3408
commit 83b96814f2
1 changed files with 8 additions and 8 deletions
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16
matlab/simplex_optimization_routine.m
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@ -1,4 +1,4 @@
Xfunction [x,fval,exitflag] = simplex_optimization_routine(objective_function,x,options,varargin)
function [x,fval,exitflag] = simplex_optimization_routine(objective_function,x,options,varargin)
% Nelder-Mead like optimization routine.
% By default, we use standard values for the reflection, the expansion, the contraction and the shrink coefficients (alpha = 1, chi = 2, psi = 1 / 2 and σ = 1 / 2).
% See http://en.wikipedia.org/wiki/Nelder-Mead_method
@ -9,7 +9,7 @@ Xfunction [x,fval,exitflag] = simplex_optimization_routine(objective_function,x,
% amelioration is possible.
%
% INPUTS
% objective_function [string] Name of the iobjective function to be minimized.
% objective_function [string] Name of the objective function to be minimized.
% x [double] n*1 vector, starting guess of the optimization routine.
% options [structure]
%
@ -17,7 +17,7 @@ Xfunction [x,fval,exitflag] = simplex_optimization_routine(objective_function,x,
%
%
% Copyright (C) 2010-2012 Dynare Team
% Copyright (C) 2010-2013 Dynare Team
%
% This file is part of Dynare.
%
@ -178,7 +178,7 @@ initial_point = x;
if ~nopenalty
error('simplex_optimization_routine:: Initial condition is wrong!')
else
[v,fv,delta] = simplex_initialization(objective_function,initial_point,initial_score,delta,1,varargin{:});
[v,fv,delta] = simplex_initialization(objective_function,initial_point,initial_score,delta,zero_delta,1,varargin{:});
func_count = number_of_variables + 1;
iter_count = 1;
if verbose
@ -420,7 +420,7 @@ while (func_count < max_func_calls) && (iter_count < max_iterations) && (simplex
% Compute the size of the simplex
delta = delta*1.05;
% Compute the new initial simplex.
[v,fv,delta] = simplex_initialization(objective_function,best_point,best_point_score,delta,1,varargin{:});
[v,fv,delta] = simplex_initialization(objective_function,best_point,best_point_score,delta,zero_delta,1,varargin{:});
if verbose
disp(['(Re)Start with a lager simplex around the based on the best current '])
disp(['values for the control variables. '])
@ -441,7 +441,7 @@ while (func_count < max_func_calls) && (iter_count < max_iterations) && (simplex
end
end
if ((func_count==max_func_calls) || (iter_count==max_iterations) || (iter_no_improvement_break==max_no_improvement_break) || convergence || tooslow)
[v,fv,delta] = simplex_initialization(objective_function,best_point,best_point_score,DELTA,1,varargin{:});
[v,fv,delta] = simplex_initialization(objective_function,best_point,best_point_score,DELTA,zero_delta,1,varargin{:});
if func_count==max_func_calls
if verbose
disp(['MAXIMUM NUMBER OF OBJECTIVE FUNCTION CALLS EXCEEDED (' int2str(max_func_calls) ')!'])
@ -468,7 +468,7 @@ while (func_count < max_func_calls) && (iter_count < max_iterations) && (simplex
% Compute the size of the simplex
delta = delta*1.05;
% Compute the new initial simplex.
[v,fv,delta] = simplex_initialization(objective_function,best_point,best_point_score,delta,1,varargin{:});
[v,fv,delta] = simplex_initialization(objective_function,best_point,best_point_score,delta,zero_delta,1,varargin{:});
if verbose
disp(['(Re)Start with a lager simplex around the based on the best current '])
disp(['values for the control variables. '])
@ -511,7 +511,7 @@ end
function [v,fv,delta] = simplex_initialization(objective_function,point,point_score,delta,check_delta,varargin)
function [v,fv,delta] = simplex_initialization(objective_function,point,point_score,delta,zero_delta,check_delta,varargin)
n = length(point);
v = zeros(n,n+1);
v(:,1) = point;