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Return more info about nonlinear solver failures (solve1).

trustregion
Stéphane Adjemian (Ryûk) 2022-03-03 22:30:38 +01:00
parent 7072359241
commit 882091cc97
Signed by: stepan
GPG Key ID: 295C1FE89E17EB3C
3 changed files with 42 additions and 19 deletions
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21
matlab/backward/simul_backward_nonlinear_model_.m
View File

@ -137,13 +137,25 @@ for it = initialconditions.nobs+(1:samplesize)
skipline()
switch exitflag
case 0
dprint('Returned value for exitflag is 0 (maximum number of iterations or evaluation reached).')
disp('Returned value for exitflag is 0 (maximum number of iterations or evaluation reached).')
case -1
dprint('Returned value for exitflag is -1 (objective function stopped algorithm).')
if options.solve_algo==0
disp('Returned value for exitflag is -1 (objective function stopped algorithm).')
elseif options.solve_algo==1
disp('Returned value for exitflag is -1 (objective function cannot be evaluated at the initial guess).')
end
case -3
dprint('Returned value for exitflag is -3 (Trust region radius became too small, trust-region-dogleg algorithm).')
if options.solve_algo==0
disp('Returned value for exitflag is -3 (Trust region radius became too small, trust-region-dogleg algorithm).')
elseif options.solve_algo==1
disp('Returned value for exitflag is -3 (Convergence too slow).')
end
case -2
dprint('Returned value for exitflag is -2.')
if options.solve_algo==0
disp('Returned value for exitflag is -2.')
elseif options.solve_algo==1
disp('Returned value for exitflag is -2 (Spurious convergence).')
end
end
end
break
@ -155,7 +167,6 @@ end
ysim = DynareOutput.endo_simul(1:DynareModel.orig_endo_nbr,:);
xsim = DynareOutput.exo_simul;
function display_names_of_problematic_equations(DynareModel, TruthTable)
for i=1:DynareModel.orig_endo_nbr
if TruthTable(i)

4
matlab/dynare_solve.m
View File

@ -229,9 +229,7 @@ if options.solve_algo == 0
errorflag = true;
end
elseif options.solve_algo==1
[x, errorflag] = solve1(f, x, 1:nn, 1:nn, jacobian_flag, options.gstep, ...
tolf, tolx, ...
maxit, [], options.debug, arguments{:});
[x, errorflag, exitflag] = solve1(f, x, 1:nn, 1:nn, jacobian_flag, options.gstep, tolf, tolx, maxit, [], options.debug, arguments{:});
elseif options.solve_algo==9
[x, errorflag] = trust_region(f,x, 1:nn, 1:nn, jacobian_flag, options.gstep, ...
tolf, tolx, maxit, ...

36
matlab/solve1.m
View File

@ -1,4 +1,4 @@
function [x, errorflag] = solve1(func, x, j1, j2, jacobian_flag, gstep, tolf, tolx, maxit, fake, debug, varargin)
function [x, errorflag, exitflag] = solve1(func, x, j1, j2, jacobian_flag, gstep, tolf, tolx, maxit, fake, debug, varargin)
% Solves systems of non linear equations of several variables
%
@ -61,6 +61,7 @@ idCpx = ~isreal(fvec);
if any(idInf)
disp('SOLVE1: during the resolution of the non-linear system, the evaluation of the following equation(s) resulted in a non-finite number:')
disp(j1(idInf)')
exitflag = -1;
errorflag = true;
return
end
@ -68,6 +69,7 @@ end
if any(idNan)
disp('SOLVE1: during the resolution of the non-linear system, the evaluation of the following equation(s) resulted in a nan:')
disp(j1(idNan)')
exitflag = -1;
errorflag = true;
return
end
@ -75,6 +77,7 @@ end
if any(idNan)
disp('SOLVE1: during the resolution of the non-linear system, the evaluation of the following equation(s) resulted in a complex number:')
disp(j1(idCpx)')
exitflag = -1;
errorflag = true;
return
end
@ -83,6 +86,7 @@ f = 0.5*(fvec'*fvec);
if max(abs(fvec))<tolf*tolf
% Initial guess is a solution
exitflag = 1;
return
end
@ -136,28 +140,38 @@ for its = 1:maxit
den = max([f;0.5*nn]) ;
if max(abs(g).*max([abs(x(j2)') ones(1,nn)])')/den < tolmin
if max(abs(x(j2)-xold(j2))./max([abs(x(j2)') ones(1,nn)])') < tolx
disp (' ')
disp (['SOLVE: Iteration ' num2str(its)])
disp (['Convergence on dX.'])
disp (x)
exitflag = -3;
if nargout<3
skipline()
dprintf('SOLVE: Iteration %s', num2str(its))
disp('Convergence on dX.')
skipline()
end
return
end
else
disp (' ')
disp (['SOLVE: Iteration ' num2str(its)])
disp (['Spurious convergence.'])
disp (x)
exitflag = -2;
if nargout<3
skipline()
dprintf('SOLVE: Iteration %s', num2str(its))
disp('Spurious convergence.')
disp(x)
end
return
end
elseif max(abs(fvec)) < tolf
exitflag = 1;
return
end
end
errorflag = true;
skipline()
disp('SOLVE: maxit has been reached')
exitflag = 0;
if nargout<3
skipline()
disp('SOLVE: maxit has been reached')
end
% 01/14/01 MJ lnsearch is now a separate function
% 01/16/01 MJ added varargin to function evaluation
% 04/13/01 MJ added test f < tolf !!