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Restore backward compatibility of OSR command with maxit and tolf options 

Translates these options into optim_opt structure
time-shift
Johannes Pfeifer 2016-07-22 08:58:46 +02:00
parent 816b5bb884
commit 8dadd1519e
2 changed files with 30 additions and 0 deletions
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9
doc/dynare.texi
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@ -7452,6 +7452,15 @@ Specifies the optimizer for minimizing the objective function. The same solvers
@item optim = (@var{NAME}, @var{VALUE}, ...)
A list of @var{NAME} and @var{VALUE} pairs. Can be used to set options for the optimization routines. The set of available options depends on the selected optimization routine (i.e. on the value of option @ref{opt_algo}). @xref{optim}.
@item maxit = @var{INTEGER}
Determines the maximum number of iterations used in @code{opt_algo=4}. This option is now deprecated and will be
removed in a future release of Dynare. Use @code{optim} instead to set optimizer-specific values. Default: @code{1000}
@item tolf = @var{DOUBLE}
Convergence criterion for termination based on the function value used in @code{opt_algo=4}. Iteration will cease when it proves impossible to
improve the function value by more than tolf. This option is now deprecated and will be
removed in a future release of Dynare. Use @code{optim} instead to set optimizer-specific values. Default: @code{e-7}
@item silent_optimizer
@pxref{silent_optimizer}

21
matlab/osr1.m
View File

@ -62,6 +62,27 @@ if any(isnan(M_.params(i_params)))
error ('OSR: At least one of the initial parameter values for osr_params is NaN') ;
end
%restore backward compatibility with maxit and tolf
if isfield(options_.osr,'maxit') || isfield(options_.osr,'tolf')
warning('OSR: The use of maxit and tolf is now deprecated. Please use the optim-option instead.')
if options_.osr.opt_algo~=4
error ('OSR: The maxit and tolf options are not supported when not using the default opt_algo=4. Use the optim-option instead.') ;
else
if isfield(options_.osr,'maxit')
if ~isempty(options_.optim_opt)
options_.optim_opt=[options_.optim_opt,','];
end
options_.optim_opt=[options_.optim_opt,'''MaxIter'',',num2str(options_.osr.maxit),''];
end
if isfield(options_.osr,'tolf')
if ~isempty(options_.optim_opt)
options_.optim_opt=[options_.optim_opt,','];
end
options_.optim_opt=[options_.optim_opt,'''TolFun'',',num2str(options_.osr.tolf),''];
end
end
end
exe =zeros(M_.exo_nbr,1);
oo_.dr = set_state_space(oo_.dr,M_,options_);