From 8dadd1519edb503f71f1f795cd799e06f6b86a52 Mon Sep 17 00:00:00 2001
From: Johannes Pfeifer <jpfeifer@gmx.de>
Date: Fri, 22 Jul 2016 08:58:46 +0200
Subject: [PATCH] Restore backward compatibility of OSR command with maxit and
 tolf options

Translates these options into optim_opt structure
---
 doc/dynare.texi |  9 +++++++++
 matlab/osr1.m   | 21 +++++++++++++++++++++
 2 files changed, 30 insertions(+)

diff --git a/doc/dynare.texi b/doc/dynare.texi
index 329716516..974f5ab90 100644
--- a/doc/dynare.texi
+++ b/doc/dynare.texi
@@ -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}
 
diff --git a/matlab/osr1.m b/matlab/osr1.m
index 51fd5475f..641e5fda9 100644
--- a/matlab/osr1.m
+++ b/matlab/osr1.m
@@ -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_);