diff --git a/matlab/optimization/penalty_objective_function.m b/matlab/optimization/penalty_objective_function.m
index 32ef71ebe..639a248aa 100644
--- a/matlab/optimization/penalty_objective_function.m
+++ b/matlab/optimization/penalty_objective_function.m
@@ -1,6 +1,25 @@
 function [fval,exit_flag,arg1,arg2] = penalty_objective_function(x0,fcn,penalty,varargin)
+%function [fval,exit_flag,arg1,arg2] = penalty_objective_function(x0,fcn,penalty,varargin)
+
+% Copyright (C) 2016 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/>.
+
     [fval,info,exit_flag,arg1,arg2] = fcn(x0,varargin{:});
-    
+
     if info(1) ~= 0
         fval = penalty + info(4);
     end