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Renamed some files related to csminwel

time-shift
Stéphane Adjemian (Charybdis) 2011-06-23 15:52:08 +02:00
parent 3a2d740732
commit 929df4f070
3 changed files with 9 additions and 8 deletions
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0
matlab/csminit.m → matlab/csminit1.m
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17
matlab/csminwel1.m
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@ -41,6 +41,7 @@ function [fh,xh,gh,H,itct,fcount,retcodeh] = csminwel1(fcn,x0,H0,grad,crit,nit,m
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
global bayestopt_
fh = [];
xh = [];
[nx,no]=size(x0);
@ -72,7 +73,7 @@ end
if NumGrad
switch method
case 2
[g,badg] = numgrad(fcn, f0, x0, epsilon, varargin{:});
[g,badg] = numgrad2(fcn, f0, x0, epsilon, varargin{:});
case 3
[g,badg] = numgrad3(fcn, f0, x0, epsilon, varargin{:});
case 5
@ -98,7 +99,7 @@ while ~done
% disp([sprintf('x = ') sprintf('%15.8g %15.8g %15.8g %15.8g\n',x)]);
%-------------------------
itct=itct+1;
[f1 x1 fc retcode1] = csminit(fcn,x,f,g,badg,H,varargin{:});
[f1 x1 fc retcode1] = csminit1(fcn,x,f,g,badg,H,varargin{:});
%ARGLIST
%[f1 x1 fc retcode1] = csminit(fcn,x,f,g,badg,H,P1,P2,P3,P4,P5,P6,P7,...
% P8,P9,P10,P11,P12,P13);
@ -119,7 +120,7 @@ while ~done
if NumGrad
switch method
case 2
[g1 badg1] = numgrad(fcn, f1, x1, epsilon, varargin{:});
[g1 badg1] = numgrad2(fcn, f1, x1, epsilon, varargin{:});
case 3
[g1 badg1] = numgrad3(fcn, f1, x1, epsilon, varargin{:});
case 5
@ -141,7 +142,7 @@ while ~done
%fcliff=fh;xcliff=xh;
Hcliff=H+diag(diag(H).*rand(nx,1));
disp('Cliff. Perturbing search direction.')
[f2 x2 fc retcode2] = csminit(fcn,x,f,g,badg,Hcliff,varargin{:});
[f2 x2 fc retcode2] = csminit1(fcn,x,f,g,badg,Hcliff,varargin{:});
%ARGLIST
%[f2 x2 fc retcode2] = csminit(fcn,x,f,g,badg,Hcliff,P1,P2,P3,P4,...
% P5,P6,P7,P8,P9,P10,P11,P12,P13);
@ -153,7 +154,7 @@ while ~done
if NumGrad
switch method
case 2
[g2 badg2] = numgrad(fcn, f2, x2, epsilon, varargin{:});
[g2 badg2] = numgrad2(fcn, f2, x2, epsilon, varargin{:});
case 3
[g2 badg2] = numgrad3(fcn, f2, x2, epsilon, varargin{:});
case 5
@ -176,7 +177,7 @@ while ~done
else
gcliff=((f2-f1)/((norm(x2-x1))^2))*(x2-x1);
if(size(x0,2)>1), gcliff=gcliff', end
[f3 x3 fc retcode3] = csminit(fcn,x,f,gcliff,0,eye(nx),varargin{:});
[f3 x3 fc retcode3] = csminit1(fcn,x,f,gcliff,0,eye(nx),varargin{:});
%ARGLIST
%[f3 x3 fc retcode3] = csminit(fcn,x,f,gcliff,0,eye(nx),P1,P2,P3,...
% P4,P5,P6,P7,P8,...
@ -188,7 +189,7 @@ while ~done
if NumGrad
switch method
case 2
[g3 badg3] = numgrad(fcn, f3, x3, epsilon, varargin{:});
[g3 badg3] = numgrad2(fcn, f3, x3, epsilon, varargin{:});
case 3
[g3 badg3] = numgrad3(fcn, f3, x3, epsilon, varargin{:});
case 5
@ -252,7 +253,7 @@ while ~done
if NumGrad
switch method
case 2
[gh,badgh] = numgrad(fcn, fh, xh, epsilon, varargin{:});
[gh,badgh] = numgrad2(fcn, fh, xh, epsilon, varargin{:});
case 3
[gh,badgh] = numgrad3(fcn, fh, xh, epsilon, varargin{:});
case 5

0
matlab/numgrad.m → matlab/numgrad2.m
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