stepan
/
dynare
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

solve_algo=0: move to optimoptions under MATLAB, and to new options names for MATLAB⩾R2016a

mr#2067
Sébastien Villemot 2022-07-22 14:09:35 +02:00
parent 16eabbbc4e
commit ceedb4869e
No known key found for this signature in database
GPG Key ID: 2CECE9350ECEBE4A
1 changed files with 24 additions and 11 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

35
matlab/dynare_solve.m
View File

@ -161,21 +161,34 @@ if options.solve_algo == 0
error('You can''t use solve_algo=0 since you don''t have MATLAB''s Optimization Toolbox')
end
end
options4fsolve = optimset('fsolve');
options4fsolve.MaxFunEvals = 50000;
options4fsolve.MaxIter = maxit;
options4fsolve.TolFun = tolf;
options4fsolve.TolX = tolx;
if options.debug==1
if isoctave
options4fsolve = optimset('fsolve');
else
options4fsolve = optimoptions('fsolve');
end
if isoctave || matlab_ver_less_than('9.0') % Option names changed in MATLAB R2016a
options4fsolve.MaxFunEvals = 50000;
options4fsolve.MaxIter = maxit;
options4fsolve.TolFun = tolf;
options4fsolve.TolX = tolx;
if jacobian_flag
options4fsolve.Jacobian = 'on';
else
options4fsolve.Jacobian = 'off';
end
else
options4fsolve.MaxFunctionEvaluations = 50000;
options4fsolve.MaxIterations = maxit;
options4fsolve.FunctionTolerance = tolf;
options4fsolve.StepTolerance = tolx;
options4fsolve.SpecifyObjectiveGradient = jacobian_flag;
end
%% NB: The Display option is accepted but not honoured under Octave (as of version 7)
if options.debug
options4fsolve.Display = 'final';
else
options4fsolve.Display = 'off';
end
if jacobian_flag
options4fsolve.Jacobian = 'on';
else
options4fsolve.Jacobian = 'off';
end
if ~isoctave
[x, fvec, errorcode, ~, fjac] = fsolve(f, x, options4fsolve, args{:});
else