From ee21ad44b8ce8f7ab3a0837f945afb254f79721d Mon Sep 17 00:00:00 2001
From: ratto <ratto@ac1d8469-bf42-47a9-8791-bf33cf982152>
Date: Fri, 12 Dec 2008 07:40:28 +0000
Subject: [PATCH] refined the search of x increments for gradients when the
 parameters are near to boundaries.

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2307 ac1d8469-bf42-47a9-8791-bf33cf982152
---
 matlab/mr_hessian.m | 7 ++++++-
 1 file changed, 6 insertions(+), 1 deletion(-)

diff --git a/matlab/mr_hessian.m b/matlab/mr_hessian.m
index 57bc4872c..cec3fb1c0 100644
--- a/matlab/mr_hessian.m
+++ b/matlab/mr_hessian.m
@@ -35,12 +35,16 @@ func = str2func(func);
 [f0, ff0]=feval(func,x,varargin{:});
 n=size(x,1);
 h2=bayestopt_.ub-bayestopt_.lb;
+hmax=bayestopt_.ub-x;
+hmax=min(hmax,x-bayestopt_.lb);
 %h1=max(abs(x),gstep_*ones(n,1))*eps^(1/3);
 %h1=max(abs(x),sqrt(gstep_)*ones(n,1))*eps^(1/6);
 if isempty(h1),
     h1=max(abs(x),sqrt(gstep_)*ones(n,1))*eps^(1/4);
 end
 
+h1 = min(h1,0.5.*hmax);
+
 if htol0<htol, 
     htol=htol0;
 end
@@ -88,6 +92,7 @@ while i<n,
             else
                 h1(i)=2.1*h1(i);
             end
+            h1(i) = min(h1(i),0.5*hmax(i));
             xh1(i)=x(i)+h1(i);
 %             c=mr_nlincon(xh1,varargin{:});
 %             while c
@@ -112,7 +117,7 @@ while i<n,
         it=it+1;
         dx(it)=(fx-f0);
         h0(it)=h1(i);
-        if h1(i)<1.e-12*min(1,h2(i)),
+        if h1(i)<1.e-12*min(1,h2(i)) & h1(i)<0.5*hmax(i),
             ic=1;
             hcheck=1;
         end