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mr_hessian.m: remove redundant lines and try-catch statement

time-shift
Johannes Pfeifer 2021-01-27 21:42:48 +01:00
parent 9a86f316c6
commit ef14cdb1e9
1 changed files with 3 additions and 17 deletions
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20
matlab/optimization/mr_hessian.m
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@ -100,11 +100,7 @@ while i<n
h10=hess_info.h1(i);
hcheck=0;
xh1(i)=x(i)+hess_info.h1(i);
try
[fx,exit_flag,ffx]=penalty_objective_function(xh1,func,penalty,varargin{:});
catch
fx=1.e8;
end
[fx,exit_flag,ffx]=penalty_objective_function(xh1,func,penalty,varargin{:});
it=1;
dx=(fx-f0);
ic=0;
@ -121,21 +117,13 @@ while i<n
hess_info.h1(i) = min(hess_info.h1(i),0.5*hmax(i));
hess_info.h1(i) = max(hess_info.h1(i),1.e-10);
xh1(i)=x(i)+hess_info.h1(i);
try
[fx,exit_flag,ffx]=penalty_objective_function(xh1,func,penalty,varargin{:});
catch
fx=1.e8;
end
[fx,exit_flag,ffx]=penalty_objective_function(xh1,func,penalty,varargin{:});
end
if abs(dx(it))>(3*hess_info.htol)
hess_info.h1(i)= hess_info.htol/abs(dx(it))*hess_info.h1(i);
hess_info.h1(i) = max(hess_info.h1(i),1e-10);
xh1(i)=x(i)+hess_info.h1(i);
try
[fx,exit_flag,ffx]=penalty_objective_function(xh1,func,penalty,varargin{:});
catch
fx=1.e8;
end
[fx,exit_flag,ffx]=penalty_objective_function(xh1,func,penalty,varargin{:});
iter=0;
while (fx-f0)==0 && iter<50
hess_info.h1(i)= hess_info.h1(i)*2;
@ -238,9 +226,7 @@ if outer_product_gradient
sd0=sqrt(diag(hh0)); %rescaled 'standard errors' using second order derivatives
sd=sqrt(diag(hh_mat)); %rescaled 'standard errors' using outer product
hh_mat=hh_mat./(sd*sd').*(sd0*sd0'); %rescaled inverse outer product with 'true' std's
igg=inv(hh_mat); % rescaled outer product hessian with 'true' std's
ihh=A'*(hh_mat\A); % inverted outer product hessian
hh_mat0=inv(A)'*hh_mat*inv(A); % outer product hessian with 'true' std's
sd=sqrt(diag(ihh)); %standard errors
sdh=sqrt(1./diag(hh)); %diagonal standard errors
for j=1:length(sd)