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Return the value of info as a third argument (block_trust_region).

trustregion
Stéphane Adjemian (Ryûk) 2022-03-25 18:09:57 +01:00
parent 24d5ba0290
commit f2bf98ee76
Signed by: stepan
GPG Key ID: 295C1FE89E17EB3C
3 changed files with 10 additions and 6 deletions
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2
matlab/dynare_solve.m
View File

@ -370,7 +370,7 @@ elseif ismember(options.solve_algo, [13, 14])
auxstruct.isloggedlhs = isloggedlhs;
auxstruct.isauxdiffloggedrhs = isauxdiffloggedrhs;
end
[x, errorflag] = block_trust_region(f, x, tolf, options.solve_tolx, maxit, options.trust_region_initial_step_bound_factor, options.debug, auxstruct, arguments{:});
[x, errorflag, exitflag] = block_trust_region(f, x, tolf, options.solve_tolx, maxit, options.trust_region_initial_step_bound_factor, options.debug, auxstruct, arguments{:});
[fvec, fjac] = feval(f, x, arguments{:});
else
error('DYNARE_SOLVE: option solve_algo must be one of [0,1,2,3,4,9,10,11,12,13,14]')

12
mex/sources/block_trust_region/mexFunction.f08
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@ -43,8 +43,8 @@ subroutine mexFunction(nlhs, plhs, nrhs, prhs) bind(c, name='mexFunction')
logical :: fre ! True if the last block has been solved (i.e. not evaluated), so that residuals must be updated
integer, dimension(:), allocatable :: evaled_cols ! If fre=.false., lists the columns that have been evaluated so far without updating the residuals
if (nrhs < 4 .or. nlhs /= 2) then
call mexErrMsgTxt("Must have at least 7 inputs and exactly 2 outputs")
if (nrhs < 4 .or. nlhs /= 3) then
call mexErrMsgTxt("Must have at least 7 inputs and exactly 3 outputs")
end if
if (.not. ((mxIsChar(prhs(1)) .and. mxGetM(prhs(1)) == 1) .or. mxIsClass(prhs(1), "function_handle"))) then
@ -231,14 +231,18 @@ subroutine mexFunction(nlhs, plhs, nrhs, prhs) bind(c, name='mexFunction')
call mexPrintf_trim_newline("DYNARE_SOLVE (solve_algo=13|14): residuals still too large, solving for the whole model")
call trust_region_solve(x, matlab_fcn, info, tolx, tolf, maxiter, factor)
else
info = 1
if (size(blocks).gt.1) then
! Note that the value of info may be different across blocks
info = 1
end if
end if
plhs(1) = mxCreateDoubleMatrix(int(size(x, 1), mwSize), 1_mwSize, mxREAL)
mxGetPr(plhs(1)) = x
if (info == 1) then
if ((info == 1) .or. (info == -1)) then
plhs(2) = mxCreateDoubleScalar(0._c_double)
else
plhs(2) = mxCreateDoubleScalar(1._c_double)
end if
plhs(3) = mxCreateDoubleScalar(dble(info))
end subroutine mexFunction

2
tests/nonlinearsolvers.m
View File

@ -74,7 +74,7 @@ for i=1:length(objfun)
x = objfun{i}();
end
try
[x, errorflag] = block_trust_region(objfun{i}, x, tolf, tolx, maxit, factor, false, auxstruct);
[x, errorflag, exitflag] = block_trust_region(objfun{i}, x, tolf, tolx, maxit, factor, false, auxstruct);
if isequal(func2str(objfun{i}), 'powell2')
if ~errorflag
testFailed = testFailed+1;