Allow resuming previous run of CMAES

Also enables saving of intermediate results, consistent with the manual.

doc/dynare.texi

@@ -5280,6 +5280,10 @@ Available options are:
 
 @table @code
 
+@item 'CMAESResume'
+Resume previous run. Requires the @code{variablescmaes.mat} from the last run. 
+Set to 1 to enable. Default: @code{0}
+
 @item 'MaxIter'
 Maximum number of iterations.
 

matlab/global_initialization.m

@@ -540,7 +540,7 @@ simplex.delta_factor=0.05;
 options_.simplex = simplex;
 
 % CMAES optimization routine.
-cmaes.SaveVariables='off';
+cmaes.SaveVariables='on';
 cmaes.DispFinal='on';
 cmaes.WarnOnEqualFunctionValues='no';
 cmaes.DispModulo='10';
@@ -548,6 +548,7 @@ cmaes.LogModulo='0';
 cmaes.LogTime='0';
 cmaes.TolFun = 1e-7;
 cmaes.TolX = 1e-7;
+cmaes.Resume = 0;
 options_.cmaes = cmaes;
 
 % simpsa optimization routine.

matlab/optimization/dynare_minimize_objective.m

@@ -331,6 +331,10 @@ switch minimizer_algorithm
                   cmaesOptions.LogModulo = '0';    % [0:Inf] if >1 record data less frequently after gen=100';
                   cmaesOptions.LogTime   = '0';    % [0:100] max. percentage of time for recording data';
                 end
+              case 'CMAESResume'
+                  if options_list{i,2}==1
+                    cmaesOptions.Resume = 'yes';
+                  end
               otherwise
                 warning(['cmaes: Unknown option (' options_list{i,1}  ')!'])
             end