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updated penalty has to be properly passed to the objective function. 

This relates should fix behaviour after commit 6b3bd9dd0b.
time-shift
Marco Ratto 2012-08-21 17:07:46 +02:00
parent fe98a0875d
commit fda047e19c
2 changed files with 3 additions and 3 deletions
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4
matlab/csminwel1.m
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@ -40,7 +40,7 @@ function [fh,xh,gh,H,itct,fcount,retcodeh] = csminwel1(fcn,x0,H0,grad,crit,nit,m
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
global bayestopt_
% global bayestopt_
fh = [];
xh = [];
@ -91,7 +91,7 @@ f=f0;
H=H0;
cliff=0;
while ~done
bayestopt_.penalty = f;
varargin{5}.penalty = f;
g1=[]; g2=[]; g3=[];
%addition fj. 7/6/94 for control
disp('-----------------')

2
matlab/newrat.m
View File

@ -106,7 +106,7 @@ while norm(gg)>gtol && check==0 && jit<nit
jit=jit+1;
tic
icount=icount+1;
bayestopt_.penalty = fval0(icount);
BayesInfo.penalty = fval0(icount);
disp([' '])
disp(['Iteration ',num2str(icount)])
[fval,x0,fc,retcode] = csminit1(func0,xparam1,fval0(icount),gg,0,H,DynareDataset,DynareOptions,Model,EstimatedParameters,BayesInfo,DynareResults);