updated penalty has to be properly passed to the objective function.
This relates should fix behaviour after commit 6b3bd9dd0b
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time-shift
parent
fe98a0875d
commit
fda047e19c
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@ -40,7 +40,7 @@ function [fh,xh,gh,H,itct,fcount,retcodeh] = csminwel1(fcn,x0,H0,grad,crit,nit,m
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% You should have received a copy of the GNU General Public License
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% You should have received a copy of the GNU General Public License
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% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
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% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
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global bayestopt_
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% global bayestopt_
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fh = [];
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fh = [];
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xh = [];
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xh = [];
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@ -91,7 +91,7 @@ f=f0;
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H=H0;
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H=H0;
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cliff=0;
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cliff=0;
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while ~done
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while ~done
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bayestopt_.penalty = f;
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varargin{5}.penalty = f;
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g1=[]; g2=[]; g3=[];
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g1=[]; g2=[]; g3=[];
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%addition fj. 7/6/94 for control
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%addition fj. 7/6/94 for control
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disp('-----------------')
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disp('-----------------')
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@ -106,7 +106,7 @@ while norm(gg)>gtol && check==0 && jit<nit
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jit=jit+1;
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jit=jit+1;
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tic
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tic
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icount=icount+1;
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icount=icount+1;
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bayestopt_.penalty = fval0(icount);
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BayesInfo.penalty = fval0(icount);
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disp([' '])
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disp([' '])
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disp(['Iteration ',num2str(icount)])
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disp(['Iteration ',num2str(icount)])
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[fval,x0,fc,retcode] = csminit1(func0,xparam1,fval0(icount),gg,0,H,DynareDataset,DynareOptions,Model,EstimatedParameters,BayesInfo,DynareResults);
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[fval,x0,fc,retcode] = csminit1(func0,xparam1,fval0(icount),gg,0,H,DynareDataset,DynareOptions,Model,EstimatedParameters,BayesInfo,DynareResults);
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