Houtan Bastani
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920a9911ee
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add missing copyright
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2016-11-10 17:49:05 +01:00 |
Houtan Bastani
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46cdaf8e0a
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fiminsearch only has two output args under Octave
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2016-10-21 17:40:27 +02:00 |
Houtan Bastani
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744b52d362
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fix bug introduced in 1c892bb3e9
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2016-09-27 15:28:43 +02:00 |
Houtan Bastani
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1c892bb3e9
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octave: try to load the needed package before ending with an error
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2016-09-27 15:26:59 +02:00 |
Johannes Pfeifer
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552a9b5230
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Fix bugs previously introduces in dynare_estimation_1.m related to penalty function
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2016-06-15 00:30:28 +02:00 |
Johannes Pfeifer
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2446ab02ba
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Transform persistent variables of newrat.m into function arguments
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2016-06-15 00:30:28 +02:00 |
Johannes Pfeifer
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0c00e28799
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Remove objective_function_penalty_base
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2016-06-15 00:30:28 +02:00 |
Johannes Pfeifer
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0edd8e2025
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Add penalty_hessian.m and penalty_objective_function.m
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2016-06-15 00:30:28 +02:00 |
Johannes Pfeifer
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676182f550
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Cosmetic fix to dynare_minimize_objective.m
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2016-05-22 11:41:54 +02:00 |
Houtan Bastani
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bebcfffe04
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fix license, file copyright errors
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2016-05-04 16:30:16 +02:00 |
Johannes Pfeifer
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0eba93dd71
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Add missing input argument in newrat.m to prevent crashes
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2015-11-28 14:06:10 +01:00 |
Marco Ratto
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2d59920a70
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- systematically check bounds for each parameter during optimization
- make htol adaptive to each parameter to speed up computations
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2015-10-13 11:07:01 +02:00 |
Johannes Pfeifer
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fd9f2db79d
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Allow resuming previous run of CMAES
Also enables saving of intermediate results, consistent with the manual.
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2015-10-11 19:13:48 +02:00 |
Johannes Pfeifer
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e3e34e1c7d
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Reduce default accuracy criterion in cmaes.m
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2015-10-11 18:50:05 +02:00 |
Johannes Pfeifer
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df47be4076
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Properly set bounds and H0 for CMAES
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2015-10-11 18:21:25 +02:00 |
Michel Juillard
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6502c311a0
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replaced global timer by local timer
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2015-10-10 14:33:30 +02:00 |
Michel Juillard
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f7f158f078
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Revert "removed global objective_function_penalty_base"
This reverts commit 5ade8d7c6f .
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2015-10-09 14:23:32 +02:00 |
Michel Juillard
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818fa47375
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Revert "adding new functions for penalty optimization"
This reverts commit b9e535e99e .
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2015-10-09 14:23:31 +02:00 |
Michel Juillard
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295eed6118
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Revert "adapted dsge-var code for new handling of penalties"
This reverts commit 3966296aca .
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2015-10-09 14:23:31 +02:00 |
Michel Juillard
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f464760c45
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Revert "remove global objective_function_penalty_base"
This reverts commit cf858c7fcb .
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2015-10-09 14:23:31 +02:00 |
Michel Juillard
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035adeb89e
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Revert "More fixing related to objective_function_penalty_base"
This reverts commit 1ad8df4635 .
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2015-10-09 14:23:31 +02:00 |
Michel Juillard
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1a9aa17c9e
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Revert "More fixings around objective_function"
This reverts commit 05cd51111c .
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2015-10-09 14:23:31 +02:00 |
Michel Juillard
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063a548bd3
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Revert "changed persitent variables into local ones in mr_hessian.m"
This reverts commit fe077fc710 .
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2015-10-09 14:23:31 +02:00 |
Michel Juillard
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bc37c838c7
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Revert "more fixes for penalty objective function"
This reverts commit 3dac7f8809 .
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2015-10-09 14:23:31 +02:00 |
Michel Juillard
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a7a3bbef89
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Revert "reset newratflag = 0 in dynare_minimize_objective"
This reverts commit d4cf3576e4 .
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2015-10-09 14:23:31 +02:00 |
Michel Juillard
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7202c497de
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Revert "removed initialization of mr_hessian()"
This reverts commit f48a026d89 .
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2015-10-09 14:23:31 +02:00 |
Michel Juillard
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f48a026d89
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removed initialization of mr_hessian()
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2015-10-08 20:57:00 +02:00 |
Michel Juillard
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d4cf3576e4
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reset newratflag = 0 in dynare_minimize_objective
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2015-10-08 20:57:00 +02:00 |
Michel Juillard
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3dac7f8809
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more fixes for penalty objective function
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2015-10-08 20:57:00 +02:00 |
Michel Juillard
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fe077fc710
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changed persitent variables into local ones in mr_hessian.m
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2015-10-08 20:57:00 +02:00 |
Michel Juillard
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05cd51111c
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More fixings around objective_function
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2015-10-08 20:57:00 +02:00 |
Michel Juillard
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1ad8df4635
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More fixing related to objective_function_penalty_base
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2015-10-08 20:57:00 +02:00 |
Michel Juillard
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cf858c7fcb
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remove global objective_function_penalty_base
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2015-10-08 20:57:00 +02:00 |
Michel Juillard
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3966296aca
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adapted dsge-var code for new handling of penalties
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2015-10-08 20:57:00 +02:00 |
Michel Juillard
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b9e535e99e
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adding new functions for penalty optimization
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2015-10-08 20:57:00 +02:00 |
Michel Juillard
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5ade8d7c6f
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removed global objective_function_penalty_base
added penalty_objective_function.m and penalty_hessian.m
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2015-10-08 20:57:00 +02:00 |
Stéphane Adjemian (Charybdis)
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489bffdfd8
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Fixed option names for mode_compute=6.
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2015-10-06 11:34:56 +02:00 |
Johannes Pfeifer
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3bf13dd53b
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Add functionality for TaRB
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2015-06-08 16:44:44 +02:00 |
Johannes Pfeifer
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0769fd1cce
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Add verbosity and SaveFile options to some optimizers
Also moves additional optimizer-related files to corresponding subfolder
Closes #894
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2015-06-08 16:44:44 +02:00 |
Stéphane Adjemian (Hermes)
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b53578dc80
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Completed description of minimizer_algorithm input argument.
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2015-06-01 16:42:02 +02:00 |
Johannes Pfeifer
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05635a4546
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Change dynare_minimize_objective.m to use the correct field when selecting user-defined optimizer.
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2015-06-01 16:42:02 +02:00 |
Johannes Pfeifer
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cb1fc3ec3c
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Lift unnecessary restriction of not allowing simpsa with infinite bounds
Introduction of options_.huge_number makes this redundant
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2015-05-13 20:33:14 +02:00 |
Stéphane Adjemian (Hermes)
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f960e7bb68
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Merged branch simpsa-inf-fix.
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2015-05-07 16:01:43 +02:00 |
Stéphane Adjemian (Hermes)
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6d0dfc2d3f
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Do not use hard coded value for the finite interval replacing unbounded intervals in simpsa and simulated annealing algorithms.
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2015-05-07 15:59:46 +02:00 |
Stéphane Adjemian
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f26cec2430
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Merge pull request #904 from JohannesPfeifer/mode_compute7_octave
Fix compatibility of mode_compute=7
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2015-05-07 15:16:15 +02:00 |
Johannes Pfeifer
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9408319e48
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Cosmetic changes related to solvopt.m
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2015-04-24 12:31:27 +02:00 |
Johannes Pfeifer
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8eaa645800
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Fix compatibility of mode_compute=7
Uses wrapper as for mode_compute=3 to restore to conform to Octave syntax
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2015-04-22 11:08:32 +02:00 |
Johannes Pfeifer
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c6c5cd8ce8
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Allow Inf bounds in simpsa by replacing them with big finite number
Closes #585
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2015-04-21 16:26:46 +02:00 |
Johannes Pfeifer
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bc6cf0345f
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Clean up csminwel1.m
Adds documentation and puts calling of numerical gradient to nested function as previously suggested in comment at the bottom of file
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2015-04-17 07:05:01 +02:00 |
Johannes Pfeifer
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b629d3ca19
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Cosmetic changes to csminwel routines
Mostly adds documentation
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2015-04-17 07:05:00 +02:00 |