function [fval, grad, hess, exit_flag]=analytic_gradient_wrapper(x, fcn, varargin) %function [fval, grad, hess, exitflag]=analytic_gradient_wrapper(x, fcn, varargin) % Encapsulates an objective function to be minimized for use with Matlab % optimizers % % INPUTS % - x [double] n*1 vector of instrument values. % - fcn [fhandle] objective function. % - varagin [cell] additional parameters for fcn. % % OUTPUTS % - fval [double] scalar, value of the objective function at x. % - grad gradient of the objective function % - hess Hessian of the objective function % - exit_flag [integer] scalar, flag returned by % Copyright © 2021 Dynare Team % % This file is part of Dynare. % % Dynare is free software: you can redistribute it and/or modify % it under the terms of the GNU General Public License as published by % the Free Software Foundation, either version 3 of the License, or % (at your option) any later version. % % Dynare is distributed in the hope that it will be useful, % but WITHOUT ANY WARRANTY; without even the implied warranty of % MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the % GNU General Public License for more details. % % You should have received a copy of the GNU General Public License % along with Dynare. If not, see . [fval, info, exit_flag, grad, hess] = fcn(x, varargin{:}); if size(grad,2)==1 grad=grad'; %should be row vector for Matlab; exception lsqnonlin where Jacobian is required end