function [f0, x, ig] = mr_gstep(h1,x,func0,htol0,varargin)
% function [f0, x, ig] = mr_gstep(h1,x,func0,htol0,varargin)
%
% Gibbs type step in optimisation
% Copyright (C) 2006-2011 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 .
n=size(x,1);
if nargin<4,
htol = 1.e-6;
else
htol = htol0;
end
func = str2func(func0);
f0=feval(func,x,varargin{:});
xh1=x;
f1=zeros(size(f0,1),n);
f_1=f1;
i=0;
ig=zeros(n,1);
while i1.e-12,
% hh(i) = abs(1/( (f1(i)+f_1(i)-2*f0)./(h1(i)*h1(i)) ));
% else
% hh(i) = 1;
% end
if gg(i)*(hh(i)*gg(i))/2 > htol,
[f0 x fc retcode] = csminit(func0,x,f0,gg,0,diag(hh),varargin{:});
ig(i)=1;
end
xh1=x;
end
save gstep.mat
end
save gstep.mat