function [f0, x, ig] = mr_gstep(h1,x,bounds,func0,penalty,htol0,Verbose,Save_files,gradient_epsilon,parameter_names,robust,varargin) % [f0, x, ig] = mr_gstep(h1,x,bounds,func0,penalty,htol0,Verbose,Save_files,gradient_epsilon,parameter_names,robust,varargin) % % Gibbs type step in optimisation % % varargin{1} --> dataset_ % varargin{2} --> dataset_info % varargin{3} --> options_ % varargin{4} --> M_ % varargin{5} --> estim_params_ % varargin{6} --> bayestopt_ % varargin{7} --> BoundsInfo % varargin{8} --> oo_ % Copyright © 2006-2023 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 isempty(h1) h1=gradient_epsilon*ones(n,1); end if isempty(htol0) htol = 1.e-6; else htol = htol0; end if length(htol)==1 htol=htol*ones(n,1); end f0=penalty_objective_function(x,func0,penalty,varargin{:}); xh1=x; f1=zeros(size(f0,1),n); f_1=f1; i=0; ig=zeros(n,1); while i htol(i) [ff, xx,~,retcode] = csminit1(func0,x,penalty,f0,gg,0,diag(hh),Verbose,varargin{:}); if retcode && robust if abs(x(i))<1.e-6 xa=transpose(linspace(x(i)/2, sign(x(i))*1.e-6*3/2, 7)); else xa=transpose(linspace(x(i)/2, x(i)*3/2, 7)); end fa=NaN(7,1); for k=1:7 xh1(i)=xa(k); fa(k,1) = penalty_objective_function(xh1,func0,penalty,varargin{:}); end b=[ones(7,1) xa xa.*xa./2]\fa; gg(i)=x(i)*b(3)+b(2); hh(i)=1/b(3); [ff2, xx2] = csminit1(func0,x,penalty,f0,gg,0,diag(hh),Verbose,varargin{:}); if ff2=bounds(:,2)); if ~isempty(inx) x(inx) = bounds(inx,2)-1.e-10; end inx = find(x<=bounds(:,1)); if ~isempty(inx) x(inx) = bounds(inx,1)+1.e-10; end