dynare/tests/optimizers/optimizer_function_wrapper.m

17 lines
722 B
Matlab

function [opt_par_values,fval,exitflag]=optimizer_function_wrapper(objective_function_handle,start_par_value,varargin)
% function [opt_par_values,fval,exitflag]=optimizer_function_wrapper(objective_function_handle,start_par_value,varargin)
% Demonstrates how to invoke external optimizer for mode_computation
%set options of optimizer
H0 = 1e-4*eye(length(start_par_value),length(start_par_value));
nit=1000;
crit = 1e-7;
numgrad = 2;
epsilon = 1e-6;
analytic_grad=[];
Verbose=1;
Save_files=1;
%call optimizer
[fval,opt_par_values,grad,hessian_mat,itct,fcount,exitflag] = ...
csminwel1(objective_function_handle, start_par_value, H0, analytic_grad, crit, nit, numgrad, epsilon, Verbose,Save_files, varargin{:});
end