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Dóra Kocsis
dynare
Commits
ab7f0dde
Commit
ab7f0dde
authored
Oct 02, 2013
by
Stéphane Adjemian
Browse files
Removed the seed set on clock. Changed default values for the options.
parent
fb0ccdd5
Changes
1
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matlab/simpsa.m
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ab7f0dde
...
...
@@ -120,26 +120,21 @@ EXITFLAG = -2;
NDIM
=
length
(
X0
);
% seed the random number generator
rand
(
'state'
,
sum
(
100
*
clock
));
% set default options
DEFAULT_OPTIONS
=
simpsaset
(
'TEMP_START'
,[],
...
% starting temperature (if none provided, an optimal one will be estimated)
'TEMP_END'
,
1
,
...
% end temperature
'TEMP_END'
,
.
1
,
...
% end temperature
'COOL_RATE'
,
10
,
...
% small values (<1) means slow convergence,large values (>1) means fast convergence
'INITIAL_ACCEPTANCE_RATIO'
,
0.95
,
...
% when initial temperature is estimated, this will be the initial acceptance ratio in the first round
'MIN_COOLING_FACTOR'
,
0.9
,
...
% minimum cooling factor (<1)
'MAX_ITER_TEMP_FIRST'
,
50
,
...
% number of iterations in the preliminary temperature loop
'MAX_ITER_TEMP_LAST'
,
5
0
,
...
% number of iterations in the last temperature loop (pure simplex)
'MAX_ITER_TEMP_LAST'
,
200
0
,
...
% number of iterations in the last temperature loop (pure simplex)
'MAX_ITER_TEMP'
,
10
,
...
% number of iterations in the remaining temperature loops
'MAX_ITER_TOTAL'
,
2500
,
...
% maximum number of iterations tout court
'MAX_TIME'
,
2500
,
...
% maximum duration of optimization
'MAX_FUN_EVALS'
,
2
5
00
,
...
% maximum number of function evaluations
'MAX_FUN_EVALS'
,
2
00
00
,
...
% maximum number of function evaluations
'TOLX'
,
1e-6
,
...
% maximum difference between best and worst function evaluation in simplex
'TOLFUN'
,
1e-
3
,
...
% maximum difference between the coordinates of the vertices
'DISPLAY'
,
'
none
'
,
...
% 'iter' or 'none' indicating whether user wants feedback
'TOLFUN'
,
1e-
6
,
...
% maximum difference between the coordinates of the vertices
'DISPLAY'
,
'
iter
'
,
...
% 'iter' or 'none' indicating whether user wants feedback
'OUTPUT_FCN'
,[]);
% string with output function name
% update default options with supplied options
...
...
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