Add CMAES (Ticket #245) for mode optimization

doc/dynare.texi

@@ -3888,6 +3888,9 @@ Uses Dynare implementation of the Nelder-Mead simplex based optimization
 routine (generally more efficient than the MATLAB or Octave implementation
 available with @code{mode_compute=7})
 
+@item 9
+Uses the CMA-ES (Covariance Matrix Adaptation Evolution Strategy) algorithm, an evolutionary algorithm for difficult non-linear non-convex optimization 
+
 @item @var{FUNCTION_NAME}
 It is also possible to give a @var{FUNCTION_NAME} to this option,
 instead of an @var{INTEGER}. In that case, Dynare takes the return

matlab/dynare_estimation_1.m

@@ -268,7 +268,24 @@ if ~isequal(options_.mode_compute,0) && ~options_.mh_posterior_mode_estimation
       case 8
         % Dynare implementation of the simplex algorithm.
         [xparam1,fval,exitflag] = simplex_optimization-routine(objective_function,xparam1,optim_options,dataset_,options_,M_,estim_params_,bayestopt_,oo_);
-      case 101
+      case 9         
+        H0 = 1e-4*ones(nx,1);
+        opts.SaveVariables='off';
+        opts.DispFinal='on';
+        opts.WarnOnEqualFunctionValues='no';
+        opts.DispModulo='10';
+        opts.LogModulo='0';
+        opts.LogTime='0';
+        warning('off','CMAES:NonfinitenessRange');
+        warning('off','CMAES:InitialSigma');
+        if ~options_.dsge_var
+            [x, fval, COUNTEVAL, STOPFLAG, OUT, BESTEVER] = cmaes('dsge_likelihood',xparam1,H0,opts,dataset_,options_,M_,estim_params_,bayestopt_,oo_);
+        else
+            [x, fval, COUNTEVAL, STOPFLAG, OUT, BESTEVER] = cmaes('DsgeVarLikelihood',xparam1,H0,opts,dataset_,options_,M_,estim_params_,bayestopt_,oo_);
+        end
+        xparam1=BESTEVER.x;
+        disp(sprintf('\n Objective function at mode: %f',fval))       
+    case 101
         myoptions=soptions;
         myoptions(2)=1e-6; %accuracy of argument
         myoptions(3)=1e-6; %accuracy of function (see Solvopt p.29)