Changed the definition of the maximum number of function evaluations in...

Changed the definition of the maximum number of function evaluations in dynare'es iplementation of simplex algorithm (mode_compute=8).

matlab/global_initialization.m

@@ -443,7 +443,9 @@ options_.homotopy_steps = 1;
 options_.homotopy_force_continue = 0;
 
 % Simplex optimization routine (variation on Nelder Mead algorithm).
-options_.simplex = [];
+simplex.maxfcallfactor = 500;
+simplex.maxfcall = [];
+options_.simplex = simplex;
 
 % CMAES optimization routine.
 cmaes.SaveVariables='off';

matlab/simplex_optimization_routine.m

@@ -41,6 +41,11 @@ verbose = 2;
 % Set number of control variables.
 number_of_variables = length(x);
 
+% get options.
+if isempty(simplex.maxfcall)
+    max_func_calls = simplex.maxfcallfactor*number_of_variables
+end
+
 % Set tolerance parameter.
 if isfield(options,'tolerance') && isfield(options.tolerance,'x')
     x_tolerance = options.tolerance.x;
@@ -61,12 +66,6 @@ if isfield(options,'maxiter')
 else
     max_iterations = 1000;
 end
-% Set maximum number of iterations.
-if isfield(options,'maxfcall')
-    max_func_calls = options.maxfcall;
-else
-    max_func_calls = 500*number_of_variables;
-end
 
 % Set reflection parameter.
 if isfield(options,'reflection_parameter')