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Commit f5c9621c authored by Stéphane Adjemian's avatar Stéphane Adjemian
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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).
parent 84227744
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......@@ -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';
......
......@@ -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')
......
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