From aa77ace2935ee45cb96c1510d11d6ed1250b3e01 Mon Sep 17 00:00:00 2001
From: Willi Mutschler <willi@mutschler.eu>
Date: Thu, 12 Aug 2021 06:19:27 +0200
Subject: [PATCH] MoM: Check availability of optim toolbox for default
mode_compute
lsqnonlin is an optimization algorithm that is specifically well suited for minimizing quadratic objectives, so I would like to have it as default. However, we fallback to csminwel if the optimization toolbox for Matlab or optim for Octave are not available.
(cherry picked from commit a5995aec03bf8ba57394dd37f878f2479516a6c5)
---
matlab/method_of_moments/method_of_moments.m | 6 +++++-
1 file changed, 5 insertions(+), 1 deletion(-)
diff --git a/matlab/method_of_moments/method_of_moments.m b/matlab/method_of_moments/method_of_moments.m
index 097940fefe..a059536e38 100644
--- a/matlab/method_of_moments/method_of_moments.m
+++ b/matlab/method_of_moments/method_of_moments.m
@@ -215,7 +215,11 @@ end
% Optimization options that can be set by the user in the mod file, otherwise default values are provided
options_mom_ = set_default_option(options_mom_,'huge_number',1e7); % value for replacing the infinite bounds on parameters by finite numbers. Used by some optimizers for numerical reasons
-options_mom_ = set_default_option(options_mom_,'mode_compute',13); % specifies the optimizer for minimization of moments distance
+if (isoctave && user_has_octave_forge_package('optim')) || (~isoctave && user_has_matlab_license('optimization_toolbox'))
+ options_mom_ = set_default_option(options_mom_,'mode_compute',13); % specifies lsqnonlin as default optimizer for minimization of moments distance
+else
+ options_mom_ = set_default_option(options_mom_,'mode_compute',4); % specifies csminwel as fallback default option for minimization of moments distance
+end
options_mom_ = set_default_option(options_mom_,'additional_optimizer_steps',[]); % vector of additional mode-finders run after mode_compute
options_mom_ = set_default_option(options_mom_,'optim_opt',[]); % a list of NAME and VALUE pairs to set options for the optimization routines. Available options depend on mode_compute
options_mom_ = set_default_option(options_mom_,'silent_optimizer',false); % run minimization of moments distance silently without displaying results or saving files in between
--
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