From b4be27600e0096dd35f67717c9dac5f286d40228 Mon Sep 17 00:00:00 2001
From: Marco Ratto <marco.ratto@ec.europa.eu>
Date: Thu, 14 Dec 2023 00:02:15 +0100
Subject: [PATCH] initialize new options in default_option_values.m
---
matlab/default_option_values.m | 3 +++
matlab/optimization/dynare_minimize_objective.m | 6 +++---
2 files changed, 6 insertions(+), 3 deletions(-)
diff --git a/matlab/default_option_values.m b/matlab/default_option_values.m
index cbaa775a23..87721dfad9 100644
--- a/matlab/default_option_values.m
+++ b/matlab/default_option_values.m
@@ -564,8 +564,11 @@ options_.csminwel=csminwel;
%newrat optimization routine
newrat.hess=1; % dynare numerical hessian
+newrat.robust=0;
newrat.tolerance.f=1e-5;
newrat.tolerance.f_analytic=1e-7;
+newrat.tolerance.gstep = NaN;
+newrat.tolerance.gstep_rel = NaN;
newrat.maxiter=1000;
newrat.verbosity=1;
newrat.Save_files=0;
diff --git a/matlab/optimization/dynare_minimize_objective.m b/matlab/optimization/dynare_minimize_objective.m
index 0f82b81c02..6dfbd8456f 100644
--- a/matlab/optimization/dynare_minimize_objective.m
+++ b/matlab/optimization/dynare_minimize_objective.m
@@ -289,9 +289,9 @@ switch minimizer_algorithm
end
nit=options_.newrat.maxiter;
epsilon = options_.gradient_epsilon;
- gstep_crit = NaN;
- gstep_crit_rel = NaN;
- robust = false;
+ gstep_crit = options_.newrat.tolerance.gstep;
+ gstep_crit_rel = options_.newrat.tolerance.gstep_rel;
+ robust = options_.newrat.robust;
Verbose = options_.newrat.verbosity;
Save_files = options_.newrat.Save_files;
if ~isempty(options_.optim_opt)
--
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