Check newrat-implementation and potentially port Michel's changes
During his first try of removing objective_function_penalty_base
@MichelJuillard made various changes to newrat
that were reverted, but potentially still need to be ported to master
. But I am not entirely sure what these commits do. @rattoma Could you maybe have a look.
- In the reverted commits https://github.com/DynareTeam/dynare/commit/fe077fc7103658aab7becba95167aa9d240b07f1 and https://github.com/DynareTeam/dynare/commit/f48a026d89828e9e322333263f56b733a719eb34 the initialization of
mr_hessian
was removed. - In https://github.com/DynareTeam/dynare/commit/5ade8d7c6fc71cc4ee4ffbb27dad2ed6b4cf8ccd the
newratflag
was passed to the optimizer, but this was reverted in https://github.com/DynareTeam/dynare/commit/d4cf3576e468202df9d1582a045dfcfd74e2e7db . What is the correct setting here? - In https://github.com/DynareTeam/dynare/commit/5ade8d7c6fc71cc4ee4ffbb27dad2ed6b4cf8ccd the part
if analytic_derivation,
hhx=hh;
else
hhx = reshape(dum,nx,nx);
end
was replaced by
hhx=hh;
But when I tried this, the program crashed in tests.