Verified Commit a5995aec authored by Willi Mutschler's avatar Willi Mutschler Committed by Stéphane Adjemian
Browse files

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.
parent 0d200f3b
......@@ -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
......
Markdown is supported
0% or .
You are about to add 0 people to the discussion. Proceed with caution.
Finish editing this message first!
Please register or to comment