diff --git a/matlab/default_option_values.m b/matlab/default_option_values.m index cbaa775a230bd507e5e9858ae9c9c63186959de6..87721dfad92746c7510ff5fd99aa0f1052c75701 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 0f82b81c02eed3d28914f949c7206bd13cb5fba2..6dfbd8456f5547f537ec6501d25ab30b6ca35c90 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)