Merge pull request #799 from JohannesPfeifer/simplex

Further fixes to simplex algorithm related to unset options

matlab/global_initialization.m

@@ -480,6 +480,7 @@ simplex.maxiter = 5000;
 simplex.maxfcallfactor = 500;
 simplex.maxfcall = [];
 simplex.verbosity = 2;
+simplex.delta_factor=0.05;
 options_.simplex = simplex;
 
 % CMAES optimization routine.

matlab/simplex_optimization_routine.m

@@ -54,7 +54,9 @@ number_of_variables = length(x);
 
 % get options.
 if isempty(options.maxfcall)
-    max_func_calls = options.maxfcallfactor*number_of_variables
+    max_func_calls = options.maxfcallfactor*number_of_variables;
+else
+    max_func_calls=options.maxfcall;
 end
 
 % Set tolerance parameter.
@@ -155,8 +157,8 @@ else
 end
 
 % Set delta parameter.
-if isfield(options,'delta_parameter')% Size of the simplex
-    delta = options.delta_parameter;
+if isfield(options,'delta_factor')% Size of the simplex
+    delta = options.delta_factor;
 else
     delta = 0.05;
 end

tests/fs2000/fs2000_mode_compute_8.mod

@@ -72,4 +72,11 @@ varobs gp_obs gy_obs;
 
 options_.solve_tolf = 1e-12;
 
-estimation(order=1,datafile=fsdat_simul,nobs=192,mode_compute=8,loglinear,mh_replic=0);
+estimation(order=1,datafile=fsdat_simul,nobs=192,mode_compute=8,loglinear,mh_replic=0,optim=(
+'MaxIter',5000,
+'TolFun',1e-4,
+'TolX',1e-4,
+'MaxFunEvals',5000,
+'MaxFunEvalFactor',500,
+'InitialSimplexSize',0.05
+));