Specifying optimiser options outside the estimation command

Estimation
1

Hi
I was using different optimisers iteratively in a loop to find the posterior mode, and I was wondering if there is a way to declare the options for each optimiser outside the estimation command.
That is, using the options_.optim_opt structure. I thought, filling in the specifications in that block should do the trick. But it did not seem to work.
Any thoughts?

Cheers
Reuben

2

Hi Reuben, I would have thought that this had to work as you expected… Could you post some code reproducing the issue? Are you using the stable or unstable Dynare?

Best,
Stéphane.

3

Hi again Stephane
I was trying to harness the ‘verbosity’, 0 option for the mode_compute=8, for which the silent_optimizer option was not working…

I used

DEFINEoptimisertypes=[ 1 4 8];
if DEFINEoptimisertypes(numopt)==8, disp('RUNNING OPTIMISER-TYPE: Nelder-Mead simplex-based Dynare optimization routine');  
    quote= ''''   ;
    options_.optim_opt= [quote 'verbosity' , quote ',' num2str(0) ',' quote 'MaxIter' quote ',' num2str(500)];
end

But it does not seem to be working…Perhaps I have made a coding error… Or maybe I am just not aware of an easier Dynare syntax that would get the same job done…

Reuben

4

Hi Reuben,

This is a bug… Thanks for reporting the issue. I will fix it before the end of the weekend.

Best,
Stéphane.

5

You can locally fix the bug by looking the patch I have just pushed (just one or two lines to be changed).

Best,
Stéphane.

6

Thanks a lot, once again, Stephane!