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Dear

Use the unstable version and try a different optimimzer there.

Is there any example that shows how to do this?

Use e.g.

Code: Select all

osr(opt_algo=9);

in the unstable version (Dynare 4.5)
Examples are at https://github.com/DynareTeam/dynare/tree/master/tests/optimal_policy/OSR

Best.

You need to modify change the call to fmincon by a call to your optimizer. The call to fmincon already shows you which arguments you need to pass to the function to be optimized.

g

No, opt_algo=4 is csminwel. To see the cases, look into dynare_minimize_objective.m in the dynare/matlab/optimization folder

u

4, i.e. csminwel