[Gretl-devel] bfgs: failed to match initial value

Hi, I had a problem with a mle estimation today. My script canceled execution with the following error message: Using numerical derivatives Iteration 1: Log-likelihood = 7274,73993927 Parameters: 3,4478 -0,17644 6,7838 Gradients: 2,6526e+06 2,6526e+06 -2,6526e+06 failed to match initial value of objective function, 7274,74 --- FINAL VALUES: Log-likelihood = 7274,73993926 (steplength = 1,04858e-14) Parameters: 3,4478 -0,17644 6,7838 Gradients: 2,6526e+06 2,6526e+06 -2,6526e+06 Tolerance = 1,81899e-12 The convergence criterion was not met seems like the starting set was already quite optimal. Though gretl steps to the new point, because the criteria for advancing in line 544 in gretl_bfgs.c is (f >= fmax + d). d is set as d = sumgrad * steplen * acctol and in my case seems to be negative. The criteria for printing the error message (line 645) is: (fmax < f0). The attached patch (one-liner) changes this to ((fmax + d) <= f0). Is this change ok? Christoph