From 03563e012b9a95cabad000e342842ea86cd62e19 Mon Sep 17 00:00:00 2001
From: Johannes Pfeifer <jpfeifer@gmx.de>
Date: Fri, 20 May 2016 20:02:06 +0200
Subject: [PATCH] Allow for pass OSR parameter bounds to optimizer

---
 doc/dynare.texi | 32 +++++++++++++++++++++++++++++++-
 matlab/osr1.m   |  8 +++++++-
 2 files changed, 38 insertions(+), 2 deletions(-)

diff --git a/doc/dynare.texi b/doc/dynare.texi
index cc2427546..42e8a4593 100644
--- a/doc/dynare.texi
+++ b/doc/dynare.texi
@@ -665,7 +665,7 @@ Dynare unusable.
 In order to give instructions to Dynare, the user has to write a
 @emph{model file} whose filename extension must be @file{.mod}. This
 file contains the description of the model and the computing tasks
-required by the user. Its contents is described in @ref{The Model file}.
+required by the user. Its contents are described in @ref{The Model file}.
 
 @menu
 * Dynare invocation::
@@ -7365,6 +7365,36 @@ osr_params gammax0 gammac0 gamma_y_ gamma_inf_;
 osr y; 
 @end example
 
+
+@anchor{osr_params_bounds}
+@deffn Block osr_params_bounds ;
+
+This block declares lower and upper bounds for parameters in the optimal simple rule. If not specified
+the optimization is unconstrained.
+
+Each line has the following syntax:
+
+@example
+PARAMETER_NAME, LOWER_BOUND, UPPER_BOUND;
+@end example
+
+Note that the use of this block requires the use of a constrained optimizer, i.e. setting @ref{opt_algo} to 
+1,2,5, or 9.
+
+@examplehead
+
+@example
+
+osr_param_bounds;
+gamma_inf_, 0, 2.5;
+end;
+
+osr(solve_algo=9) y; 
+@end example
+
+@end deffn
+
+
 @defvr {MATLAB/Octave variable} oo_.osr.objective_function 
 After an execution of the @code{osr} command, this variable contains the value of
 the objective under optimal policy.
diff --git a/matlab/osr1.m b/matlab/osr1.m
index a96c618fb..d5070cdbb 100644
--- a/matlab/osr1.m
+++ b/matlab/osr1.m
@@ -97,9 +97,15 @@ elseif isequal(options_.osr.opt_algo,6)
     error('OSR: OSR does not support opt_algo=6.')
 elseif isequal(options_.osr.opt_algo,10)
     error('OSR: OSR does not support opt_algo=10.')    
+elseif isequal(options_.osr.opt_algo,11)
+    error('OSR: OSR does not support opt_algo=11.')    
 else
+    
+if ~isempty(M_.osr.param_bounds) && ~(ismember(options_.osr.opt_algo,[1,2,5,9]) || ischar(options_.osr.opt_algo))
+    error('OSR: OSR with bounds on parameters requires a constrained optimizer, i.e. 1,2,5, or 9.')    
+end
 %%do actual optimization
-[p, f, exitflag] = dynare_minimize_objective(str2func('osr_obj'),t0,options_.osr.opt_algo,options_,[],cellstr(M_.param_names(i_params,:)),[],[], i_params,...
+[p, f, exitflag] = dynare_minimize_objective(str2func('osr_obj'),t0,options_.osr.opt_algo,options_,M_.osr.param_bounds,cellstr(M_.param_names(i_params,:)),[],[], i_params,...
                 inv_order_var(i_var),weights(i_var,i_var));
 end