diff --git a/matlab/global_initialization.m b/matlab/global_initialization.m
index d3336b4e5..e8c679ae5 100644
--- a/matlab/global_initialization.m
+++ b/matlab/global_initialization.m
@@ -80,7 +80,6 @@ else
end
options_.steadystate_partial = [];
options_.steadystate.nocheck = 0;
-options_.steady.stop_on_error = 1;
% subset of the estimated deep parameters
options_.ParamSubSet = 'None';
@@ -397,6 +396,7 @@ M_.endo_histval = [];
% homotopy
options_.homotopy_mode = 0;
options_.homotopy_steps = 1;
+options_.homotopy_force_continue = 0;
% Simplex optimization routine (variation on Nelder Mead algorithm).
options_.simplex = [];
diff --git a/matlab/homotopy1.m b/matlab/homotopy1.m
index 30e8ef137..4b7009905 100644
--- a/matlab/homotopy1.m
+++ b/matlab/homotopy1.m
@@ -1,4 +1,4 @@
-function homotopy1(values, step_nbr)
+function [M,oo,info,last_values,ip,ix,ixd] = homotopy1(values, step_nbr, M, options, oo)
% function homotopy1(values, step_nbr)
%
% Implements homotopy (mode 1) for steady-state computation.
@@ -16,9 +16,17 @@ function homotopy1(values, step_nbr)
% Column 3 can contain NaNs, in which case previous
% initialization of variable will be used as initial value.
% step_nbr: number of steps for homotopy
+% M struct of model parameters
+% options struct of options
+% oo struct of outputs
%
% OUTPUTS
-% none
+% M struct of model parameters
+% oo struct of outputs
+% last_values last set of values fir which a solution was found
+% ip index of parameters
+% ix index of exogenous variables
+% ixp index of exogenous deterministic variables
%
% SPECIAL REQUIREMENTS
% none
@@ -40,8 +48,7 @@ function homotopy1(values, step_nbr)
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see .
-global M_ oo_ options_
-
+last_values = [];
nv = size(values, 1);
ip = find(values(:,1) == 4); % Parameters
@@ -56,11 +63,11 @@ end
% when initial value has not been given in homotopy_setup block
oldvalues = values(:,3);
ipn = find(values(:,1) == 4 & isnan(oldvalues));
-oldvalues(ipn) = M_.params(values(ipn, 2));
+oldvalues(ipn) = M.params(values(ipn, 2));
ixn = find(values(:,1) == 1 & isnan(oldvalues));
-oldvalues(ixn) = oo_.exo_steady_state(values(ixn, 2));
+oldvalues(ixn) = oo.exo_steady_state(values(ixn, 2));
ixdn = find(values(:,1) == 2 & isnan(oldvalues));
-oldvalues(ixdn) = oo_.exo_det_steady_state(values(ixdn, 2));
+oldvalues(ixdn) = oo.exo_det_steady_state(values(ixdn, 2));
points = zeros(nv, step_nbr+1);
for i = 1:nv
@@ -73,16 +80,23 @@ end
for i=1:step_nbr+1
disp([ 'HOMOTOPY mode 1: computing step ' int2str(i-1) '/' int2str(step_nbr) '...' ])
- M_.params(values(ip,2)) = points(ip,i);
- oo_.exo_steady_state(values(ix,2)) = points(ix,i);
- oo_.exo_det_steady_state(values(ixd,2)) = points(ixd,i);
+ old_params = M.params;
+ old_exo = oo.exo_steady_state;
+ old_exo_det = oo.exo_det_steady_state;
+ M.params(values(ip,2)) = points(ip,i);
+ oo.exo_steady_state(values(ix,2)) = points(ix,i);
+ oo.exo_det_steady_state(values(ixd,2)) = points(ixd,i);
- [steady_state,M_.params,info] = steady_(M_,options_,oo_);
+ [steady_state,M.params,info] = steady_(M,options,oo);
if info(1) == 0
% if homotopy step is not successful, current values of steady
% state are not modified
- oo_.steady_state = steady_state;
+ oo.steady_state = steady_state;
else
+ M.params = old_params;
+ oo.exo_steady_state = old_exo;
+ oo.exo_det_steady_state = old_exo_det;
+ last_values = points(:,i-1);
break
end
end
diff --git a/matlab/steady.m b/matlab/steady.m
index 67c49b53c..ea1e7508b 100644
--- a/matlab/steady.m
+++ b/matlab/steady.m
@@ -43,26 +43,48 @@ Sigma_e = M_.Sigma_e;
% Set M_.Sigma_e=0 (we compute the *deterministic* steady state)
M_.Sigma_e = zeros(size(Sigma_e));
-
+info = 0;
switch options_.homotopy_mode
case 1
- homotopy1(options_.homotopy_values, options_.homotopy_steps);
+ [M_,oo_,info,last_values,ip,ix,ixd] = homotopy1(options_.homotopy_values, options_.homotopy_steps,M_,options_,oo_);
case 2
homotopy2(options_.homotopy_values, options_.homotopy_steps);
case 3
homotopy3(options_.homotopy_values, options_.homotopy_steps);
end
+if info(1)
+ hv = options_.homotopy_values;
+ disp(' ')
+ disp('WARNING: homotopy step was not comleted')
+ disp('The last values for which a solution was found are:')
+ for i=1:length(ip)
+ disp(sprintf('%12s %12.6f',M_.param_names(hv(ip(i),2),:), ...
+ last_values(ip(i))))
+ end
+ for i=1:length(ix)
+ disp(sprintf('%12s %12.6f',M_.exo_names(hv(ix(i),2),:), ...
+ last_values(ix(i))))
+ end
+ for i=1:length(ixd)
+ disp(sprintf('%12s %12.6f',M_.exo_det_names(hv(ixd(i),2),:), ...
+ last_values(ixd(i))))
+ end
+
+ if options_.homotopy_force_continue
+ disp('Option homotopy_continue is set, so I continue ...')
+ else
+ error('Homotopy step failed')
+ end
+end
+
[steady_state,M_.params,info] = steady_(M_,options_,oo_);
if info(1) == 0
oo_.steady_state = steady_state;
disp_steady_state(M_,oo_);
-elseif options_.steady.stop_on_error
- print_info(info,options_.noprint);
else
- disp(['Warning: steady state could not be computed but steady.stop_on_error ' ...
- '== 0, so I continue'])
+ print_info(info,options_.noprint);
end
M_.Sigma_e = Sigma_e;
diff --git a/preprocessor/DynareBison.yy b/preprocessor/DynareBison.yy
index 7a514209d..7d9fc9ef1 100644
--- a/preprocessor/DynareBison.yy
+++ b/preprocessor/DynareBison.yy
@@ -103,7 +103,7 @@ class ParsingDriver;
%token DEFAULT FIXED_POINT
%token FORECAST K_ORDER_SOLVER INSTRUMENTS PRIOR SHIFT MEAN STDEV VARIANCE MODE INTERVAL SHAPE DOMAINN
%token GAMMA_PDF GRAPH CONDITIONAL_VARIANCE_DECOMPOSITION NOCHECK STD
-%token HISTVAL HOMOTOPY_SETUP HOMOTOPY_MODE HOMOTOPY_STEPS HP_FILTER HP_NGRID
+%token HISTVAL HOMOTOPY_SETUP HOMOTOPY_MODE HOMOTOPY_STEPS HOMOTOPY_FORCE_CONTINUE HP_FILTER HP_NGRID
%token IDENTIFICATION INF_CONSTANT INITVAL INITVAL_FILE BOUNDS JSCALE INIT
%token INT_NUMBER
%token DATE_NUMBER
@@ -130,7 +130,7 @@ class ParsingDriver;
%token UNIFORM_PDF UNIT_ROOT_VARS USE_DLL USEAUTOCORR GSA_SAMPLE_FILE
%token VALUES VAR VAREXO VAREXO_DET VAROBS PREDETERMINED_VARIABLES
%token WRITE_LATEX_DYNAMIC_MODEL WRITE_LATEX_STATIC_MODEL
-%token XLS_SHEET XLS_RANGE STOP_ON_ERROR
+%token XLS_SHEET XLS_RANGE
%left COMMA
%left EQUAL_EQUAL EXCLAMATION_EQUAL
%left LESS GREATER LESS_EQUAL GREATER_EQUAL
@@ -833,10 +833,10 @@ steady_options_list : steady_options_list COMMA steady_options
steady_options : o_solve_algo
| o_homotopy_mode
| o_homotopy_steps
+ | o_homotopy_force_continue
| o_markowitz
| o_maxit
| o_nocheck
- | o_stop_on_error
;
check : CHECK ';'
@@ -2308,6 +2308,7 @@ o_max_dim_cova_group : MAX_DIM_COVA_GROUP EQUAL INT_NUMBER { driver.option_num("
o_homotopy_mode : HOMOTOPY_MODE EQUAL INT_NUMBER {driver.option_num("homotopy_mode",$3); };
o_homotopy_steps : HOMOTOPY_STEPS EQUAL INT_NUMBER {driver.option_num("homotopy_steps",$3); };
+o_homotopy_force_continue: HOMOTOPY_FORCE_CONTINUE EQUAL INT_NUMBER { driver.option_num("homotopy_force_continue",$3); };
o_nocheck : NOCHECK {driver.option_num("steadystate.nocheck","1"); };
o_controlled_varexo : CONTROLLED_VAREXO EQUAL '(' symbol_list ')' { driver.option_symbol_list("controlled_varexo"); };
@@ -2502,7 +2503,6 @@ o_median : MEDIAN { driver.option_num("ms.median","1"); }
o_regimes : REGIMES { driver.option_num("ms.regimes","1"); };
o_regime : REGIME EQUAL INT_NUMBER { driver.option_num("ms.regime",$3); };
o_data_obs_nbr : DATA_OBS_NBR EQUAL INT_NUMBER { driver.option_num("ms.forecast_data_obs",$3); };
-o_stop_on_error: STOP_ON_ERROR EQUAL INT_NUMBER { driver.option_num("steady.stop_on_error",$3); };
o_discretionary_tol: DISCRETIONARY_TOL EQUAL non_negative_number { driver.option_num("discretionary_tol",$3); };
range : symbol ':' symbol
diff --git a/preprocessor/DynareFlex.ll b/preprocessor/DynareFlex.ll
index e1b29878a..a4a0674e4 100644
--- a/preprocessor/DynareFlex.ll
+++ b/preprocessor/DynareFlex.ll
@@ -436,6 +436,7 @@ string eofbuff;
homotopy_mode {return token::HOMOTOPY_MODE; }
homotopy_steps {return token::HOMOTOPY_STEPS; }
+homotopy_force_continue {return token::HOMOTOPY_FORCE_CONTINUE;}
nocheck {return token::NOCHECK; }
controlled_varexo {return token::CONTROLLED_VAREXO; }
@@ -453,7 +454,6 @@ string eofbuff;
deflator {return token::DEFLATOR;}
growth_factor {return token::GROWTH_FACTOR;}
cova_compute {return token::COVA_COMPUTE;}
-stop_on_error {return token::STOP_ON_ERROR;}
discretionary_tol {return token::DISCRETIONARY_TOL;}
[\$][^$]*[\$] {