Add “fsolve_options” option to “steady” command

Closes: #1856

doc/manual/source/the-model-file.rst

@@ -3107,6 +3107,19 @@ Finding the steady state with Dynare nonlinear solver
        accurate solution (low ``markowitz`` values) and the one that preserves 
        maximum sparsity (high ``markowitz`` values). Default: 0.5.
 
+    .. option:: fsolve_options = (NAME, VALUE, ...)
+
+       A list of NAME and VALUE pairs. Can be used to set options for the
+       ``fsolve`` routine, which is selected when ``solve_algo = 0`` (this
+       option has no effect for other values of ``solve_algo``). For the list
+       of available name/value pairs, see the documentation of ``fsolve`` in
+       the MATLAB or Octave manual. Note that Dynare already uses the values of
+       the ``maxit``, ``tolf`` and ``tolx`` options of the ``steady`` command
+       for initializing the corresponding options passed to ``fsolve``, so you
+       should not need to override those. Also note that you should not try to
+       override the value of the ``Jacobian`` or ``SpecifyObjectiveGradient``
+       option.
+
     *Example*
 
     See :ref:`init-term-cond`.

matlab/default_option_values.m

@@ -107,10 +107,13 @@ options_.bvar_prior_flat = false;
 options_.bvar_prior_train = 0;
 options_.bvar.conf_sig = 0.6;
 
-% Initialize the field that will contain the optimization algorigthm's options declared in the
-% estimation command (if anny).
+% Initialize the field that will contain the optimization algorithm's options declared in the
+% estimation command (if any).
 options_.optim_opt = [];
 
+% Same for options to fsolve
+options_.fsolve_options = [];
+
 % Optimization algorithm [6] gmhmaxlik
 gmhmaxlik.iterations = 3;
 gmhmaxlik.number = 20000;

matlab/dynare_solve.m

@@ -189,6 +189,15 @@ if options.solve_algo == 0
     else
         options4fsolve.Display = 'off';
     end
+    %% This one comes last, so that the user can override Dynare
+    if ~isempty(options.fsolve_options)
+        if isoctave
+            eval(['options4fsolve = optimset(options4fsolve,' options.fsolve_options ');']);
+        else
+            eval(['options4fsolve = optimoptions(options4fsolve,' options.fsolve_options ');']);
+        end
+    end
+
     if ~isoctave
         [x, fvec, errorcode, ~, fjac] = fsolve(f, x, options4fsolve, args{:});
     else

preprocessor

@@ -1 +1 @@
-Subproject commit ad40f1365c8fe791546464e968bb4d86daaddbdd
+Subproject commit 21cecee5990e1541d0721c2a7a554da15b5e8011

tests/Makefile.am

@@ -182,6 +182,7 @@ MODFILES = \
 	steady_state/example1_trust_region.mod \
 	steady_state/example1_block_trust_region.mod \
 	steady_state/Gali_2015_chapter_6_4.mod \
+	steady_state/ramst_solve_algo_0.mod \
 	steady_state_operator/standard.mod \
 	steady_state_operator/use_dll.mod \
 	steady_state_operator/block.mod \

tests/steady_state/ramst_solve_algo_0.mod

@@ -0,0 +1,30 @@
+% Test solve_algo=0 (fsolve), and its companion “fsolve_options” option
+
+var c k;
+varexo x;
+
+parameters alph gam delt bet aa;
+alph=0.5;
+gam=0.5;
+delt=0.02;
+bet=0.05;
+aa=0.5;
+
+
+model;
+c + k - aa*x*k(-1)^alph - (1-delt)*k(-1);
+c^(-gam) - (1+bet)^(-1)*(aa*alph*x(+1)*k^(alph-1) + 1 - delt)*c(+1)^(-gam);
+end;
+
+initval;
+x = 1;
+k = 1;
+c = 0.1;
+end;
+
+if isoctave
+steady(solve_algo=0, fsolve_options = ('AutoScaling', 'on'));
+elseif user_has_matlab_license('optimization_toolbox')
+%% NB: The Display option is accepted but not honoured under Octave (as of version 7)
+steady(solve_algo=0, fsolve_options = ('Display', 'iter'));
+end