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@ -3003,19 +3003,23 @@ Finding the steady state with Dynare nonlinear solver
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blocks that can be evaluated rather than solved; and evaluations
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of the residual and Jacobian of the model are more efficient
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because only the relevant elements are recomputed at every
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iteration.
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iteration. This option is typically used with the
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``perfect_foresight_solver`` command with purely backward,
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forward or static models, or with routines for semi-structural
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models, and it must *not* be combined with option ``block`` of
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the ``model`` block. Also note that for those models, the block
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decomposition is performed as if ``mfs=3`` had been passed to
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the ``model`` block, and the decomposition is slightly
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different because it is computed in a time-recursive fashion
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(*i.e.* in such a way that the simulation is meant to be done
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with the outer loop on periods and the inner loop on blocks;
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while for models with both leads and lags, the outer loop is on
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blocks and the inner loop is on periods).
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``14``
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Computes a block decomposition and then applies a trust region
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solver with autoscaling on those smaller blocks rather than on
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the full nonlinear system. This is similar to ``4``, but is
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typically more efficient. The block decomposition is done at
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the preprocessor level, which brings two benefits: it
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identifies blocks that can be evaluated rather than solved; and
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evaluations of the residual and Jacobian of the model are more
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efficient because only the relevant elements are recomputed at
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every iteration.
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Same as ``12``, except that it applies a trust region solver
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(similar to ``4``) to the blocks.
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|br| Default value is ``4``.
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@ -3756,7 +3760,10 @@ speed-up on large models.
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.. option:: solve_algo
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See :ref:`solve_algo <solvalg>`. Allows selecting the solver
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used with ``stack_solve_algo=7``.
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used with ``stack_solve_algo=7``. Also used for purely backward, forward
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and static models (when neither the ``block`` nor the ``bytecode`` option
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of the ``model`` block is specified); for those models, the values
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``12`` and ``14`` are especially relevant.
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.. option:: no_homotopy
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@ -14257,7 +14264,7 @@ assumed that each equation is written as ``VARIABLE = EXPRESSION`` or
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``T(VARIABLE) = EXPRESSION`` where ``T(VARIABLE)`` stands for a transformation
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of an endogenous variable (``log`` or ``diff``). This representation, where each
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equation determines the endogenous variable on the LHS, can be exploited when
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simulating the model (see algorithms 12 and 14 in :ref:`solve_algo <solvalg>`)
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simulating the model (see algorithms ``12`` and ``14`` in :ref:`solve_algo <solvalg>`)
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and is mandatory to define auxiliary models used for computing expectations (see
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below).
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