manual: adding option lmmcp to extend_path command

2021-05-16 14:18:44 +02:00 · 2021-05-16 14:18:44 +02:00 · bbfa145c58
parent f78ac9f5ac
commit bbfa145c58
1 changed files with 9 additions and 0 deletions
--- a/doc/manual/source/the-model-file.rst
+++ b/doc/manual/source/the-model-file.rst
@ -4360,6 +4360,15 @@ which is described below.
       to correct the paths generated by the (stochastic) extended
       path algorithm.

+    .. option:: lmmcp
+
+       Solves the perfect foresight model with a Levenberg-Marquardt
+       mixed complementarity problem (LMMCP) solver (*Kanzow and Petra
+       (2004)*), which allows to consider inequality constraints on
+       the endogenous variables (such as a ZLB on the nominal interest
+       rate or a model with irreversible investment). For specifying the
+       necessary ``mcp``-tag, see :opt:`lmmcp`.
+       

 Typology and ordering of variables
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