From bbfa145c585dd9cbf905f344d7914bef9827ef57 Mon Sep 17 00:00:00 2001 From: MichelJuillard Date: Sun, 16 May 2021 14:18:44 +0200 Subject: [PATCH] manual: adding option lmmcp to extend_path command --- doc/manual/source/the-model-file.rst | 9 +++++++++ 1 file changed, 9 insertions(+) diff --git a/doc/manual/source/the-model-file.rst b/doc/manual/source/the-model-file.rst index 9bd4a1c63..f759b4226 100644 --- 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 ----------------------------------