manual: adding option lmmcp to extend_path command
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@ -4360,6 +4360,15 @@ which is described below.
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to correct the paths generated by the (stochastic) extended
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to correct the paths generated by the (stochastic) extended
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path algorithm.
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path algorithm.
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.. option:: lmmcp
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Solves the perfect foresight model with a Levenberg-Marquardt
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mixed complementarity problem (LMMCP) solver (*Kanzow and Petra
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(2004)*), which allows to consider inequality constraints on
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the endogenous variables (such as a ZLB on the nominal interest
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rate or a model with irreversible investment). For specifying the
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necessary ``mcp``-tag, see :opt:`lmmcp`.
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Typology and ordering of variables
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Typology and ordering of variables
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