function [endogenousvariables, info, residuals] = solve_stacked_problem(endogenousvariables, exogenousvariables, steadystate, M, options) % Solves the perfect foresight model using dynare_solve % % INPUTS % - endogenousvariables [double] N*T array, paths for the endogenous variables (initial guess). % - exogenousvariables [double] T*M array, paths for the exogenous variables. % - steadystate [double] N*1 array, steady state for the endogenous variables. % - M [struct] contains a description of the model. % - options [struct] contains various options. % % OUTPUTS % - endogenousvariables [double] N*T array, paths for the endogenous variables (solution of the perfect foresight model). % - info [struct] contains informations about the results. % - residuals [double] N*T array, residuals of the equations (with 0 for initial condition) % Copyright © 2015-2022 Dynare Team % % This file is part of Dynare. % % Dynare is free software: you can redistribute it and/or modify % it under the terms of the GNU General Public License as published by % the Free Software Foundation, either version 3 of the License, or % (at your option) any later version. % % Dynare is distributed in the hope that it will be useful, % but WITHOUT ANY WARRANTY; without even the implied warranty of % MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the % GNU General Public License for more details. % % You should have received a copy of the GNU General Public License % along with Dynare. If not, see . [options, y0, yT, z, i_cols, i_cols_J1, i_cols_T, i_cols_j, i_cols_1, i_cols_0, i_cols_J0, dynamicmodel] = ... initialize_stacked_problem(endogenousvariables, options, M, steadystate); if (options.solve_algo == 10 || options.solve_algo == 11)% mixed complementarity problem [lb,ub,eq_index] = get_complementarity_conditions(M,options.ramsey_policy); if options.linear_approximation lb = lb - steadystate_y; ub = ub - steadystate_y; end if options.solve_algo == 10 options.lmmcp.lb = repmat(lb,options.periods,1); options.lmmcp.ub = repmat(ub,options.periods,1); elseif options.solve_algo == 11 options.mcppath.lb = repmat(lb,options.periods,1); options.mcppath.ub = repmat(ub,options.periods,1); end [y, check, res, ~, errorcode] = dynare_solve(@perfect_foresight_mcp_problem, z(:), ... options.simul.maxit, options.dynatol.f, options.dynatol.x, ... options, ... dynamicmodel, y0, yT, ... exogenousvariables, M.params, steadystate, ... M.maximum_lag, options.periods, M.endo_nbr, i_cols, ... i_cols_J1, i_cols_1, i_cols_T, i_cols_j, i_cols_0, i_cols_J0, ... eq_index); eq_to_ignore=find(isfinite(lb) | isfinite(ub)); else [y, check, res, ~, errorcode] = dynare_solve(@perfect_foresight_problem, z(:), ... options.simul.maxit, options.dynatol.f, options.dynatol.x, ... options, y0, yT, exogenousvariables, M.params, steadystate, options.periods, M, options); end if all(imag(y)<.1*options.dynatol.x) if ~isreal(y) y = real(y); end else check = 1; end endogenousvariables(:, M.maximum_lag+(1:options.periods)) = reshape(y, M.endo_nbr, options.periods); residuals=zeros(size(endogenousvariables)); residuals(:, M.maximum_lag+(1:options.periods)) = reshape(res, M.endo_nbr, options.periods); if (options.solve_algo == 10 || options.solve_algo == 11)% mixed complementarity problem residuals(eq_to_ignore,endogenousvariables(eq_to_ignore,:)<=lb(eq_to_ignore)+eps | endogenousvariables(eq_to_ignore,:)>=ub(eq_to_ignore)-eps)=0; end if check info.status = false; if options.debug dprintf('solve_stacked_problem: Nonlinear solver routine failed with errorcode=%i.', errorcode) end else info.status = true; end