function [endogenousvariables, success, maxerror] = solve_stacked_problem(endogenousvariables, exogenousvariables, steadystate, M_, options_) % [endogenousvariables, success, maxerror] = 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). % - success [logical] Whether a solution was found % - maxerror [double] 1-norm of the residual % Copyright © 2015-2023 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,bsxfun(@le, endogenousvariables(eq_to_ignore,:), lb(eq_to_ignore)+eps) | bsxfun(@ge,endogenousvariables(eq_to_ignore,:),ub(eq_to_ignore)-eps))=0; end maxerror = max(max(abs(residuals))); success = ~check; if ~success && options_.debug dprintf('solve_stacked_problem: Nonlinear solver routine failed with errorcode=%i.', errorcode) end