87 lines
3.4 KiB
Matlab
87 lines
3.4 KiB
Matlab
function [lb,ub,eq_index] = get_complementarity_conditions(M,ramsey_policy)
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% [lb,ub,eq_index] = get_complementarity_conditions(M,ramsey_policy)
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% INPUTS
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% - M [struct] contains a description of the model.
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% - ramsey_policy [boolean] indicator whether a Ramsey problem is considered
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% OUTPUTS
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% - lb [double] endo_nbr*1 array of lower bounds for
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% endogenous variables
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% - ub [double] endo_nbr*1 array of upper bounds for
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% endogenous variables
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% - eq_index [struct] endo_nbr*1 index vector describing residual mapping resulting
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% from complementarity setup used in
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% perfect_foresight_mcp_problem.m
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% Copyright (C) 2014-2018 Dynare Team
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%
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% This file is part of Dynare.
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%
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% Dynare is free software: you can redistribute it and/or modify
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% it under the terms of the GNU General Public License as published by
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% the Free Software Foundation, either version 3 of the License, or
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% (at your option) any later version.
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%
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% Dynare is distributed in the hope that it will be useful,
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% but WITHOUT ANY WARRANTY; without even the implied warranty of
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% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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% GNU General Public License for more details.
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%
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% You should have received a copy of the GNU General Public License
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% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
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ub = inf(M.endo_nbr,1);
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lb = -ub;
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eq_index = (1:M.endo_nbr)';
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if ramsey_policy
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if isfield(M,'ramsey_model_constraints')
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rc = M.ramsey_model_constraints;
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for i = 1:length(rc)
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switch rc{i}{2}
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case {'>','>='}
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lb(rc{i}{1}) = eval(rc{i}{3});
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case {'<','<='}
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ub(rc{i}{1}) = eval(rc{i}{3});
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otherwise
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error('Wrong operator in get_complementarity_conditions')
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end
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end
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end
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end
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etags = M.equations_tags;
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for i=1:size(etags,1)
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if strcmp(etags{i,2},'mcp')
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eq_nbr = etags{i,1};
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if ramsey_policy
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eq_nbr = eq_nbr + M.ramsey_eq_nbr;
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end
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str = etags{i,3};
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kop = strfind(etags{i,3},'<');
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if ~isempty(kop)
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k = find(strcmp(strtrim(str(1:kop-1)), M.endo_names)); %get variable index with restriction
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if isempty(k)
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error(sprintf(['Complementarity condition %s: variable %s is ' ...
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'not recognized'],etags{i,3},strtrim(str(1:kop-1))))
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end
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ub(k) = str2num(str(kop+1:end));
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eq_index(eq_nbr) = k;
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eq_index(k) = eq_nbr;
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else
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kop = strfind(etags{i,3},'>');
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if ~isempty(kop)
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k = find(strcmp(strtrim(str(1:kop-1)), M.endo_names)); %get variable index with restriction
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if isempty(k)
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error(sprintf(['Complementarity condition %s: variable %s is ' ...
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'not recognized'],etags{i,3},strtrim(str(1:kop-1))))
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end
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lb(k) = str2num(str(kop+1:end));
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eq_index(eq_nbr) = k;
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eq_index(k) = eq_nbr;
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else
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error(sprintf(['Complementarity condition %s can''t be ' ...
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'parsed'],etags{i,3}))
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end
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end
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end
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end
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