From fe6f8ee25bf878db27cb8c8b40814252a6023664 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?S=C3=A9bastien=20Villemot?= <sebastien@dynare.org>
Date: Mon, 30 Jun 2014 18:23:51 +0200
Subject: [PATCH] Ramsey policy: compute FOC *after* removing leads/lags of two
or more.
Otherwise, on big models with lots of leads/lags (like GPM7), the Lagrangian
can be so huge that the preprocessor requires an insane amount of memory.
---
preprocessor/ModFile.cc | 41 +++++++++++++++++++++--------------------
1 file changed, 21 insertions(+), 20 deletions(-)
diff --git a/preprocessor/ModFile.cc b/preprocessor/ModFile.cc
index 8916121463..b2a66eea28 100644
--- a/preprocessor/ModFile.cc
+++ b/preprocessor/ModFile.cc
@@ -330,26 +330,6 @@ ModFile::transformPass(bool nostrict)
dynamic_model.removeTrendVariableFromEquations();
}
- if (mod_file_struct.ramsey_model_present)
- {
- StaticModel *planner_objective = NULL;
- for (vector<Statement *>::iterator it = statements.begin(); it != statements.end(); it++)
- {
- PlannerObjectiveStatement *pos = dynamic_cast<PlannerObjectiveStatement *>(*it);
- if (pos != NULL)
- planner_objective = pos->getPlannerObjective();
- }
- assert(planner_objective != NULL);
- ramsey_model_orig_eqn_nbr = dynamic_model.equation_number();
-
- /*
- clone the model then clone the new equations back to the original because
- we have to call computeDerivIDs (in computeRamseyPolicyFOCs and computingPass)
- */
- dynamic_model.cloneDynamic(ramsey_FOC_equations_dynamic_model);
- ramsey_FOC_equations_dynamic_model.computeRamseyPolicyFOCs(*planner_objective);
- ramsey_FOC_equations_dynamic_model.replaceMyEquations(dynamic_model);
- }
if (mod_file_struct.stoch_simul_present
|| mod_file_struct.estimation_present
@@ -371,6 +351,27 @@ ModFile::transformPass(bool nostrict)
dynamic_model.substituteEndoLagGreaterThanTwo(true);
}
+ if (mod_file_struct.ramsey_model_present)
+ {
+ StaticModel *planner_objective = NULL;
+ for (vector<Statement *>::iterator it = statements.begin(); it != statements.end(); it++)
+ {
+ PlannerObjectiveStatement *pos = dynamic_cast<PlannerObjectiveStatement *>(*it);
+ if (pos != NULL)
+ planner_objective = pos->getPlannerObjective();
+ }
+ assert(planner_objective != NULL);
+ ramsey_model_orig_eqn_nbr = dynamic_model.equation_number();
+
+ /*
+ clone the model then clone the new equations back to the original because
+ we have to call computeDerivIDs (in computeRamseyPolicyFOCs and computingPass)
+ */
+ dynamic_model.cloneDynamic(ramsey_FOC_equations_dynamic_model);
+ ramsey_FOC_equations_dynamic_model.computeRamseyPolicyFOCs(*planner_objective);
+ ramsey_FOC_equations_dynamic_model.replaceMyEquations(dynamic_model);
+ }
+
if (differentiate_forward_vars)
dynamic_model.differentiateForwardVars(differentiate_forward_vars_subset);
--
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