From 53b2a1e926cf12f6107e6e2e568dc462de795acb Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?S=C3=A9bastien=20Villemot?= <sebastien@dynare.org>
Date: Mon, 27 Jan 2020 15:58:13 +0100
Subject: [PATCH] Do not simplify constant equations which have a tag attached
In particular, in the case of an 'mcp' tag, this could lead to a convergence
failure.
Ref. dynare#1697
(cherry picked from commit bef537d40accd597c19f112471974b726c9c9890)
---
src/ModelTree.cc | 12 +++++++-----
src/ModelTree.hh | 6 ++++--
2 files changed, 11 insertions(+), 7 deletions(-)
diff --git a/src/ModelTree.cc b/src/ModelTree.cc
index f6ec39b3..ba5b30e8 100644
--- a/src/ModelTree.cc
+++ b/src/ModelTree.cc
@@ -2019,22 +2019,24 @@ ModelTree::simplifyEquations()
{
size_t last_subst_table_size = 0;
map<VariableNode *, NumConstNode *> subst_table;
- findConstantEquations(subst_table);
+ // Equations with tags are excluded, in particular because of MCPs, see dynare#1697
+ findConstantEquationsWithoutTags(subst_table);
while (subst_table.size() != last_subst_table_size)
{
last_subst_table_size = subst_table.size();
for (auto &equation : equations)
equation = dynamic_cast<BinaryOpNode *>(equation->replaceVarsInEquation(subst_table));
subst_table.clear();
- findConstantEquations(subst_table);
+ findConstantEquationsWithoutTags(subst_table);
}
}
void
-ModelTree::findConstantEquations(map<VariableNode *, NumConstNode *> &subst_table) const
+ModelTree::findConstantEquationsWithoutTags(map<VariableNode *, NumConstNode *> &subst_table) const
{
- for (auto &equation : equations)
- equation->findConstantEquations(subst_table);
+ for (size_t i = 0; i < equations.size(); i++)
+ if (getEquationTags(i).empty())
+ equations[i]->findConstantEquations(subst_table);
}
void
diff --git a/src/ModelTree.hh b/src/ModelTree.hh
index 5d7ad1cb..7f5c5686 100644
--- a/src/ModelTree.hh
+++ b/src/ModelTree.hh
@@ -374,12 +374,14 @@ public:
bool isNonstationary(int symb_id) const;
void set_cutoff_to_zero();
//! Simplify model equations: if a variable is equal to a constant, replace that variable elsewhere in the model
+ /*! Equations with tags are excluded, in particular because of MCPs, see
+ dynare#1697 */
void simplifyEquations();
/*! Reorder auxiliary variables so that they appear in recursive order in
set_auxiliary_variables.m and dynamic_set_auxiliary_series.m */
void reorderAuxiliaryEquations();
- //! Find equations where variable is equal to a constant
- void findConstantEquations(map<VariableNode *, NumConstNode *> &subst_table) const;
+ //! Find equations of the form “variable=constant”, excluding equations with tags
+ void findConstantEquationsWithoutTags(map<VariableNode *, NumConstNode *> &subst_table) const;
//! Helper for writing the Jacobian elements in MATLAB and C
/*! Writes either (i+1,j+1) or [i+j*no_eq] */
void jacobianHelper(ostream &output, int eq_nb, int col_nb, ExprNodeOutputType output_type) const;
--
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