From bbfa145c585dd9cbf905f344d7914bef9827ef57 Mon Sep 17 00:00:00 2001
From: MichelJuillard <michel.juillard@mjui.fr>
Date: Sun, 16 May 2021 14:18:44 +0200
Subject: [PATCH] manual: adding option lmmcp to extend_path command
---
doc/manual/source/the-model-file.rst | 9 +++++++++
1 file changed, 9 insertions(+)
diff --git a/doc/manual/source/the-model-file.rst b/doc/manual/source/the-model-file.rst
index 9bd4a1c63b..f759b42262 100644
--- a/doc/manual/source/the-model-file.rst
+++ b/doc/manual/source/the-model-file.rst
@@ -4360,6 +4360,15 @@ which is described below.
to correct the paths generated by the (stochastic) extended
path algorithm.
+ .. option:: lmmcp
+
+ Solves the perfect foresight model with a Levenberg-Marquardt
+ mixed complementarity problem (LMMCP) solver (*Kanzow and Petra
+ (2004)*), which allows to consider inequality constraints on
+ the endogenous variables (such as a ZLB on the nominal interest
+ rate or a model with irreversible investment). For specifying the
+ necessary ``mcp``-tag, see :opt:`lmmcp`.
+
Typology and ordering of variables
----------------------------------
--
GitLab