Added bounds

src/GlobalTradeAnalysisProjectModelV7.jl

@@ -12,6 +12,8 @@ mutable struct model_container_struct
     parameters
     sets
     fixed
+    lower
+    upper
 end
 
 include("./helpers/aggComb.jl")

src/extract_model!.jl

@@ -1,4 +1,4 @@
-function extract_model!(; model_container)
+function extract_model!(model_container)
     results = merge(Dict(
             String(k) => begin
                 arrayOut = NamedArray(zeros(map(length, v.axes)), v.axes)

src/generate_initial_model.jl

@@ -1,6 +1,7 @@
 function generate_initial_model(; hSets, hData, hParameters)
-    (; sets, parameters, data, fixed) = generate_starting_values(; hSets, hData, hParameters)
-    mc = model_container_struct(JuMP.Model(Ipopt.Optimizer), data, parameters, sets, fixed)
+    (; sets, parameters, data, fixed, lower, upper) = generate_starting_values(; hSets, hData, hParameters)
+    mc = model_container_struct(JuMP.Model(Ipopt.Optimizer), data, parameters, sets, fixed, lower, upper)
     build_model!(mc)
+    initialize_model!(mc)
     return mc
 end

src/generate_starting_values.jl

@@ -25,12 +25,57 @@ function generate_starting_values(; hSets, hData, hParameters)
             end
         end for (k) in ["to", "tfe", "tx", "txs", "tm", "tms", "tfd", "tfm", "tpd", "tpm", "tgd", "tgm", "tid", "tim", "tinc", "qesf", "qe", "ppa", "α_qintva", "γ_qintva", "α_qfa", "γ_qfa", "α_qfe", "γ_qfe", "α_qfdqfm", "γ_qfdqfm", "α_qca", "γ_qca", "α_pca", "γ_pca", "σyp", "σyg", "β_qpa", "α_qpdqpm", "γ_qpdqpm", "α_qga", "γ_qga", "α_qgdqgm", "γ_qgdqgm", "α_qia", "γ_qia", "α_qidqim", "γ_qidqim", "α_qxs", "γ_qxs", "α_qtmfsd", "α_qst", "γ_qst", "α_qes2", "γ_qes2", "α_qinv", "δ", "ρ", "pop"]
     )
-    
+
     fixed["ppa"][:, :] .= false
     ## The price of the first commodity in the first region is fixed
     fixed["ppa"][comm[1], reg[1]] = true
 
+    q_min = 1e-8
+    q_max = 1e+12
+    p_min = 1e-8
+    p_max = 1e+8
+    t_min = 1e-8
+    t_max = 1e+2
+    α_min = 1e-8
+    α_max = 1
+    γ_min = 1e-8
+    ϵ_min = 1e-8
+    σ_min = 0
+    y_min = 1e-8
+    y_max = 1e12
+    v_min = 0
+
+
+    lower = merge(
+        Dict(k => q_min for k ∈ ["pop", "qint", "qva", "qo", "qfa", "qfe", "qfd", "qfm", "qca", "qc", "qes", "u", "up", "ug", "us", "qpa", "qpd", "qpm", "qga", "qgd", "qgm", "qia", "qid", "qim", "qinv", "qms", "qxs", "qtmfsd", "qtm", "qst", "qds", "qe", "qesf", "walras_sup", "walras_dem", "kb", "ke", "globalcgds"]),
+        Dict("qsave" => -q_max),
+        Dict(k => p_min for k ∈ ["pca", "pcgdswld", "pcif", "pds", "pe", "peb", "pes", "pfa", "pfactor", "pfd", "pfe", "pfm", "pfob", "pga", "pgd", "pgm", "pgov", "pia", "pid", "pim", "pint", "pinv", "pmds", "pms", "po", "pop", "ppa", "ppd", "ppm", "ppriv", "ps", "psave", "pt", "ptrans", "pva"]),
+        Dict(k => t_min for k ∈ ["tfd", "tfe", "tfm", "tgd", "tgm", "tid", "tim", "tinc", "tm", "tms", "to", "tpd", "tpm", "tx", "txs"]),
+        Dict(k => α_min for k ∈ ["α_pca", "α_qca", "α_qes2", "α_qfa", "α_qfdqfm", "α_qfe", "α_qga", "α_qgdqgm", "α_qia", "α_qidqim", "α_qintva", "α_qinv", "α_qpdqpm", "α_qst", "α_qtmfsd", "α_qxs"]),
+        Dict(k => γ_min for k ∈ ["γ_pca", "γ_qca", "γ_qes2", "γ_qfa", "γ_qfdqfm", "γ_qfe", "γ_qga", "γ_qgdqgm", "γ_qia", "γ_qidqim", "γ_qintva", "γ_qpdqpm", "γ_qst", "γ_qxs"]),
+        Dict(k => ϵ_min for k ∈ ["ϵ_qes2", "ϵ_qfa", "ϵ_qfdqfm", "ϵ_qfe", "ϵ_qga", "ϵ_qgdqgm", "ϵ_qia", "ϵ_qidqim", "ϵ_qintva", "ϵ_qinv", "ϵ_qpdqpm", "ϵ_qxs"]),
+        Dict(k => σ_min for k ∈ ["σ_qxs", "σ_vdf", "σ_vdg", "σ_vdi", "σ_vdp", "σ_vf", "σ_vff", "σ_vg", "σ_vi", "σ_vif", "σ_vp", "σ_vtwr", "σ_ρ", "σsave", "σyg", "σyp"]),
+        Dict("σ_qinv" => -1),
+        Dict(k => y_min for k ∈ ["fincome", "y", "yp", "yg"]),
+        Dict(k => v_min for k ∈ ["vdfp", "vmfp", "vdpp", "vmpp", "vdgp", "vmgp", "vdip", "vmip", "evfp", "evos", "vfob", "vcif", "vst", "vtwr", "maks", "vkb"]),
+        Dict(k => 0 for k ∈ ["uelas", "uepriv"]),
+        Dict(β_qpa => 1e-8),
+        Dict(k => 0 for k ∈ ["δ", "ρ"])
+    )
+
+    upper = merge(
+        Dict(k => q_max for k ∈ ["pop", "qint", "qva", "qo", "qfa", "qfe", "qfd", "qfm", "qca", "qc", "qes", "u", "up", "ug", "us", "qpa", "qpd", "qpm", "qga", "qgd", "qgm", "qsave", "qia", "qid", "qim", "qinv", "qms", "qxs", "qtmfsd", "qtm", "qst", "qds", "qe", "qesf", "walras_sup", "walras_dem", "kb", "ke", "globalcgds"]),
+        Dict(k => p_max for k ∈ ["pca", "pcgdswld", "pcif", "pds", "pe", "peb", "pes", "pfa", "pfactor", "pfd", "pfe", "pfm", "pfob", "pga", "pgd", "pgm", "pgov", "pia", "pid", "pim", "pint", "pinv", "pmds", "pms", "po", "pop", "ppa", "ppd", "ppm", "ppriv", "ps", "psave", "pt", "ptrans", "pva"]),
+        Dict(k => t_max for k ∈ ["tfd", "tfe", "tfm", "tgd", "tgm", "tid", "tim", "tinc", "tm", "tms", "to", "tpd", "tpm", "tx", "txs"]),
+        Dict(k => α_max for k ∈ ["α_pca", "α_qca", "α_qes2", "α_qfa", "α_qfdqfm", "α_qfe", "α_qga", "α_qgdqgm", "α_qia", "α_qidqim", "α_qintva", "α_qinv", "α_qpdqpm", "α_qst", "α_qtmfsd", "α_qxs"]),
+        Dict("σ_qinv" => 1),
+        Dict(k => y_max for k ∈ ["fincome", "y", "yp", "yg"]),
+        Dict(k => 10 for k ∈ ["uelas", "uepriv"]),
+        Dict(k => 1 for k ∈ ["δ", "ρ"])
+    )
+
+
     # Calculate calibrated_parameter initial values
-    return (sets=sets, parameters=parameters, data=data, fixed=fixed)
+    return (sets=sets, parameters=parameters, data=data, fixed=fixed, lower=lower, upper=upper)
 
 end

src/initialize_model!.jl

@@ -1,7 +1,8 @@
-function initialize_model!(; model_container)
+function initialize_model!(model_container)
+
+    free_variables = filter(f -> !is_fixed(f), all_variables(model_container.model))
+    set_start_value.(free_variables, 1.01)
 
-    free_variables = filter(f->!is_fixed(f), all_variables(model_container.model))
-    set_start_value.(free_variables,1.01)
 
     # First set the starting values and report if anything is missing
     for k ∈ names(object_dictionary(model_container.model))
@@ -23,6 +24,16 @@ function initialize_model!(; model_container)
     end
     # Second unfix all variables 
     unfix.(JuMP.all_variables(model_container.model)[is_fixed.(JuMP.all_variables(model_container.model))])
+
+    # Set lower bounds
+    for (k,v) ∈ model_container.lower
+        set_lower_bound.(model_container[Symbol(k)], v)
+    end
+
+    for (k,v) ∈ model_container.upper
+        set_lower_bound.(model_container[Symbol(k)], v)
+    end
+
     # Third fix variables that need to be fixed
     for fv ∈ keys(model_container.fixed)
         if size(model_container.fixed[fv]) == ()
@@ -36,7 +47,7 @@ function initialize_model!(; model_container)
         else
             for fvi ∈ CartesianIndices(model_container.fixed[fv])
                 if model_container.fixed[fv][fvi] && is_valid(model_container.model, model_container.model[Symbol(fv)][fvi])
-                    if !isnan( model_container.data[fv][fvi]) 
+                    if !isnan(model_container.data[fv][fvi])
                         fix(model_container.model[Symbol(fv)][fvi], model_container.data[fv][fvi]; force=true)
                     else
                         fix(model_container.model[Symbol(fv)][fvi], 0; force=true)

src/run_model!.jl

@@ -7,15 +7,15 @@ are specified as exogenous (model_container.fixed), (3) solve the model, (4) loa
 variable values to the data (model_container.data)
 
 """
-function run_model!(; model_container, max_iter=50, constr_viol_tol=1e-8, bound_push=1e-15)
+function run_model!( model_container; max_iter=50, constr_viol_tol=1e-8, bound_push=1e-15)
 
     # initialize the model
-    initialize_model!(; model_container=model_container)
+    initialize_model!(model_container)
 
     # solve_model
-    solve_model!(; model_container=model_container, max_iter=max_iter, constr_viol_tol=constr_viol_tol, bound_push=bound_push)
+    solve_model!(model_container; max_iter=max_iter, constr_viol_tol=constr_viol_tol, bound_push=bound_push)
 
     # Exttract values
-    extract_model!(; model_container=model_container)
+    extract_model!(model_container)
 
 end

src/solve_model!.jl

@@ -1,5 +1,5 @@
-function solve_model!(; model_container, max_iter, constr_viol_tol, bound_push)
-    
+function solve_model!(model_container; max_iter, constr_viol_tol, bound_push)
+
     # Specify the solver parameters
     set_attribute(model_container.model, "max_iter", max_iter)
     set_attribute(model_container.model, "constr_viol_tol", constr_viol_tol)