solve extended problem with variable paras and solved vars

thorek1 · Jan 26, 2024 · 61e01dc · 61e01dc
1 parent 7f718a3
commit 61e01dc
Showing 1 changed file with 37 additions and 0 deletions.
diff --git a/src/MacroModelling.jl b/src/MacroModelling.jl
@@ -3036,6 +3036,28 @@ function block_solver(parameters_and_solved_vars::Vector{Float64},
                                     ) # alternatively use .001)#, μ = μ, p = p)# catch e end
 
         sol_minimum = isnan(sum(abs2,info[4])) ? Inf : sum(abs2,info[4])
+
+        if sol_minimum > tol
+            function ss_solve_blocks_incl_params(guesses)
+                guess = guesses[1:length(guess)]
+                parameters_and_solved_vars_guess = guesses[length(guess)+1:end]
+                res = ss_solve_blocks(parameters_and_solved_vars, guess)
+                return vcat(res, parameters_and_solved_vars .- parameters_and_solved_vars_guess)
+            end
+
+            sol_new, info = SS_optimizer(
+                ss_solve_blocks_incl_params,
+                vcat(previous_sol_init,parameters_and_solved_vars),
+                vcat(lbs,fill(-1e12,length(parameters_and_solved_vars))), 
+                vcat(ubs,fill(1e12,length(parameters_and_solved_vars))), 
+                parameters = parameters
+            ) # alternatively use .001)#, μ = μ, p = p)# catch e end
+
+            sol_new = sol_new[1:length(guess)]
+
+            sol_minimum = isnan(sum(abs2,info[4])) ? Inf : sum(abs2,info[4])
+        end
+
         sol_values = max.(lbs,min.(ubs, sol_new ))
         iters = info[1]
 
@@ -3059,6 +3081,21 @@ function block_solver(parameters_and_solved_vars::Vector{Float64},
                         )# catch e end
 
                     sol_minimum = isnan(sum(abs2,info[4])) ? Inf : sum(abs2,info[4])
+
+                    if sol_minimum > tol
+                        sol_new, info = SS_optimizer(
+                            ss_solve_blocks_incl_params,
+                            vcat(standard_inits,parameters_and_solved_vars),
+                            vcat(lbs,fill(-1e12,length(parameters_and_solved_vars))), 
+                            vcat(ubs,fill(1e12,length(parameters_and_solved_vars))), 
+                            parameters = parameters
+                        ) # alternatively use .001)#, μ = μ, p = p)# catch e end
+
+                        sol_new = sol_new[1:length(guess)]
+
+                        sol_minimum = isnan(sum(abs2,info[4])) ? Inf : sum(abs2,info[4])
+                    end
+
                     sol_values = max.(lbs,min.(ubs, sol_new))
                     iters = info[1]