Releases: mattwigway/eqsormo
0.8.5 String Theory
Hotfix parquet writing bug during market clearing.
0.8.4 Hardwood Floor
This hotfix corrects an error with a to_parquet call in clear_market.
0.8.3 Show your Work
This checkpoints the prices after each iteration to allow restarting crashed/killed simulations.
0.8.2 Don't publish code before the tests run
Fix a bug that prevented any models from running.
0.8.1 Threading the Needle
Read MAX_THREADS from the environment to avoid overwhelming available RAM.
0.8.0 Speed (convergence)
Two changes to make price convergence ~30% faster:
- Use a Brent's search to find the optimal alpha value for a particular derivative matrix, since computing the derivative matrix is so expensive.
- Run 3 iterations of the cheaper but incorrect Jacobian diagonal approach (Tra 2007, eq. 7.7a) to get us close to the solution quickly before switching to the slower but higher-quality full Jacobian calculation (h/t @samzhang111)
0.7.0 Back(track) to the Future
This release implements a backtracking line-search using full derivatives in market clearing, which allows the market clearing to converge in difficult situations. Thanks to @samzhang111 for the suggestion.
This version also removes support for endogenous variables in sorting until #75 can be worked out.
0.6.3
Hotfix for issue where models without endogenous variables could not be saved.
0.6.2
0.6.2
0.6.1
Many things are now multithreaded and faster.