pkofod

 --- Benchmarking 0.0
BenchmarkTools.Trial: 
  memory estimate:  0 bytes
  allocs estimate:  0
  --------------
  minimum time:     3.977 ns (0.00% GC)
  median time:      4.582 ns (0.00% GC)
  mean time:        4.687 ns (0.00% GC)
  maximum time:     19.703 ns (0.00% GC)
  --------------

pkofod

"""
    frexp_exp(x)

Compute ``exp(x)``, scaled to avoid spurious overflow.  An exponent is
returned separately in ``expt``.

# Examples
```jldoctest
julia> frexp_exp(1354.9)

pkofod

β = 0.9995
Wₕ = 100
W̄ₕ = Wₕ/(1-β)
Wₗ = 50
W̄ₗ = Wₗ/(1-β)
pₕ = 0.35
pₗ = 0.65
Bₖ = 0.6*Wₗ
U(x) = sqrt(x)
Uₕ  = U(Bₖ-1)

pkofod

julia> @profile res = optimize(fung, x0, LBFGS(), Optim.Options(show_trace=false,iterations=100_000,g_tol=1e-6,f_tol=1e-20))
Profile.print()Results of Optimization Algorithm
 * Algorithm: L-BFGS
 * Starting Point: [0.5611813319535237,0.3528280830687891, ...]
 * Minimizer: [0.063775434544103,0.49327292600719447, ...]
 * Minimum: 3.682547e+03
 * Iterations: 11
 * Convergence: true
   * |x - x'| ≤ 0.0e+00: false
     |x - x'| = 1.18e-09

pkofod

# This code is a Julia translation of the C code from Openlibm (http://www.openlibm.org/)
# with the following license:

# Copyright (c) 2011 David Schultz <[email protected]>
# All rights reserved.
#
# Redistribution and use in source and binary forms, with or without
# modification, are permitted provided that the following conditions
# are met:
# 1. Redistributions of source code must retain the above copyright

pkofod

I just spent half a day wondering why my Jacobians were wrong, and didn't even think to look at `I`'s role, but is this not super weird?
```
julia> versioninfo()
Julia Version 0.6.4
Commit 9d11f62bcb (2018-07-09 19:09 UTC)
Platform Info:
  OS: Linux (x86_64-pc-linux-gnu)
  CPU: AMD Ryzen 3 1200 Quad-Core Processor
  WORD_SIZE: 64
  BLAS: libopenblas (USE64BITINT DYNAMIC_ARCH NO_AFFINITY Zen MAX_THREADS=16)

pkofod

               _
   _       _ _(_)_     |  Documentation: https://docs.julialang.org
  (_)     | (_) (_)    |
   _ _   _| |_  __ _   |  Type "?" for help, "]?" for Pkg help.
  | | | | | | |/ _` |  |
  | | |_| | | | (_| |  |  Version 1.0.2 (2018-11-08)
 _/ |\__'_|_|_|\__'_|  |  Official https://julialang.org/ release
|__/                   |

julia> using Optim

pkofod

  0.000004 seconds (5 allocations: 144 bytes)
Body::Tuple{Float64,Float64,Bool}
1 ── %1   = (Base.getfield)(opt, :ratio)::Float64
│    %2   = (Base.getfield)(opt, :c)::Float64
│    %3   = (Base.getfield)(opt, :ls_max_iter)::Int64
│    %4   = (Base.getfield)(d, :data)::Tuple{Float64,Float64}
│    %5   = (Base.getfield)(%4, 1, false)::Float64
│    %6   = (Base.getfield)(∇f_x, :data)::Tuple{Float64,Float64}
│    %7   = (Base.getfield)(%6, 1, false)::Float64
│    %8   = (Base.mul_float)(%5, %7)::Float64

pkofod

from HARK.ConsumptionSaving.ConsIndShockModel import IndShockConsumerType
import HARK.ConsumptionSaving.ConsumerParameters as param
import copy

init_lifecycle = copy.copy(param.init_idiosyncratic_shocks)
init_lifecycle['PermGroFac'] = [1.01, 1.00]
init_lifecycle['PermShkStd'] = [0.1, 0.0]
init_lifecycle['TranShkStd'] = [0.3,0.0]
init_lifecycle['LivPrb']     = [0.99,0.9]
init_lifecycle['T_cycle']    = 2

pkofod

using StaticArrays
using NLSolvers
using LinearAlgebra
function himmelblau(∇²f, ∇f, x)
    if !(∇²f == nothing)
        ∇²f11 = 12.0 * x[1]^2 + 4.0 * x[2] - 42.0
        ∇²f12 = 4.0 * x[1] + 4.0 * x[2]
        ∇²f21 = 4.0 * x[1] + 4.0 * x[2]
        ∇²f22 = 12.0 * x[2]^2 + 4.0 * x[1] - 26.0
        ∇²f = @SMatrix([∇²f11 ∇²f12; ∇²f21 ∇²f22])