Improving the nash convergence report

main.gms

@@ -1123,6 +1123,16 @@ parameter
 ;
   cm_implicitQttyTarget_tolerance    = 0.01;       !! def = 0.01, i.e. regipol implicit quantity targets must be met within 1% of target deviation
 *'
+parameter
+  cm_implicitPriceTarget_tolerance "tolerance for regipol implicit FE price target deviations convergence."
+;
+  cm_implicitPriceTarget_tolerance    = 0.05;      !! def = 0.05, i.e. regipol implicit FE price targets must be met within 5% of price deviation
+*'
+parameter
+  cm_implicitPePriceTarget_tolerance "tolerance for regipol implicit PE price target deviations convergence."
+;
+  cm_implicitPePriceTarget_tolerance    = 0.05;    !! def = 0.05, i.e. regipol implicit PE price targets must be met within 5% of price deviation
+*'
 parameter
   cm_emiMktTargetDelay  "number of years for delayed price change in the emission tax convergence algorithm. Not applied to first target set."
 ;
@@ -1233,11 +1243,27 @@ parameter
 *' * 0 (off)
 *' * 1 (on), default
 *'
+parameter
+  cm_TaxConv_tolerance        "tolerance for the nash tax convergence check: maximum absolute net tax revenue relative to GDP."
+;
+  cm_TaxConv_tolerance = 0.001;  !! def = 0.001, i.e. absolute net tax revenue must be smaller than 0.1% of GDP in all regions and periods
+*'  maximum allowed absolute value of net tax revenue as a share of GDP for the tax convergence check (cm_TaxConvCheck)
+*'
 parameter
   cm_maxFadeOutPriceAnticip   "switch to determine maximum allowed fadeout price anticipation to consider that the model converged."
 ;
   cm_maxFadeOutPriceAnticip = 1e-4; !! def = 1e-4, the fadeout price anticipation term needs to be lower than 1e-4 to consider that the model converged.
 *'
+parameter
+  cm_nashObjVal_tolerance     "nash convergence tolerance: maximum accepted decrease of a region's objective value relative to its last optimal solution (only for modelstat 7 iterations)."
+;
+  cm_nashObjVal_tolerance = 1e-4;  !! def = 1e-4, rather arbitrary; objective value decreases smaller than this are accepted as if the solution were optimal
+*'
+parameter
+  cm_DevPriceAnticip_tolFactor "nash convergence: price-anticipation deviation tolerance expressed as a fraction of the goods surplus tolerance p80_surplusMaxTolerance('good')."
+;
+  cm_DevPriceAnticip_tolFactor = 0.1;  !! def = 0.1, i.e. price-anticipation deviations until 2100 must be below 10% of the goods imbalance threshold
+*'
 parameter
   cm_flex_tax                 "switch for enabling flexibility tax"
 ;

modules/47_regipol/none/not_used.txt

@@ -83,3 +83,5 @@ vm_demFeNonEnergySector,input,added by codeCheck
 sm_MtCO2_2_GtC,input,not needed
 pm_emiLULUCF_GrassiShift,input,not needed
 vm_co2CCS,input,not needed
+cm_implicitPriceTarget_tolerance,input,not needed
+cm_implicitPePriceTarget_tolerance,input,not needed

modules/47_regipol/regiCarbonPrice/postsolve.gms

@@ -817,7 +817,7 @@ $ifthen.cm_implicitPriceTarget not "%cm_implicitPriceTarget%" == "off"
 
 *** updating implicit price target tax for next iteration (iteration+1)
   loop((t,regi,entyFe,entySe,sector)$pm_implicitPriceTarget(t,regi,entyFe,entySe,sector),
-    if((abs(p47_implicitPrice_dev(t,regi,entyFe,entySe,sector)) gt 0.05), !! convergence criteria not reached
+    if((abs(p47_implicitPrice_dev(t,regi,entyFe,entySe,sector)) gt cm_implicitPriceTarget_tolerance), !! convergence criteria not reached
       if((pm_FEPrice_by_SE_Sector(t,regi,entySe,entyFe,sector) lt 1e-5), !! repeat tax if there is no price
         p47_implicitPriceTax(t,regi,entyFe,entySe,sector) = p47_implicitPriceTax(t,regi,entyFe,entySe,sector);
       else
@@ -830,7 +830,7 @@ $ifthen.cm_implicitPriceTarget not "%cm_implicitPriceTarget%" == "off"
 
 *** convergence criteria
   pm_implicitPrice_NotConv(regi,sector,entyFe,entySe,t) = 0;
-  pm_implicitPrice_NotConv(regi,sector,entyFe,entySe,t)$(abs(p47_implicitPrice_dev(t,regi,entyFe,entySe,sector)) gt 0.05) = p47_implicitPrice_dev(t,regi,entyFe,entySe,sector); !! target did not converged = prices deviate more than 5% from target
+  pm_implicitPrice_NotConv(regi,sector,entyFe,entySe,t)$(abs(p47_implicitPrice_dev(t,regi,entyFe,entySe,sector)) gt cm_implicitPriceTarget_tolerance) = p47_implicitPrice_dev(t,regi,entyFe,entySe,sector); !! target did not converged = prices deviate more than the tolerance from target
 *** additional convergence checks: 
 ***   ignoring non existent prices from price convergence check
   pm_implicitPrice_ignConv(regi,sector,entyFe,entySe,t)$((pm_implicitPrice_NotConv(regi,sector,entyFe,entySe,t)) AND (pm_FEPrice_by_SE_Sector(t,regi,entySe,entyFe,sector) lt 1e-5)) = 1; !!1 = non existent price  
@@ -888,7 +888,7 @@ $ifthen.cm_implicitPePriceTarget not "%cm_implicitPePriceTarget%" == "off"
 
 *** updating implicit price target tax for next iteration (iteration+1)
   loop((t,regi,entyPe)$pm_implicitPePriceTarget(t,regi,entyPe),
-    if((abs(p47_implicitPePrice_dev(t,regi,entyPe)) gt 0.05), !! convergence criteria not reached
+    if((abs(p47_implicitPePrice_dev(t,regi,entyPe)) gt cm_implicitPePriceTarget_tolerance), !! convergence criteria not reached
       if((pm_PEPrice(t,regi,entyPe) lt 1e-5), !! repeat tax if there is no price
         p47_implicitPePriceTax(t,regi,entyPe) = p47_implicitPePriceTax(t,regi,entyPe);
       else
@@ -901,7 +901,7 @@ $ifthen.cm_implicitPePriceTarget not "%cm_implicitPePriceTarget%" == "off"
 
 *** convergence criteria
   pm_implicitPePrice_NotConv(regi,entyPe,t) = 0;
-  pm_implicitPePrice_NotConv(regi,entyPe,t)$(abs(p47_implicitPePrice_dev(t,regi,entyPe)) gt 0.05) = p47_implicitPePrice_dev(t,regi,entyPe); !! target did not converged = prices deviate more than 5% from target
+  pm_implicitPePrice_NotConv(regi,entyPe,t)$(abs(p47_implicitPePrice_dev(t,regi,entyPe)) gt cm_implicitPePriceTarget_tolerance) = p47_implicitPePrice_dev(t,regi,entyPe); !! target did not converged = prices deviate more than the tolerance from target
 *** additional convergence checks: 
 ***   ignoring non existent prices from price convergence check
   pm_implicitPePrice_ignConv(regi,entyPe,t)$((pm_implicitPePrice_NotConv(regi,entyPe,t)) AND (pm_PEPrice(t,regi,entyPe) lt 1e-5)) = 1; !!1 = non existent price  

modules/80_optimization/nash/postsolve.gms

@@ -303,9 +303,9 @@ loop(regi,
     !! no last iteration if this is the first; NA value in p80_repyLastOptim is
     !! sticky, so test this separately
     if ( p80_repy(regi,'modelstat') eq 7
-        !! The 1E-4 are quite arbitrary. One should do more research on how
-        !! the solution differs over iteration when status 7 occurs. 
-        AND p80_convNashObjVal_iter(iteration,regi) lt - 1e-4,
+        !! cm_nashObjVal_tolerance (def 1e-4) is rather arbitrary. One should do more
+        !! research on how the solution differs over iteration when status 7 occurs.
+        AND p80_convNashObjVal_iter(iteration,regi) lt - cm_nashObjVal_tolerance,
       s80_bool = 0;
       p80_messageShow("nonopt") = YES;     
       display "Not all regions were status 2 in the last iteration. The deviation of the objective function from the last optimal solution is too large to be accepted:";
@@ -324,7 +324,7 @@ if(sm_fadeoutPriceAnticip gt cm_maxFadeOutPriceAnticip,
 
 *' criterion "Deviation due to price anticipation": are the resulting deviations sufficiently small?
 *' compare to 1/10th of the cutoff for goods imbalance 
-if(p80_DevPriceAnticipGlobAllMax2100Iter(iteration) gt 0.1 * p80_surplusMaxTolerance("good"),
+if(p80_DevPriceAnticipGlobAllMax2100Iter(iteration) gt cm_DevPriceAnticip_tolFactor * p80_surplusMaxTolerance("good"),
   s80_bool=0;                
   p80_messageShow("DevPriceAnticip") = YES;
 );
@@ -341,15 +341,15 @@ loop(regi,
     loop(t,
          p80_convNashTaxrev_iter(iteration,t,regi) = vm_taxrev.l(t,regi) / vm_cesIO.l(t,regi,"inco");
          if (cm_TaxConvCheck eq 1,
-             if( abs(p80_convNashTaxrev_iter(iteration,t,regi)) gt 0.001,
+             if( abs(p80_convNashTaxrev_iter(iteration,t,regi)) gt cm_TaxConv_tolerance,
                  s80_bool = 0;
                  p80_messageShow("taxconv") = YES;
              );
          );
     );
 );
 
-*** additional criterion: Were regional climate targets reached? 
+*** additional criterion: Were regional climate targets reached?
 $ifthen.emiMkt not "%cm_emiMktTarget%" == "off" 
 loop((ttot,ttot2,ext_regi,emiMktExt)$pm_emiMktTarget_dev(ttot,ttot2,ext_regi,emiMktExt),
   if(NOT(pm_allTargetsConverged(ext_regi) eq 1),

modules/80_optimization/negishi/not_used.txt

@@ -82,4 +82,7 @@ pm_regionalBudget_absDevTol,input,added by codeCheck
 sm_magpieIter,switch,not needed
 sm_magpieIterEnd,switch,not needed
 cm_MAgPIE_Nash,switch,not needed
-pm_taxCO2eq,                parameter,   not needed
+pm_taxCO2eq,parameter,not needed
+cm_TaxConv_tolerance,input,not needed
+cm_nashObjVal_tolerance,input,not needed
+cm_DevPriceAnticip_tolFactor,input,not needed

modules/80_optimization/testOneRegi/not_used.txt

@@ -77,3 +77,6 @@ pm_regionalBudget_absDevTol, input,added by codeCheck
 sm_magpieIter,switch,not needed
 sm_magpieIterEnd,switch,not needed
 cm_MAgPIE_Nash,switch,not needed
+cm_TaxConv_tolerance,input,not needed
+cm_nashObjVal_tolerance,input,not needed
+cm_DevPriceAnticip_tolFactor,input,not needed