Julia 1.0+ not supported about nloptcontrol.jl

[mfalt]

@azev77 I created a PR (#25) that updates to julia 1, but I wans't able to figure out what is going wrong. Since I didn't write the original code, I'm not able to understand all parts. I think we have to wait on @huckl3b3rry87 to see if he can fix the last parts.

[huckl3b3rry87]

@azev77 you can use it with julia 0.6.4, is there a reason you need the latest version of julia?

@mfalt sorry for the delay on this, I will try to look into this soon

[huckl3b3rry87]

@azev77 very cool, I am interested in seeing the application of NLOptControl to economics. Are you designing an algorithm for options trading?

I will try to look at it this weekend

[huckl3b3rry87]

Awesome 👍 thanks!

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On Fri, Nov 29, 2019, 9:34 PM alexjbuck ***@***.***> wrote: This is a great tool and I would like to work on porting this over to the current Julia version, at least 1.0+. I'm new to open source contribution, so hopefully this is the correct pathway. I have created a fork to begin the required changes. — You are receiving this because you are subscribed to this thread. Reply to this email directly, view it on GitHub <#24?email_source=notifications&email_token=AB6TAWTERMM77WTC3W24HTDQWHNKLA5CNFSM4JTEXTIKYY3PNVWWK3TUL52HS4DFUVEXG43VMWVGG33NNVSW45C7NFSM4H47GOFQ>, or unsubscribe <https://github.com/notifications/unsubscribe-auth/AB6TAWV5H6VWFK6P3FNHSHDQWHNKLANCNFSM4JTEXTIA> .

[huckl3b3rry87]

I will help with this effort when I can, it it exciting to have another developer.

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On Sat, Nov 30, 2019, 12:43 AM Huckleberry Febbo ***@***.***> wrote: Awesome 👍 thanks! On Fri, Nov 29, 2019, 9:34 PM alexjbuck ***@***.***> wrote: > This is a great tool and I would like to work on porting this over to the > current Julia version, at least 1.0+. I'm new to open source contribution, > so hopefully this is the correct pathway. I have created a fork to begin > the required changes. > > — > You are receiving this because you are subscribed to this thread. > Reply to this email directly, view it on GitHub > <#24?email_source=notifications&email_token=AB6TAWTERMM77WTC3W24HTDQWHNKLA5CNFSM4JTEXTIKYY3PNVWWK3TUL52HS4DFUVEXG43VMWVGG33NNVSW45C7NFSM4H47GOFQ>, > or unsubscribe > <https://github.com/notifications/unsubscribe-auth/AB6TAWV5H6VWFK6P3FNHSHDQWHNKLANCNFSM4JTEXTIA> > . >

[alexjbuck]

Awesome! I wasn't sure if you were still using/supporting this or not, it had been a few months since the last commit.

[huckl3b3rry87]

Yeah, I still use it, but without support from the community I don't have time to update for julia 1.0. But I would like to see it maintained and will help in my spare time.

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On Mon, Dec 2, 2019, 8:03 PM alexjbuck ***@***.***> wrote: Awesome! I wasn't sure if you were still using/supporting this or not, it had been a few months since the last commit. — You are receiving this because you commented. Reply to this email directly, view it on GitHub <#24?email_source=notifications&email_token=AB6TAWWGYODW3XFHG7CLYYTQWXK7FA5CNFSM4JTEXTIKYY3PNVWWK3TUL52HS4DFVREXG43VMVBW63LNMVXHJKTDN5WW2ZLOORPWSZGOEFYACJI#issuecomment-560988453>, or unsubscribe <https://github.com/notifications/unsubscribe-auth/AB6TAWUJLC7NPPMIWGRBX6DQWXK7FANCNFSM4JTEXTIA> .

[mfalt]

It would be great if this is upgraded to 1.0. If you have any problems with the PR or any updates that are unclear, I am happy to help you resolve them. I think this package could be very useful. We are already using it as part of a toolchain for a student-lab at our university.

The only thing that I think should be added is something along the lines of #5 , I am looking a bit at how to use ModelingToolkit.jl for this.

[azev77]

@huckl3b3rry87 @alexjbuck @mfalt
Guys I just tried Pkg.add("NLOptControl") following the doc & unable to install.

I'm writing a note on optimal control for econ & would be awesome to show off your package.
Any idea on a time-line?

FYI:
julia> versioninfo()
Julia Version 1.3.0
Commit 46ce4d7933 (2019-11-26 06:09 UTC)
Platform Info:
OS: Windows (x86_64-w64-mingw32)
CPU: Intel(R) Xeon(R) CPU E5-1630 v3 @ 3.70GHz
WORD_SIZE: 64
LIBM: libopenlibm
LLVM: libLLVM-6.0.1 (ORCJIT, haswell)
Environment:
JULIA_EDITOR = "C:\Users\azevelev\AppData\Local\atom\app-1.43.0\atom.exe" -a
JULIA_NUM_THREADS = 4

[azev77]

1 Yeah, I need it for the latest Julia.
2 I'd be happy to contribute a few examples from economics to your docs once it works, if you're interested

[huckl3b3rry87]

@azev77 sounds good, yeah extra examples are always great

What is your timeline?

[azev77]

I'm preparing a blog post on Julia for economics.
I wanna write it over the next two weeks. (A lot of it is already done.)

I can probably post my current version w/o your package, & update it when your package works.

[azev77]

That would be awesome.
I'm writing a post on the advantages of Julia for an Econ audience.

The first example is a routine consumption-saving model every econ student solves (by hand) in grad school.
-then I spice it up w/ borrowing constraints
(currently I do all this w/ DifferentialEquations.jl, but the NLOptControl interface is sweet!)
-then I add endogenous labor & housing choice (with adjustment costs)

The second example is firm profit maximization.
Again, starting w/ simplest model, then adding layers.

The third example is the optimal-growth model.

To solve finance problems (such as options trading etc) I need some of the state variables to be stochastic. This is usually done by solving an HJB equation. EconPDEs is amazing for certain problems, but it doesn't handle boundaries well yet.

[azev77]

@huckl3b3rry87 any luck with this?

[huckl3b3rry87]

It should be fine

…

On Fri, Mar 13, 2020, 6:32 AM roiholtzman ***@***.***> wrote: I have Julia 1.3. Do you think I can install Julia 0.6.4 on my machine as well without conflicting with the 1.3 version I have? (I read somewhere that maybe for versions below 0.7 this can be an issue). — You are receiving this because you were mentioned. Reply to this email directly, view it on GitHub <#24 (comment)>, or unsubscribe <https://github.com/notifications/unsubscribe-auth/AB6TAWVFMV23TLZGWIWZ3ZTRHIYVZANCNFSM4JTEXTIA> .

[huckl3b3rry87]

this should do it #30