Julia 1.0+ not supported

[alexjbuck]

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.

[huckl3b3rry87]

Awesome 👍 thanks!

On Fri, Nov 29, 2019, 9:34 PM alexjbuck notifications@github.com 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.

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[huckl3b3rry87]

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

On Sat, Nov 30, 2019, 12:43 AM Huckleberry Febbo febbo@umich.edu wrote:

Awesome 👍 thanks!

On Fri, Nov 29, 2019, 9:34 PM alexjbuck notifications@github.com 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.

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[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.

On Mon, Dec 2, 2019, 8:03 PM alexjbuck notifications@github.com 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.

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[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 https://github.com/JuliaMPC/NLOptControl.jl/issues/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

[mfalt]

@azev77 I created a PR (https://github.com/JuliaMPC/NLOptControl.jl/pull/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

[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.

[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

[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 notifications@github.com 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).

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[huckl3b3rry87]

this should do it https://github.com/JuliaMPC/NLOptControl.jl/pull/30