Bidirectional variables

[zchmielewska]

In actuarial models, it's common to use iteration/recursion but in one direction (usually forward).

However, the user might define a model variable that uses bidirectional iteration.

The package should either:

• forbid such definition and raise an error,
• calculate it correcty but without optimization (unless users prove that this is used in actuarial models).

Example of bidirectional iteration within the variable:

@variable()
def my_var(t):
    if t == 0:
        return 0

    if t == 12:
        return 12

    if t < 6:
        return my_var(t-1)

    if t >= 6:
        return my_var(t+1)

settings = {
    ...
    "T_MAX_CALCULATION": 12,
}

Currently, the package calculates the incorrect values. Model assumes it's forward recursion because of the existence of my_var(t-1) in the definition.

While fixing this issue, take into account cycles.

[zchmielewska]

Implemented in 652da2df49d983fab82aedf48026463437eb34db

Bidirectional recursion is disallowed because it does not seem to be used within actuarial cash flow models.

However, if a user provides a real-life example that it is needed then it will be implemented.