This the top level element documentation of the code that accompanies the numerical section of the article Costly Consideration and Dynamic Choice Set Formation (henceforth the article).
The code implements a simple version of the radial attention model and solves it. For more details on the model's technicalities see the article. The solver is based on a concurrent re-formulation of the value function iteration algorithm. Further, it uses an adaptive search grid implementation to provide more accurate optimal control approximations.
If you use this software, please consider citing it. The permanent link of the software's release version is 
. Suggested citations can be found at this link.
Installation
The source code of the project can be found at this repository. The easiest way to build the C applications of the project is to use CMAKE. The following macros can be passed to CMAKE :
- If you want to build with debug symbols and warnings use
CMAKE_BUILD_TYPE=Debug. - If you want to build fully optimized for execution speed use
CMAKE_BUILD_TYPE=Release. - If you want to have bound checking for the grids, set
GRID_T_SAFE_MODE=1. - If you want the parameter maps to check if the passing keys exist, set
PMAP_T_SAFE_MODE=1. - Lastly, if you want the compilation to include debugging development functionality use
RAD_DEBUG=1.
CMAKE produces four targets; three executables and one documentation target. The last one gives this documentation. The executable targets are
rad_msol: Solves the radial attention model based on the saved parameterization file.rad_mcont: Resumes the solution of the model that is halted in a previous execution. This is useful when you are using the code in environments with execution-time limits such as in clusters.rad_pardep: Produces the data for the parameter dependence section of the article.
The C code was compiled and tested using
- gcc version 4.8.5 20150623 (Red Hat 4.8.5-36) (GCC)
- gcc version 8.3.0 (GCC)
- gcc version 9.1.1 20190503 (Red Hat 9.1.1-1) (GCC)
- Microsoft (R) C/C++ Optimizing Compiler Version 19.16.27025.1 for x86
- Microsoft (R) C/C++ Optimizing Compiler Version 19.16.27025.1 for x64
The Python code was tested using
- Python 3.7.3
- Jupyter notebook 5.7.8
Functionality
The C code is used to approximate the solutions of the radial attention model. It also stores the solution and parameter analysis' binary data in the file system. The Python code is used to create model logic level objects from the stored binary data. The notebook is using the resulting objects to produce the tables and the figures of the article. The resulting notebook can be accessed here in an html format.
Concurrency
The concurrency is written on an operating system level using low level abstractions (i.e. mutexes and locks). In UNIX based systems it is written using the POSIX Threads API pthreads. In windows systems it uses the native windows threading and synchronization APIs.
Documentation
The documentation of the project can be found online here and it is also available for downloading in a PDF format. It is built using DOXYGEN and follows the `repeat your-self documentation approach´.
Only top element functionality of the C code is documented. Drilling into lower level functions requires that you have an understanding of the radial attention model. Knowledge of the standard value function iteration algorithm is another prerequisite. For the parallelization, basic knowledge of system multithreading implementations and of the pipeline parallelization pattern is required. There are also some accompanying implementation comments in the source code that are not reported in this documentation.
The Python code is simple and its elements are briefly documented. The Jupyter notebook is also available with the documentation.
Contributors
Pantelis Karapanagiotis
Feel free to join, share, contribute, distribute.
License
The code is distributed under the MIT License. See the LICENSE file.
