ENH: compatability with NLsolve.jl 0.14.0+ (#131)

REQUIRE

@@ -3,7 +3,7 @@ MacroTools
 YAML 0.2.1
 DataStructures
 AxisArrays
-NLsolve
+NLsolve 0.14.0
 Optim
 Requests
 QuantEcon 0.10.1

src/algos/perfect_foresight.jl

@@ -35,7 +35,7 @@ function perfect_foresight(model, exo::AbstractMatrix{Float64}; T=200, verbose=t
 
     u0 = [s0; x0]
 
-    sol_init = NLsolve.nlsolve(u->res_ss(u,m0), u0, inplace=false)
+    sol_init = NLsolve.nlsolve(u->res_ss(u,m0), u0, inplace=false, autodiff=:central)
     if ~NLsolve.converged(sol_init)
         error("Couldn't find initial guess.")
     end
@@ -91,7 +91,14 @@ function perfect_foresight(model, exo::AbstractMatrix{Float64}; T=200, verbose=t
 
     sh = size(initial_guess)
 
-    fun = u->residuals(model,s0,driving_process,reshape(u, sh...))[:]
+    function fun(out, in)
+        copy!(out, residuals(model,s0,driving_process, reshape(in, sh...)))
+    end
+    function fun(in)
+        out = similar(in)
+        fun(out, in)
+        out
+    end
 
     vv0 = initial_guess[:]
 
@@ -104,7 +111,9 @@ function perfect_foresight(model, exo::AbstractMatrix{Float64}; T=200, verbose=t
         ub = [ss0*0+Inf Dolo.controls_ub(model, mm0, ss0, p0)]
 
         R0 = fun(vv0)
-        sol = NLsolve.mcpsolve(not_in_place(fun), lb[:], ub[:], vv0, show_trace=verbose)
+        sol = NLsolve.mcpsolve(
+            fun, lb[:], ub[:], vv0, show_trace=verbose,
+        )
     end
 
     if ~NLsolve.converged(sol)

src/algos/steady_state.jl

@@ -17,22 +17,19 @@ function find_deterministic_equilibrium(model::AModel, calibration::ModelCalibra
     ns = length(s0)
     nx = length(x0)
 
-    function obj!(out, sx)
-        s = view(sx, 1:ns)
-        x = view(sx, ns+1:ns+nx)
-        s_out = view(out, 1:ns)
-        x_out = view(out, ns+1:ns+nx)
+    function obj!(sx)
+        s = sx[1:ns]
+        x = sx[ns+1:ns+nx]
 
         # update state part of residual
-        transition!(model, s_out, m, s, x, m, p)
-        broadcast!(-, s_out, s_out, s)
+        s_new = transition(model, m, s, x, m, p)
 
         # now update control part
-        arbitrage!(model, x_out, m, s, x, m, s, x, p)
-        out
+        resids = arbitrage(model, m, s, x, m, s, x, p)
+        vcat(s_new - s, resids)
     end
 
-    sol = nlsolve(obj!, vcat(s0, x0))
+    sol = nlsolve(obj!, vcat(s0, x0),  autodiff=:central, inplace=false)
     NLsolve.converged(sol) || error("Nonlinear solver failed to find steady state")
 
     # otherwise set controls