eqlbrm35.f
function eqlbrm_f_g_h(b, astar, bigb)
external bigb
eqlbrm_f_g_h = bigb(astar, b)
end
function eqlbrm_f_g(a, astar, biga, bigb, bstar, n)
external biga
bstar = argmax_2(astar, bigb, bstar, n)
eqlbrm_f_g = biga(a, bstar)
end
function eqlbrm_f(astar, biga, bigb, bstar, n)
eqlbrm_f = argmax_1(astar, biga, bigb, bstar, astar, n) - astar
end
C astar & bstar: guesses in, optimized values out
subroutine eqlbrm(biga, bigb, astar, bstar, n)
astar = root_2(biga, bigb, bstar, astar, n)
end
function root_1_1(astar, biga, bigb, bstar, x0, n)
x = x0
do 1669 i = 1, n
call deriv2_1_1(astar, biga, bigb, bstar, n, x, y, yprime)
1669 x = x - y / yprime
root_1_1 = x
end
function root_1_2(astar, bigb, x0, n)
x = x0
do 1669 i = 1, n
call deriv2_1_2(astar, bigb, x, y, yprime)
1669 x = x - y / yprime
root_1_2 = x
end
function root_2(biga, bigb, bstar, x0, n)
x = x0
do 1669 i = 1, n
call deriv2_2(biga, bigb, bstar, n, x, y, yprime)
1669 x = x - y / yprime
root_2 = x
end
subroutine deriv2_1_1_adf3(x, astar, biga, bigb, bstar, n, y)
y = argmax_fprime_1(x, astar, biga, bigb, bstar, n)
end
subroutine deriv2_1_1(astar, biga, bigb, bstar, n, x, y, yprime)
adf(x)
call deriv2_1_1_adf3(x, astar, biga, bigb, bstar, n, y)
end adf(yprime = tangent(y))
end
subroutine deriv2_1_2_adf4(x, astar, bigb, y)
y = argmax_fprime_2(x, astar, bigb)
end
subroutine deriv2_1_2(astar, bigb, x, y, yprime)
adf(x)
call deriv2_1_2_adf4(x, astar, bigb, y)
end adf(yprime = tangent(y))
end
subroutine deriv2_2(biga, bigb, bstar, n, x, y, yprime)
adf(x)
y = eqlbrm_f(x, biga, bigb, bstar, n)
end adf(yprime = tangent(y))
end
function argmax_fprime_1(x, astar, biga, bigb, bstar, n)
argmax_fprime_1 = deriv1_1(astar, biga, bigb, bstar, n, x)
end
function argmax_fprime_2(x, astar, bigb)
argmax_fprime_2 = deriv1_2(astar, bigb, x)
end
function argmax_1(astar, biga, bigb, bstar, x0, n)
argmax_1 = root_1_1(astar, biga, bigb, bstar, x0, n)
end
function argmax_2(astar, bigb, x0, n)
argmax_2 = root_1_2(astar, bigb, x0, n)
end
subroutine deriv1_1_adf1(x, astar, biga, bigb, bstar, n, y)
y = eqlbrm_f_g(x, astar, biga, bigb, bstar, n)
end
function deriv1_1(astar, biga, bigb, bstar, n, x)
adf(x)
call deriv1_1_adf1(x, astar, biga, bigb, bstar, n, y)
end adf(deriv1_1 = tangent(y))
end
subroutine deriv1_2_adf2(x, astar, bigb, y)
y = eqlbrm_f_g_h(x, astar, bigb)
end
function deriv1_2(astar, bigb, x)
adf(x)
call deriv1_2_adf2(x, astar, bigb, y)
end adf(deriv1_2 = tangent(y))
end
function gmbiga(a, b)
price = 20 - 0.1*a - 0.1*b
costs = a*(10 - 0.05*a)
gmbiga = a*price - costs
end
function gmbigb(a, b)
price = 20 - 0.1*b - 0.0999*a
costs = b*(10.005 - 0.05*b)
gmbigb = b*price - costs
end
program main
read *, astar
read *, bstar
read *, n
call eqlbrm(gmbiga, gmbigb, astar, bstar, n)
print *, astar, bstar
end
Generated by GNU Enscript 1.6.5.2.