The dynamic problem

In Gekko 2.0/2.2/2.4, and also in some other software packages, series expressions are run in an outer loop. Consider a series expression like y = x1 + x2 + x3. In AREMOS, such an expression is run n times in an outer loop, where n is the number of periods. Imagine...

Gekko 3.0

The official Gekko 3.0 is now released. This is a long post, but the intent is to try to explain what Gekko 3.0 really is about. Which is actually not so easy to boil down exactly: it is perhaps best to think of it as a long-term vision, borne out of the realization...

The lag problem

One of the main reasons for the modernization of the parser for Gekko 3.0 was that it was deemed important to handle timeseries as objects in Gekko. Timeseries are already objects in Gekko 2.0/2.2, but they are not always handled as such during calculations. To...