Object for representation constraints on control variables / domain /optimization bounds

[sbenthall]

Often a control variable has a limited domain.

For example, c <= m, or consumption must be less than current market resources.

This constraint is in effect a bound on the optimization problem as they agent chooses how much to consume.

Rather than have this constraint be hard-coded into each model's solution code, it would be better if information about this bounds were part of model configuration.

The scipy library has a dedicated Bounds object for precisely this purpose. (It also has Constraint objects; I'm not sure how these are used differently.)

https://docs.scipy.org/doc/scipy/reference/generated/scipy.optimize.Bounds.html https://docs.scipy.org/doc/scipy/reference/generated/scipy.optimize.LinearConstraint.html?highlight=constraint#scipy.optimize.LinearConstraint

A difference between scipy's Bound object and what we would need is that Bound uses arrays of floats, whereas the information we need is a relation between model variables that would be instantiated as something like a Bound when the optimization is performed.

I believe this functionality is called the Domain in the Dolo syntax:

https://github.com/EconForge/dolo.py/blob/bde421efe00ecc7cb78b2cead1594b0729aa3a7c/doc/source/modeling_language.rst#domain-section

Maybe there is some part of Dolo that we could use for this feature.