Solving CER model

Example: Solving CER [.ipynb]

# import packages
from pystoned import CQERG, CQER
from pystoned.constant import CET_ADDI, FUN_PROD, OPT_LOCAL, RTS_VRS
import numpy as np
import time

# set seed
np.random.seed(0)

# generate DMUs: DGP
x = np.random.uniform(low=1, high=10, size=(500, 2))
u = np.random.normal(loc=0, scale=0.7, size=500)
y = x[:, 0]**0.4*x[:, 1]**0.4+u

# solve CER model without algorithm
tau = 0.9
t1 = time.time()
model1 = CQER.CER(y, x, tau, z=None, cet = CET_ADDI, fun = FUN_PROD, rts = RTS_VRS)
model1.optimize(OPT_LOCAL)
CER_time = time.time() -t1

# solve CER model using CNLS-G algorithm
model2 = CQERG.CERG(y, x, tau, z=None, cet = CET_ADDI, fun = FUN_PROD, rts = RTS_VRS)
model2.optimize(OPT_LOCAL)

# display running time
print("The running time with algorithm is ", model2.get_runningtime())
print("The running time without algorithm is ", CER_time)

# display number of constraints
print("The total number of constraints in CER model is ", model2.get_totalconstr())