Cobb-Douglas functions slows running tremendously.

问题:

I have a working microeconomic model running with 10 modules 2000 agents, for up to 10 years. The program was running fast, providing results, output and graphics in a matter of seconds.

However, when I implemented a non-linear Cobb-Douglas production function to update the quantity to be produced in the firms, the program slowed to produce results in 3 minutes, depending on the parameters.

Does anybody know how I could expedite the calculation and get back to fast results?

Here is the code of the function: ALPHA = 0.5

def update_product_quantity(self):
    if len(self.employees) > 0 and self.total_balance > 0:
        dummy_quantity = self.total_balance ** parameters.ALPHA * \
                         self.get_sum_qualification() ** (1 - parameters.ALPHA)
        for key in self.inventory.keys():
            while dummy_quantity > 0:
                self.inventory[key].quantity += 1
                dummy_quantity -= 1

The previous linear function that was working fast was:

def update_product_quantity(self):
    if len(self.employees) > 0:
        dummy_quantity = self.get_sum_qualification()
        for key in self.inventory.keys():   
            while dummy_quantity > 0:
                self.inventory[key].quantity += 1
                dummy_quantity -= 1

回答1:

It's hard to say how to fix it without seeing the context in the rest of your code; but one thing that might speed it up is pre-computing dummy quantities with numpy. For example, you could make a numpy array of each agent's total_balance and sum_qualification, compute a corresponding array of dummy_quantities and then assign that back to the agents.

Here's a highly-simplified demonstration of the speedup:

%%timeit
vals = range(100000)
new_vals = [v**0.5 for v in vals]
> 100 loops, best of 3: 15 ms per loop

Now, with numpy:

%%timeit
vals = np.array(range(100000))
new_vals = np.sqrt(vals)
> 100 loops, best of 3: 6.3 ms per loop

However, a slow-down from a few seconds to 3 minutes seems extreme for the difference in calculation. Is the model behaving the same way with the C-D function, or is that driving changes in the model dynamics which are the real reason for the slowdown? If the latter, then you might need to look elsewhere for the bottleneck to optimize.