Make calculation of first and last steps of samples faster

Introduced a new set `mst` with combinations of models, samples and t's.
Using projections in for calculating some lower-dimension subsets.

inc/1b_sets.gms

@@ -117,6 +117,7 @@ Sets
     mft(mType, f, t) "Combination of forecasts and t:s in the current model solve"
     msf(mType, s, f) "Combination of samples and forecasts in the models"
     msft(mType, s, f, t) "Combination of models, samples, forecasts and t's"
+    mst(mType, s, t) "Combination of models samples and t's"
     sft(s, f, t) "Combination of samples, forecasts and t's in the current model solve"
     sft_realized(s, f, t) "Realized sft"
     sft_realizedNoReset(s, f, t) "Full set of realized sft, facilitates calculation of results"

inc/3b_periodicLoop.gms

@@ -161,6 +161,7 @@ Option clear = msft;
 Option clear = mft;
 Option clear = ft;
 Option clear = sft;
+Option clear = mst;
 Option clear = mst_start, clear = mst_end;
 $ifthen declared scenario
 if(mSettings(mSolve, 'scenarios'),  // Only clear these if using long-term scenarios
@@ -344,10 +345,8 @@ loop(msf(mSolve, s, f)$msStart(mSolve, s),
 );
 
 // Update the model specific sets and the reversed dimension set
-mft(mSolve, ft(f, t)) = yes;
-ms(mSolve, s)$ms(mSolve, s) = s_active(s);
-msf(mSolve, s, f)$msf(mSolve, s, f) = s_active(s);
 msft(mSolve, sft(s, f, t)) = yes;
+Options mft < msft, ms < msft, msf < msft, mst < msft;  // Projection
 
 * Build stochastic tree by definfing previous samples
 $ifthen defined scenario
@@ -431,24 +430,16 @@ mft_lastSteps(mSolve, ft(f,t))
 ;
 
 // Sample start and end intervals
+mst_start(mst(mSolve, s, t))$[ord(t) - tSolveFirst = msStart(mSolve, s)] = yes;
 loop(ms(mSolve, s),
-    tmp = 1;
-    tmp_ = 1;
-    loop(t_active(t),
-        if(tmp and ord(t) - tSolveFirst + 1 > msStart(mSolve, s),
-            mst_start(mSolve, s, t) = yes;
-            tmp = 0;
-        );
-        if(tmp_ and ord(t) - tSolveFirst + 1 > msEnd(mSolve, s),
-            mst_end(mSolve, s, t+dt(t)) = yes;
-            tmp_ = 0;
-        );
-    ); // END loop(t_active)
-    // If the last interval of a sample is in mft_lastSteps, the method above does not work
-    if(tmp_,
-        mst_end(mSolve, s, t)${sum(f_solve, mft_lastSteps(mSolve, f_solve, t))} = yes;
+    loop(t_active(t)$[ord(t) - tSolveFirst = msEnd(mSolve, s)],
+        mst_end(mSolve, s, t + dt(t)) = yes;
     );
-); // END loop(ms)
+);
+// If the last interval of a sample is in mft_lastSteps, the method above does not work
+mst_end(mst(mSolve, s, t))${sum(f_solve, mft_lastSteps(mSolve, f_solve, t))} = yes;
+
+
 // Displacement from the first interval of a sample to the previous interval is always -1,
 // except for stochastic samples
 dt(t_active(t))

inc/scenred.gms

@@ -93,11 +93,14 @@ $ifthene.debug2 %debug%>0
 $endif.debug2
 
         // Update sets
-        ms(mSolve, s)$ms(mSolve, s) = yes$p_msProbability(mSolve, s);
-        ms_central(mSolve, s)$ms_central(mSolve, s) = ms(mSolve, s);
-        msf(mSolve, s, f)$msf(mSolve, s, f) = ms(mSolve, s);
-        msft(mSolve, s, f, t)$msft(mSolve, s, f, t) = msf(mSolve, s, f);
         sft(s, f, t)$sft(s, f, t) = yes$p_msProbability(mSolve, s);
+
+        // Update the model specific sets and the reversed dimension set
+        Options clear mft, cear=ms, clear=msf, clear=ms_central, clear=msft;
+        msft(mSolve, sft(s, f, t)) = yes;
+        Options mft < msft, ms < msft, msf < msft, mst < msft;
+        Option ms_central < ms;
+
         mst_start(mSolve, s, t)$mst_start(mSolve, s, t) = ms(mSolve, s);
         mst_end(mSolve, s, t)$mst_end(mSolve, s, t) = ms(mSolve, s);