gams:min_function_don_t_use_it

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gams:min_function_don_t_use_it [2015/09/18 14:34] Jarungjit Parnjai |
gams:min_function_don_t_use_it [2017/09/02 19:23] (current) support |
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This is possible because we maximize y, which will assume automatically in the optimal solution the minimum of the three right-hand sides. | This is possible because we maximize y, which will assume automatically in the optimal solution the minimum of the three right-hand sides. | ||

- | Chapter [[http://www.gams.com/help/topic/gams.doc/solvers/conopt/index.html#CONOPT_NLP_AND_DNLP_MODELS|NLP and DNLP Models]] of the [[http://www.gams.com/help/topic/gams.doc/solvers/conopt/index.html|CONOPT Manual]] has some more examples of the reformulation of DNLP models. | + | Chapter [[https://www.gams.com/latest/docs/S_CONOPT.html#CONOPT_NLP_AND_DNLP_MODELS|NLP and DNLP Models]] of the CONOPT Manual has some more examples of the reformulation of DNLP models. |

- | There are also several GAMS intrinsic functions that smoothly approximate MIN(f,g). The motivation for putting these in GAMS was for use in reformulation approaches for MCP and MPEC models - the complementarity conditions can be cast as equations using the MIN function, and the smoothed MIN functions allow solution via NLP solvers. For example, the Fischer-Burmeister function and the Chen-Mangasarian function are both smoothed MIN functions available in GAMS, and since they are intrinsics you only need to write NcpF(f,g,mu) or NcpCM(f,g,mu), where mu is the smoothing parameter (like the delta below). You can get the exact definition for these functions and others that may also help you by looking at section [[http://www.gams.com/help/topic/gams.doc/solvers/nlpec/index.html#NLPEC_NCP_FUNCTIONS|NCP functions]] of the [[http://www.gams.com/help/topic/gams.doc/solvers/nlpec/index.html|NLPEC solver manual]]. | + | There are also several GAMS intrinsic functions that smoothly approximate MIN(f,g). The motivation for putting these in GAMS was for use in reformulation approaches for MCP and MPEC models - the complementarity conditions can be cast as equations using the MIN function, and the smoothed MIN functions allow solution via NLP solvers. For example, the Fischer-Burmeister function and the Chen-Mangasarian function are both smoothed MIN functions available in GAMS, and since they are intrinsics you only need to write NcpF(f,g,mu) or NcpCM(f,g,mu), where mu is the smoothing parameter (like the delta below). You can get the exact definition for these functions and others that may also help you by looking at section [[https://www.gams.com/latest/docs/S_NLPEC#NLPEC_NCP_FUNCTIONS|NCP functions]] of the NLPEC solver manual. |

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