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gams:min_function_don_t_use_it [2017/09/02 19:23]
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gams:min_function_don_t_use_it [2020/05/18 14:56] (current)
Michael Bussieck
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 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. ​ 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 [[https://​www.gams.com/​latest/​docs/​S_NLPEC#​NLPEC_NCP_FUNCTIONS|NCP functions]] of the 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. ​ 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.html#​NLPEC_NCP_FUNCTIONS|NCP functions]] of the NLPEC solver manual.
  
  
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