Evaluating CDF values in AMPL

[shu...@gmail.com]

Dear all,

I have a nonlinear constrained optimization problem that I would like so solve. However, my objective function requires me to evaluate F( . ), where F is a CDF, for example, normal or exponential. How do I implement this in AMPL?

Thank you!

[Victor Zverovich]

You can use CDFs from the GNU Scientific Library such as gsl_cdf_gaussian_P. AMPL has bindings to the library that are documented in http://ampl.github.io/amplgsl/

HTH,

Victor

--
You received this message because you are subscribed to the Google Groups "AMPL Modeling Language" group.
To unsubscribe from this group and stop receiving emails from it, send an email to ampl+uns...@googlegroups.com.
To post to this group, send email to am...@googlegroups.com.
Visit this group at https://groups.google.com/group/ampl.
For more options, visit https://groups.google.com/d/optout.