BARON and other global solvers have a limited set of functions they know about, and they will reject AMPL models that use other functions. LGO has a black-box function feature, however, that accepts arbitrary user-defined functions and at least tries hard to find a global solution.
I heard from a user who might like to apply LGO's black-box feature to a gsl function. But when I try using such a function in an AMPL model and sending the problem to LGO, like this,
load amplgsl.dll;
function gsl_cdf_beta_P;
var x >= 0.0001, <= 0.9999, := 0.25;
minimize obj: gsl_cdf_beta_P(x,1,3);
option solver lgo;
solve;
I get an unexpected error condition:
LGO: function gsl_sort: ftype = 16; expected 0 or 1
exit value 1
<BREAK>
I am using the following LGO version (on Windows), which appears to still be current:
LGO 2015-01-17 (MS VC++ 10.0, 64-bit), driver(20190908), ASL2(20201022)
But gsl_sort was introduced in 2021, so could this be a case of the LGO interface code not anticipating a future extension?
BARON and other global solvers have a limited set of functions they know about, and they will reject AMPL models that use other functions. LGO has a black-box function feature, however, that accepts arbitrary user-defined functions and at least tries hard to find a global solution.
I heard from a user who might like to apply LGO's black-box feature to a gsl function. But when I try using such a function in an AMPL model and sending the problem to LGO, like this,
I get an unexpected error condition:
I am using the following LGO version (on Windows), which appears to still be current:
But gsl_sort was introduced in 2021, so could this be a case of the LGO interface code not anticipating a future extension?