Finding Minimum of the Gamma Function¶
# Find minimum of the gamma function for x > 0. include gsl.ampl; var x >= 1e-5; minimize obj: gsl_sf_gamma(x); solve; print x;
Solving this models gives an optimal solution \(x \approx 1.46163\) which can be verified here.
Hock and Schittkowski Models¶
The hs068.mod and
models demonstrate the use of
gsl_cdf_ugaussian_P(). They are taken
form the Robert Vanderbei’s collection of nonlinear models and adapted for AMPLGSL.
These models can be solved with a nonlinear AMPL solver such as MINOS:
$ ampl hs068.mod obj = -0.261841 MINOS 5.51: optimal solution found. 29 iterations, objective -0.9204250037 Nonlin evals: obj = 57, grad = 56, constrs = 57, Jac = 56. x [*] := 1 0.0678586 2 3.64621 3 0.000266135 4 0.894855 ; obj = -0.920425 Best known objective value: -0.920425026