[Bonmin] bonmin and ampl external function

[Roy Chen]

Hello, Andreas
I appreciate your timely and helpful response very much.
I am kind of confused with the situation now because of the following
reasons:
The way I need to define one of those integral functions in my problem is
like this:
Integral(var1,var2,var3), assume I need these three inputs to do the
calculation.
In my ampl .mod file, I used this function like this:
set k;
sum{s in k} Integral(x[s],y[s],z[s]) + .....; # x[s] is decision variable,
y[s] and z[s] are parameters defined in .dat file.
The coded Integral() function will give you the value give those three
inputs.
My question is:
What are first and second order direvatives for in AMPL modeling?
What kind of format you code the first and second order direvatives for
Bonmin?
How Bonmin can know and use the first and second orfer direvatives coded in
AMPL external function?
Again, if there could be a small example to illustrate this idea, that's
will be better, I think.
Very appreciate your time.
Best
Roy



On 3/2/07, Andreas Waechter <andreasw at watson.ibm.com> wrote:
>
> Hi Roy,
>
> > Could you actually provide one example which uses automatic
> differentiation
> > to give the first and second direvatives with ampl external function?
>
> I'm not sure, part of the code was not written by me and I'm not sure if I
> can give it away.
>
> > Another question coming into my mind is:
> > Does that mean I don't need code to calculate the value of the
> integration
> > function, instead, I just need to code to calculate the first and second
> > direvatives?
>
> No, we still also need the values.
>
> However, if your function (including the integral) is such that the first
> derivative is some analytic function without the integral, you could just
> code the first derivatives using that analytic expression, from which you
> could also easily the second derivative (as the first derivative of that
> other function).
>
> > Again, if you can give me the example you mentioned in your email, I
> would
> > appreciate it very much.
>
> Given what I wrote in the last paragraph, let me know if you still want me
> to look for an example with ADOL-C.
>
> Cheers,
>
> Andreas
>
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