[Couenne] Couenne Error

[Pietro Belotti]

Dear Mu,

it is precisely because the function is coded into a .dll file that 
Couenne does not know how to handle it. Couenne can solve problems if all 
constraints and objective are factorable, i.e., they are expressed by 
combining operators from a set of univariate and multivariate operators 
and functions such as {+,-,/,^,exp,log,sin,cos,...}.

The error function, defined as an integral, is computed by your .dll but 
does not provide Couenne with a closed form expression for erf. You need 
to introduce the definition of erf in Couenne, along with procedures for 
computing linear inequalities for approximating the upper and lower 
envelope of erf. You may also consider using other solvers for MINLP, such 
as Bonmin, that can handle non-factorable functions such as erf.

Regards,
Pietro

--
Pietro Belotti
Dept. of Mathematical Sciences
Clemson University
email: pbelott at clemson.edu
phone: 864-656-6765
web:   http://myweb.clemson.edu/~pbelott

On Fri, 1 Jun 2012, scrat_zhang wrote:

>  Dear Mr. Pietro Belotti :
>  The self-defined error function is compiled into a .dll file and I can 
> call it in AMPL command window. I followed this 
> bloghttp://benlockwood.com/2012/01/11/calculating-the-normal-cdf-in-ampl-with-shared-libraries/#comment- 
> 105 to do so. Will this do?
>  Yours sincerely,
>  Mu Zhang
> 
> At 2012-05-31 21:29:57,"Pietro Belotti" <pbelott at clemson.edu> wrote:
> >Mu,
> >
> >unfortunately, self-defined functions cannot be used in Couenne and will 
> >give that error. The reason is that Couenne decomposes the expression of 
> >each function in constraints and the objective, and cannot do that for 
> >user-defined functions. It would be possible to solve your problem if you 
> >knew a closed-form approximation of your error function (as I think the 
> >myerf means).
> >
> >Also, in the future please consider posting your questions to the Couenne 
> >mailing list (couenne at list.coin-or.org), so that people can see answers to 
> >previous questions.
> >
> >I hope this helps. Regards,
> >Pietro
> >
> >
> >--
> >Pietro Belotti
> >Dept. of Mathematical Sciences
> >Clemson University
> >email: pbelott at clemson.edu
> >phone: 864-656-6765
> >web:   http://myweb.clemson.edu/~pbelott
> >
> >On Thu, 31 May 2012, scrat_zhang wrote:
> >
> >> Dear Mr. Pietro Belotti :
> >> I am recently applying Couenne on my work, and I got a error saying:
> >>  
> >>  ANALYSIS TEST: ERROR : unknown operator (address 0p7436c0) , aborting .
> >>  exit code 4294967295
> >>  (BREAK)
> >>  
> >> I wonder what is error may be ocurr in my .mod file cause I don't 
> >> recognize the "address" code. I used a self-defined error function 
> >> called "myerf" in the code, for the record, don't know if it is because 
> >> of this.
> >>  
> >> Hope you could provide some guidance on this issue and I also wish to 
> >> know how can I debug in Couenne.
> >>  
> >> Thanks very much for your reading this and hope to hear from you!
> >>  
> >> Yours sincerely ,
> >> Mu Zhang