[Couenne] Couenne error - integer programming with binomial probabilities

[Ravi Varadhan]

Hi,
I am trying to solve a simple integer programming problem that involves binomial probabilities.  I have loaded the gsl DLL for binomial probability calculations.  I am calling couenne through AMPL (I am using AMPLE IDE on windows).  Here is my model (.mod) file:

reset;
option solver couenne;
option randseed 1234;

load amplgsl.dll;

var r >= 0 integer;
var n >= 0 integer;

function gsl_cdf_binomial_P;
function gsl_cdf_binomial_Q;

param p0 := 0.2;
param p1 := 0.4;
param alpha := 0.05;
param beta := 0.1;

  minimize obj:  n;
  subject to c1: gsl_cdf_binomial_Q(r,p0,n) <= alpha;
  subject to c2: gsl_cdf_binomial_P(r,p1,n) <= beta;
  subject to s1: n - r >= 0;

solve;
display r, n;

When I run this, I get the following error message:

Couenne 0.5.7 -- an Open-Source solver for Mixed Integer Nonlinear Optimization
Mailing list: cou... at list.coin-or.org<https://groups.google.com/>
Instructions: http://www.coin-or.org/Couenne
couenne:
ANALYSIS TEST: *** Error: function call not implemented
exit value 18446744073709551615
<BREAK>

I would appreciate any help as to what the problem is and how to address it.

Thank you,
Ravi
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