[AMPL 2848] Expected and StdDev functions

[infons]

Hi,

I heard there are powerful "built-in" functions like Expected and
StdDev that I can use in my model, however every time I try to use
them, a solver would throw a "Function ... not available" error right
away and stop execution.

Is there a solver that is able to interpret these functions, or do I
need to purchase a special license to use them in my script?

Please advice.

Thanks,
Dima

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[Robert Fourer-2]

Dima,

These functions are not built into the core AMPL language.  There are some
stochastic programming add-on that people have developed that might have
such functions.  Can you identify a web page or a document where you saw a
reference to them?

Bob Fourer
4er@...

> -----Original Message-----
> From: ampl@... [mailto:ampl@...]
> On Behalf Of infons [info@...]
> Sent: Sunday, September 27, 2009 10:16 PM
> To: AMPL Modeling Language
> Subject: [AMPL 2848] Expected and StdDev functions
>
> Hi,
>
> I heard there are powerful "built-in" functions like Expected and
> StdDev that I can use in my model, however every time I try to use
> them, a solver would throw a "Function ... not available" error right
> away and stop execution.
>
> Is there a solver that is able to interpret these functions, or do I
> need to purchase a special license to use them in my script?
>
> Please advice.
>
> Thanks,
> Dima
>

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[infons]

Hi Robert,

Thanks for responding to my question.

I was mainly referring to the presentation of David M. Gay that can be
found at http://www.ece.northwestern.edu/OTC/workshop2007/slides/gay_david_huatulco.pdf
. It seems that AMPL does not object when I use the functions
mentioned there in my script (apparently they are making their way
into becoming stantard constructs of the language) but none of the
available solvers are able to recognize them and throw the above
error. Do you know where we can get or purchase working add-ons that
we can use to build our stochastic model, as that would save us a lot
of time and I am sure be more efficient than the MATLAB scripts we are
using today?

Regards,
Dima


On Oct 3, 10:12 am, "Robert Fourer" <4...@...> wrote:

> Dima,
>
> These functions are not built into the core AMPL language.  There are some
> stochastic programming add-on that people have developed that might have
> such functions.  Can you identify a web page or a document where you saw a
> reference to them?
>
> Bob Fourer
> 4...@...
>
>
>
> > -----Original Message-----
> > From: ampl@... [mailto:ampl@...]
> > On Behalf Of infons [i...@...]
> > Sent: Sunday, September 27, 2009 10:16 PM
> > To: AMPL Modeling Language
> > Subject: [AMPL 2848] Expected and StdDev functions
>
> > Hi,
>
> > I heard there are powerful "built-in" functions like Expected and
> > StdDev that I can use in my model, however every time I try to use
> > them, a solver would throw a "Function ... not available" error right
> > away and stop execution.
>
> > Is there a solver that is able to interpret these functions, or do I
> > need to purchase a special license to use them in my script?
>
> > Please advice.
>
> > Thanks,
> > Dima- Hide quoted text -
>
> - Show quoted text -

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