BARON support of max function

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globalOpt_fan
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BARON support of max function

Post by globalOpt_fan »

Hi everyone,

I was wondering why BARON does not support min or max functions in the model. Is there is a theoretical barrier (like non-differentiability)? The thing is that it supports the absolute-value function, which is equally non-differentiable and can be used to rewrite min and max functions in a mathematically equivalent form. Thanks!
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bussieck
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Re: BARON support of max function

Post by bussieck »

Don't know why BARON does not support this but it is easy to reformulate with abs, see https://math.stackexchange.com/question ... mmetric-ma. With GAMS Macros, this can even look have way decent:

Code: Select all

$macro mymax(a,b) (((a)+(b))/2 + abs((a)-(b))/2)
eq.. z =e= mymax(x,y);
-Michael
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