Extended Function Library

Extend AMPL with over 300 functions chosen from the GNU Scientific Library, including scientific, statistical, and utility functions of many kinds, and a variety of random number generators.

Downloading and installing library

Simple instructions for download, installation, and use in AMPL modeling are given below. A detailed library listing provides full documentation.

Once installed and declared, these functions may be applied to any arguments anywhere in an AMPL model or script. When applied to variables in objectives or constraints, they are sent to solvers, which automatically gain access to them. Thus solvers that rely on function evaluations can optimize over expressions that use this library. Many of the library’s continuous functions also provide for 1st and 2nd derivative evaluations that some solvers require.

Documentation and licensing

Complete documentation for this library is provided in AMPL Bindings for the GNU Scientific Library. It includes a listing of all functions and their definitions, further instructions for use, and complete license details.

This free-standing library is provided under the GNU General Public License (GPL). In general terms, the GNU GPL does not restrict the use of this library for internal purposes within any organization (whether a company, university, or government agency). However if this library is included within a “release” of software to the public, then you may be required to offer that release under the GPL. See the extensive list of Frequently Asked Questions about the GNU Licenses for more information about these provisions.

For uses that may require functions covered by more permissive open-source licenses, or functions from commercial libraries, please contact us for assistance with alternatives.

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