BARON support of max function

GAMS
1

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!

2

Don’t know why BARON does not support this but it is easy to reformulate with abs, see https://math.stackexchange.com/questions/1760430/expressing-the-minimum-function-in-terms-of-the-absolute-value-in-a-symmetric-ma. With GAMS Macros, this can even look have way decent:

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

-Michael