Concavity in GAMS

Dear Friends,

Is there any way I can recognize whether my function is concave or not? I actually want to know whether GAMS is able to do so or not.

I would be waiting to hearing your kind response.

Best response.


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If I recall correctly, the GAMS add-on MProbe can test for convexity.

In AMPL, there is Dr.AMPL with has a convexity disprover and a convexity prover.

P.S.: Maybe some solvers (e.g. BARON) can do this. Unfortunately I am not aware of this.


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Thank you very much for sharing your knowledge.

Best regards.



On Wednesday, February 19, 2014 4:39:17 PM UTC+8, Zohreh wrote:

Dear Friends,

Is there any way I can recognize whether my function is concave or not? I actually want to know whether GAMS is able to do so or not.

I would be waiting to hearing your kind response.

Best response.


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