Andre,
There is a nondifferentiability at x = 0 in your expression. I’ve been using the following expression to approximate the function f(x) = max(0,x):
f’(x,tau) = ( sqrt( sqr(x) + sqr(tau) ) + x ) / 2,
which is differentiable in all points. However, you have to care about the value for the parameter tau. An example of this approach can be find in the following work
XAVIER, A. E. . THE HYPERBOLIC SMOOTHING CLUSTERING METHOD. Pattern Recognition, v. 43, p. 731737, 2010.
best regards,
Luiz Carlos.
On Sat, Jul 30, 2011 at 5:56 PM, Savitsky Andre wrote:
HI!
Please, consider next
Y = (SQRT(SQR(X)) + X)/2
if X>0 Y=X
if X:
Hi
if your eqution is the form
Y(t)=…
you have to use the Smax and DNLP insted of max and NLP, respectively.
if not, you can do this by only turning the NLP problem to DNLP
problem
Alireza.b.1201@gmail.com
On Jul 28, 7:24 pm, mehrdad bagheri
wrote:
Hello all friends
I want to do the following equations in the GAMS
Please help me.

Yt=max(0,(ktzt))

Xt={max(((zt/kt)1),Xmin)}*zt
Best regards,
Mehrdad
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With kindly regards!
Andre Savitsky
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