Hi Guys

I have an objective function that must be defined by parts

Ex: f (x) = x +1 / x if x> 0;

f (x) = 0 if x = 0;

f (x) = x +1 / x if x <0;

And I want to minimize this function.

How can I do this in GAMS?

Thank you!

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I have an objective function that must be defined by parts

Ex: f (x) = x +1 / x if x> 0;

f (x) = 0 if x = 0;

f (x) = x +1 / x if x > And I want to minimize this function.

How can I do this in GAMS?

when you can use a binary variable B (B>1 when x>eps, B=0 when x0 f(x) = x+1/x >= sqrt(2)

for x<0 the lower limit of f(x) is -Inf

and when your interval includes 0, x should not appear as a divisor.

HTH,

Yan

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Hi there,

if i were you , I would use F.fx(‘0’) =0 ;

and just write f(x) * x =e= x+1 ; in the equation.

you may try it to see whether your problem solved.

Hope it helps !

Regards

On Thursday, March 14, 2013 3:47:31 AM UTC+8, Ana Paula Mazzini wrote:

Hi Guys

I have an objective function that must be defined by parts

Ex: f (x) = x +1 / x if x> 0;

f (x) = 0 if x = 0;

f (x) = x +1 / x if x <0;

And I want to minimize this function.

How can I do this in GAMS?

Thank you!

–

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