Can COEK use external or custom functions in modeling? Such as functions in GNU Scientific Library?

[HunterTracer]

Can COEK use external or custom functions in modeling? Such as functions in GNU Scientific Library? Since Jacobian and Hessian matrix are already defined in GSL. Or can we just use these functions in the formulation and include them in the exported *.nl files? Thanks!

[HunterTracer]

@whart222 Thanks!

[whart222]

@HunterTracer The short answer is "no". There is no explicit limitation against this in Coek. Rather, the API for derivative calculations is not setup to do this right now.

I know that the NL solvers support a form of external function declaration, so that may be straightforward to integrate.

Additionally, it should be possible to integrate external derivative calculations into AD tools like CppAD.

Can you submit a specific exemplar that I could work from?

[HunterTracer]

@whart222 Thanks! Currently, AMPL GSL uses the similar interfaces of ASL which can be found in https://github.com/ampl/gsl. Several scientific functions are added in gsl/ampl/src/amplgsl.cc via AmplExports::Addfunc in asl/src/solvers/funcadd.h. I think the basic logic to export these functions to coek is similar to export fundamental functions such as log, exp to coek via ASL. But I'm not familiar with the intrinsic logic in coek and I'm not clear about how coek integrates auto differential of these fundamental functions in intrinsic_fn.hpp. Thanks again!

[HunterTracer]

The "*.nl" file can point out that there should be imported functions, eg. F0 1 -1 myfunc, which can be found in https://ampl.github.io/nlwrite.pdf. or in https://github.com/Pyomo/pyomo/blob/main/pyomo/repn/plugins/nl_writer.py

[HunterTracer]

Besides, I also want to ask another question. Can coek be used on Windows platform? Thanks again!

[whart222]

WRT Windows. Yes. I have built and run Coek using VS

[whart222]

Thanks for the example. I'll take a look at this shortly.