I had a problem when I built the model for my problem. I don’t know how is the Q-inverse function represented within the model. The “qfuncinv” function in Matlab seems not suitable for AMPL. Is there a function in AMPL that represents the Q-inverse function? If not, could you please tell me how can I handle the Q-inverse function in my problem? Thank you very much.
Many functions that are not built into AMPL can be accessed through the AMPL extended function library. See AMPL Bindings for the GNU Scientific Library for a listing of the functions available; I think the one you want may be gsl_cdf_ugaussian_Qinv.
To use a function from the extended function library, log in to the AMPL Portal and select My Downloads from the menu. Then click on the “amplgsl” download link corresponding to your computer type; unpack the downloaded file and move the contained files — including amplgsl.dll and gsl.ampl — to your AMPL folder or directory. When you run AMPL, execute these two commands before reading your model:
load amplgsl.dll; include gsl.ampl;
Then you can use the library functions anywhere in your model.
Thank you very much for your response! I will go ahead and give it a try.