Description
sqexp(x,S) = exp(x) if x <= S exp(S) * (1 + r + r^2/2) otherwise, r = x - S for S <= 150, default S = 150. Contributor: Steve, Mar 2017
Small Model of Type : GAMS
Category : GAMS Test library
Main file : fnsqexp.gms includes : fnset_xy.inc [html] fntest_xy.inc [html]
$title 'Test correctness of sqexp intrinsic' (FNSQEXP,SEQ=719)
$onText
sqexp(x,S) = exp(x) if x <= S
exp(S) * (1 + r + r^2/2) otherwise, r = x - S
for S <= 150, default S = 150.
Contributor: Steve, Mar 2017
$offText
$include fnset_xy.inc
$gdxIn fnsqexp
$load aeps reps relToInput T data
$gdxIn
loop {T,
data(T, 'f') = sqexp.value( data(T,'x'),data(T,'y'));
data(T, 'fx') = sqexp.grad(1: data(T,'x'),data(T,'y'));
data(T, 'fy') = sqexp.grad(2: data(T,'x'),data(T,'y'));
data(T,'fxx') = sqexp.hess(1:1:data(T,'x'),data(T,'y'));
data(T,'fxy') = sqexp.hess(1:2:data(T,'x'),data(T,'y'));
data(T,'fyx') = sqexp.hess(2:1:data(T,'x'),data(T,'y'));
data(T,'fyy') = sqexp.hess(2:2:data(T,'x'),data(T,'y'));
data(T, 'rc') = mathlastrc;
data(T, 'ec') = mathlastec;
};
$include fntest_xy.inc