A structure-conveying modelling language for mathematical and stochastic programming

  • We present a structure-conveying algebraicmodelling language formathematical programming. The proposed language extends AMPL with object-oriented features that allows the user to construct models from sub-models, and is implemented as a combination of pre- and post-processing phases for AMPL. Unlike traditional modelling languages, the new approach does not scramble the block structure of the problem, and thus it enables the passing of this structure on to the solver. Interior point solvers that exploit block linear algebra and decomposition-based solvers can therefore directly take advantage of the problem’s structure. The language contains features to conveniently model stochastic programming problems, although it is designed with a much broader application spectrum.

Download full text files

Export metadata

Additional Services

Share in Twitter Search Google Scholar
Metadaten
Author:Marco Colombo, Andreas Grothey, Jonathan Hogg, Kristian Woodsend, Jacek Gondzio
DOI:https://doi.org/10.1007/s12532-009-0008-2
ISSN:1867-2949
Parent Title (English):Mathematical Programming Computation
Publisher:Springer Science and Business Media LLC
Document Type:Article
Language:English
Year of Completion:2009
Tag:Software; Theoretical Computer Science
Volume:1
Issue:4
Page Number:25
First Page:223
Last Page:247
Mathematical Programming Computation :MPC 2009 - Issue 4
Verstanden ✔
Diese Webseite verwendet technisch erforderliche Session-Cookies. Durch die weitere Nutzung der Webseite stimmen Sie diesem zu. Unsere Datenschutzerklärung finden Sie hier.