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4390. Advances in Automated Conversion of Optimization Problems
Invited abstract in session TB-30: Modeling Languages, stream Software for Optimization.
Tuesday, 10:30-12:00Room: 064 (building: 208)
Authors (first author is the speaker)
1. | Christian Valente
|
AMPL Optimization | |
2. | Robert Fourer
|
AMPL Optimization Inc. |
Abstract
We take it for granted that an optimization package accepts both minimization and maximization problems, recognizes them as equivalent, and converts all minimizations to maximizations (or vice-versa) before solving. This is only the very simplest example of the many conversions carried out routinely by large-scale optimization software. The range of expressions recognized by modeling languages and solvers has been steadily extended in ways that make optimization models easier to describe, validate, and maintain — but that make conversion possibilities ever more numerous and complex.
Continuing this trend, automatic conversions have been a central feature in the design of a new solver interface framework for the AMPL modeling language. This presentation describes a range of challenges that have been faced in detecting formulations that solvers can handle, and in implementing conversions to forms that solvers require. Examples combining a variety of discrete and nonlinear expressions lead to some general recommendations for design and implementation of automated conversions.
Keywords
- Modeling Systems and Languages
- Large Scale Optimization
- Optimization Modeling
Status: accepted
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