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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, 10:30-12:00
Room: 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

Status: accepted


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