Kristian Woodsend (University of Edinburgh)

A structure-conveying modelling language for mathematical programming
Joint work with Marco Colombo, Andreas Grothey, Jonathan Hogg and Jacek Gondzio.
Wednesday 27 February 2008 at 15.30, JCMB 5327

Abstract

We present a new structure-conveying algebraic modelling language for mathematical programming. It is based on AMPL, with object-oriented extensions that allow models to be constructed from sub-models. The implementation is a combination of pre- and post-processing for AMPL. Unlike traditional modelling languages, our approach does not scramble the block structure of the problem, thus enabling this structure to be passed on to the solver. Interior point solvers that exploit block linear algebra (e.g. OOPS) and decomposition solvers can therefore directly exploit the structure of the problem.

One major advantage of such structure-exploiting solvers is their ease of parallelisation. To keep this advantage, our modelling language is designed to allow sub-model processing to be run in parallel as well. Through this design our modelling language is scalable to model truly large problems.

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