A Structure Exploiting Tool in Algebraic Modeling Languages

Logilab Technical Report 1997.15

E. Fragniere, J. Gondzio, R. Sarkissian and J.-P. Vial

Abstract
A new concept is proposed for linking algebraic modeling languages with structure exploiting solvers. SPI (Structure Passing Interface) is a program that retrieves structure from an anonymous mathematical program built by an algebraic modeling language. SPI passes the special structure of the problem to an SES (Structure Exploiting Solver). An integration of SPI and SES leads to SET (Structure Exploiting Tool) and can be used with any algebraic modeling language. This approach relies on the idea that most exploitable block structures can be easily detected from the algebraic formulation of models. It should enable algebraic modeling languages to access the large body of algorithmic techniques which require problem structure.

Key words: Algebraic Modeling Language, Large Scale Optimization, Structure Exploiting Solver.


Text
PDF TR1997.15.pdf.
History:
Written: June 18, 1997, revised June 28, 1998, and January 16, 2000.
Published: Management Science 46(2000) 1145-1158.