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2015 | OriginalPaper | Buchkapitel

The AMPL Modeling Language: An Aid to Formulating and Solving Optimization Problems

verfasst von : David M. Gay

Erschienen in: Numerical Analysis and Optimization

Verlag: Springer International Publishing

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Abstract

Optimization problems arise in many contexts. Sometimes finding a good formulation takes considerable effort. A modeling language, such as AMPL, facilitates experimenting with formulations and simplifies using suitable solvers to solve the resulting optimization problems. AMPL lets one use notation close to familiar mathematical notation to state variables, objectives, and constraints and the sets and parameters that may be involved. AMPL does some problem transformations and makes relevant problem information available to solvers. The AMPL command language permits computing and displaying information about problem details and solutions returned by solvers. It also lets one modify problem formulations and solve sequences of problems. AMPL addresses both continuous and discrete optimization problems and offers some constraint-programming facilities for the latter. More generally, AMPL permits stating and solving problems with complementarity constraints. For continuous problems, AMPL makes first and second derivatives available via automatic differentiation. The freely available AMPL/solver interface library (ASL) facilitates interfacing with solvers. This paper gives an overview of AMPL and its interaction with solvers and discusses some problem transformations and implementation techniques. It also looks forward to possible enhancements to AMPL.

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Metadaten
Titel
The AMPL Modeling Language: An Aid to Formulating and Solving Optimization Problems
verfasst von
David M. Gay
Copyright-Jahr
2015
DOI
https://doi.org/10.1007/978-3-319-17689-5_5