A structure-exploiting tool in algebraic modeling languages

• 成果类型: Article
• 署名作者: Fragnière, E; Gondzio, J; Sarkissian, R; Vial, JP
• 署名单位: University of Lausanne; Polish Academy of Sciences; Systems Research Institute of the Polish Academy of Sciences; University of Geneva
• 刊物名称: MANAGEMENT SCIENCE
• ISSN/ISSBN: 0025-1909
• DOI: 10.1287/mnsc.46.8.1145.12026
• 发表日期: 2000
• 页码: 1145-1158
• 关键词: algebraic modeling language; large scale optimization; structure-exploiting solver

摘要

A new concept is proposed for linking algebraic modeling languages with structure-exploiting solvers. SPI (Structure-Passing Interface) is a program that retrieves structure new concept is proposed for linking algebraic modeling languages with 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.