A Framework for Mathematical Optimization in Microservice Architectures

In the last years, the gap between solution methods in literature and optimization running in production has increased. Agile development practices, DevOps and modern cloud-based infrastructure call for a revisit of how optimization software is developed. We review the state-of-the-art, propose a development framework that can be applied across different programming languages and modeling frameworks and test it with a relevant optimization use-case. The framework enables optimization experts to focus on solution methods while having the tools to deploy a scalable and reusable optimization application using the latest technologies and thus, increase the acceptance in industry.

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