Modeling Languages and Systems – Page 3

A Collection of 1,300 Dynamical Systems for Testing Data Fitting, Optimal Control, Experimental Design, Identification, Simulation or Similar Software – User’s Guide

Published: 2009/11/24

We describe a collection of test problems which have been used to develop and test data fitting software for identifying parameters in explicit model functions, dynamical systems of equations, Laplace transformations, systems of ordinary differential equations, differential algebraic equations, or systems of one-dimensional time-dependent partial differential equations with or without algebraic equations. The test cases … Read more

Code verification by static analysis: a mathematical programming approach

Published: 2009/08/14, Updated: 2009/09/26

(Mixed) Integer Nonlinear Programming, Applications - Science and Engineering, Modeling Languages and Systems abstract interpretation, debugging, flowchart, kleene's iteration, mixed-integer nonlinear programming, static analysis

Automatic verification of computer code is of paramount importance in embedded systems supplying essential services. One of the most important verification techniques is static code analysis by abstract interpretation: the concrete semantics of a programming language (i.e.the values $\chi$ that variable symbols {\tt x} appearing in a program can take during its execution) are replaced … Read more

Robust Optimization Made Easy with ROME

Published: 2009/07/29, Updated: 2009/08/04

Joel Goh

Melvyn Sim

Modeling Languages and Systems, Robust Optimization algebraic modeling language, robust optimization

We introduce an algebraic modeling language, named ROME, for a class of robust optimization problems. ROME serves as an intermediate layer between the modeler and optimization solver engines, allowing modelers to express robust optimization problems in a mathematically meaningful way. In this paper, we highlight key features of ROME which expediates the modeling and subsequent … Read more

A Structure-Conveying Modelling Language for Mathematical and Stochastic Programming

Published: 2009/03/24, Updated: 2009/09/29

Modeling Languages and Systems algebraic modelling languages, mathematical programming, stochastic programming, structure exploitation

We present a structure-conveying algebraic modelling language for mathematical programming. The proposed language extends AMPL with object-oriented features that allows the user to onstruct models from sub-models, and is implemented as a combination of pre- and post-processing phases for AMPL. Unlike traditional modelling languages, the new approach does not scramble the block structure of the … Read more

Python Optimization Modeling Objects (Pyomo)

Published: 2008/09/24

William E. Hart

Modeling Languages and Systems, Optimization Software Design Principles modeling language, open source software, optimization, python

We describe Pyomo, an open-source tool for modeling optimization applications in Python. Pyomo can be used to define abstract problems, create concrete problem instances, and solve these instances with standard solvers. Pyomo provides a capability that is commonly associated with algebraic modeling languages like AMPL and GAMS. Pyomo leverages the capabilities of the Coopr software, … Read more

LIBOPT – An environment for testing solvers on heterogeneous collections of problems – The manual, version 2.0

Published: 2007/12/17

Jean Charles Gilbert

Xavier Jonsson

Modeling Languages and Systems, Optimization Software Benchmark benchmarking - collection of problems - cuter - libopt - modulopt - optimization - performance profile - scientific computing - solver comparison - testing environment

The Libopt environment is both a methodology and a set of tools that can be used for testing, comparing, and profiling solvers on problems belonging to various collections. These collections can be heterogeneous in the sense that their problems can have common features that differ from one collection to the other. Libopt brings a unified … Read more

Graph Implementations for Nonsmooth Convex Programs

Published: 2007/09/30

Stephen Boyd

Michael Grant

Convex Optimization, Modeling Languages and Systems, Nonsmooth Optimization convex analysis, convex optimization, modeling languages

We describe graph implementations, a generic method for representing a convex function via its epigraph, described in a disciplined convex programming framework. This simple and natural idea allows a very wide variety of smooth and nonsmooth convex programs to be easily specified and efficiently solved, using interior-point methods for smooth or cone convex programs. Citation … Read more

LIBOPT – An environment for testing solvers on heterogeneous collections of problems

Published: 2007/03/13, Updated: 2007/12/17

Jean Charles Gilbert

Xavier Jonsson

Extending Algebraic Modelling Languages for Stochastic Programming

Published: 2006/12/27

Modeling Languages and Systems, Optimization Software Design Principles, Stochastic Programming stochastic programming

Algebraic modelling languages have gained wide acceptance and use in Mathematical Programming by researchers and practitioners. At a basic level, stochastic programming models can be defined using these languages by constructing their deterministic equivalent. Unfortunately, this leads to very large model data instances. We propose a direct approach in which the random values of the … Read more

Kestrel: An Interface from Optimization Modeling Systems to the NEOS Server

Published: 2006/12/26

Modeling Languages and Systems, Optimization Software and Modeling Systems, Optimization Software Design Principles agents, application service providers, modeling languages, servers

The NEOS Server provides access to a variety of optimization resources via the Internet. The new Kestrel interface to the Server enables local modeling environments to request NEOS optimization services and retrieve the results for local visualization and analysis, so that users have the same convenient access to remote NEOS solvers as to those installed … Read more