GPCG: A case study in the performance and scalability of optimization algorithms

GPCG is an algorithm within the Toolkit for Advanced Optimization (TAO) for solving bound constrained, convex quadratic problems. Originally developed by More’ and Toraldo, this algorithm was designed for large-scale problems but had been implemented only for a single processor. The TAO implementation is available for a wide range of high-performance architecture, and has been … Read more

Benchmarking Optimization Software with COPS

We describe version 2.0 of the COPS set of nonlinearly constrained optimization problems. We have added new problems, as well as streamlined and improved most of the problems. We also provide a comparison of the LANCELOT, LOQO, MINOS, and SNOPT solvers on these problems. Citation Technical Report ANL/MCS-246 Mathematics and Computer Science Division Argonne National … Read more

Solving Large Quadratic Assignment Problems on Computational Grids

The quadratic assignment problem (QAP) is among the hardest combinatorial optimization problems. Some instances of size n >= 30 have remained unsolved for decades. The solution of these problems requires both improvements in mathematical programming algorithms and the utilization of powerful computational platforms. In this article we describe a novel approach to solve QAPs using … Read more

On the Value of Binary Expansions For General Mixed-Integer Linear Programs

We study the use of binary variables in reformulating general mixed-integer linear programs. We show that binary reformulations result in problems for which almost all the binary variables replacing a general integer variable need to be explored during branching. We also give computational results on the performance of such reformulations in solving the mixed-integer programs, … Read more

Symbolic-Algebraic Computations in a Modeling Language for Mathematical Programming

AMPL is a language and environment for expressing and manipulating mathematical programming problems, i.e., minimizing or maximizing an algebraic objective function subject to algebraic constraints. AMPL permits separating a model, i.e., a symbolic representation of a class of problems, from the data required to specify a particular problem instance. Once AMPL has a problem instance, … Read more

OR Counterparts to AI Planning

The term Planning is not used in Operations Research in the sense that is most common in Artificial Intelligence. AI Planning does have many features in common with OR scheduling, sequencing, routing, and assignment problems, however. Current approaches to solving such problems can be broadly classified into four areas: Combinatorial Optimization, Integer Programming, Constraint Programming, … Read more

A Parallel, Linear Programming Based Heuristic for Large Scale Set Partitioning Problems

We describe a parallel, linear programming and implication based heuristic for solving set partitioning problems on distributed memory computer architectures. Our implementation is carefully designed to exploit parallelism to greatest advantage in advanced techniques like preprocessing and probing, primal heuristics, and cut generation. A primal-dual subproblem simplex method is used for solving the linear programming … Read more

Optimization as an Internet Resource

The rise of e-commerce promises particularly great benefits for the practice of large-scale optimization, advice and remote access to software for solving optimization problems. A variety of client programs are helping to increase the scope and convenience of these tools. More sophisticated application service providers will further disseminate optimization modeling environments and solvers, making their … Read more