Dr. Ampl - Northwestern University PDF
Preview Dr. Ampl - Northwestern University
Dr. Ampl A Meta Solver for Optimization Dominique Orban Bob Fourer École Polytechnique de Montréal Northwestern University [email protected] [email protected] DominiqueOrban,May21,2004 TheDrAmplmetasolver-p.1/36 n Current software challenges n The NEOS Server n The AMPL modeling language n The DrAmpl meta solver n Numerical results n Future directions of research Outline lOutline n Numerical Optimization lNumericalOptimization Software Modelanalysis TheDAG Bounds Convexity Classification Preprocessing Solverchoice Finalnotes DominiqueOrban,May21,2004 TheDrAmplmetasolver-p.2/36 n The NEOS Server n The AMPL modeling language n The DrAmpl meta solver n Numerical results n Future directions of research Outline lOutline n Numerical Optimization lNumericalOptimization n Current software challenges Software Modelanalysis TheDAG Bounds Convexity Classification Preprocessing Solverchoice Finalnotes DominiqueOrban,May21,2004 TheDrAmplmetasolver-p.2/36 n The AMPL modeling language n The DrAmpl meta solver n Numerical results n Future directions of research Outline lOutline n Numerical Optimization lNumericalOptimization n Current software challenges Software n The NEOS Server Modelanalysis TheDAG Bounds Convexity Classification Preprocessing Solverchoice Finalnotes DominiqueOrban,May21,2004 TheDrAmplmetasolver-p.2/36 n The DrAmpl meta solver n Numerical results n Future directions of research Outline lOutline n Numerical Optimization lNumericalOptimization n Current software challenges Software n The NEOS Server Modelanalysis TheDAG n The AMPL modeling language Bounds Convexity Classification Preprocessing Solverchoice Finalnotes DominiqueOrban,May21,2004 TheDrAmplmetasolver-p.2/36 n Numerical results n Future directions of research Outline lOutline n Numerical Optimization lNumericalOptimization n Current software challenges Software n The NEOS Server Modelanalysis TheDAG n The AMPL modeling language Bounds n The DrAmpl meta solver Convexity Classification Preprocessing Solverchoice Finalnotes DominiqueOrban,May21,2004 TheDrAmplmetasolver-p.2/36 n Future directions of research Outline lOutline n Numerical Optimization lNumericalOptimization n Current software challenges Software n The NEOS Server Modelanalysis TheDAG n The AMPL modeling language Bounds n The DrAmpl meta solver Convexity n Numerical results Classification Preprocessing Solverchoice Finalnotes DominiqueOrban,May21,2004 TheDrAmplmetasolver-p.2/36 Outline lOutline n Numerical Optimization lNumericalOptimization n Current software challenges Software n The NEOS Server Modelanalysis TheDAG n The AMPL modeling language Bounds n The DrAmpl meta solver Convexity n Numerical results Classification n Future directions of research Preprocessing Solverchoice Finalnotes DominiqueOrban,May21,2004 TheDrAmplmetasolver-p.2/36 Numerical Optimization A general problem, representable in a modeling language may lOutline lNumericalOptimization be written as Software Modelanalysis TheDAG minimize f(x) objective Bounds subject to cL c(x) cU general constraints Convexity (cid:20) (cid:20) xL x xU explicit bounds Classification (cid:20) (cid:20) Preprocessing Solverchoice where f : Rn R; c : Rn Rm 2: Finalnotes ! ! 2 C Bounds may be equal or infinite, some c (x) may be linear. i DominiqueOrban,May21,2004 TheDrAmplmetasolver-p.3/36 Current software challenges lOutline n Myriad of solvers available for most classes of optimization lNumericalOptimization problems Software lCurrentsoftwarechallenges n Competing solvers designed to tackle the same class of lConsequences lMoresoftwarechallenges problems, with varying subtelties lTheNEOSOptimizationServer lTheAMPLmodelinglanguage n Competing general-purpose solvers lSometypicalAMPLcommands lDrAmplisametasolver n Competing free and commercial codes Modelanalysis n Competing modeling languages and environments TheDAG n Often, solvers have limited compatibility with modeling Bounds environments or interfaces do not exist Convexity Classification Preprocessing Solverchoice Finalnotes DominiqueOrban,May21,2004 TheDrAmplmetasolver-p.4/36
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