The Aimms Interface to Constraint Programming

Total Page:16

File Type:pdf, Size:1020Kb

The Aimms Interface to Constraint Programming The Aimms Interface to Constraint Programming Willem-Jan van Hoeve1, Marcel Hunting2, and Chris Kuip2 1 Tepper School of Business, Carnegie Mellon University 2 Paragon Decision Technology Abstract. We present an extension of the modeling system Aimms to handle constraint programming problems. Our goal is to provide a more accessible interface to CP technology than current systems o"er. We #rst present basic CP modeling constructs that can be realized with minimum changes to the existing syntax. We then discuss the handling of global constraints &astly, %e present our extensions to modeling scheduling problems, based on the no%'classical representation as activities and re- sources (n important bene#t of the Aimms interface to CP is the ease with which hybrid CP)!* solution methods can be developed 1 Introduction From its inception, the academic field of Constraint Programming (CP) has een coupled with !ell-engineered solvers that !ere applied to challenging, of- ten large-scale, industrial problems (e.g., CHIP, Cosytec, #%&' Solver, (#CStus, )clipse, Choco, Kalis, 'ecode, Comet)" Most, if not all, of these solvers require a considerable amount of training efore they can e used $ an engineering stu- dent or &perations Research practitioner, let alone an MB- student" &ne reason for this is that each of these solvers has its o!n specific modeling language, for example in the st$le of Prolog or C+/" -nother reason is that CP requires a different modeling st$le than mathematical programming, to the extent that even a d$namic search strateg$ can e modeled in most systems" Finall$, even though most available solvers share the most important characteristics of CP, each comes with its o!n li rary of global constraints, associated filtering algo- rithms, modeling concepts (e.g., resource constrained scheduling, set variables, local search), and specialized search techniques. Consequently, a problem ma$ e modeled and solved in entirel$ different !a$s $ different solvers" -ll of this limits the accessi ilit$ of CP to t$pical &perations Research practitioners. &ne of the main goals of the pro2ect descri ed in this abstract is to ma3e CP more accessible to a !ider range of practitioners, from industrial &+ experts to M,- students. In order to achieve this, !e have developed a Constraint Programming e.tension of the modeling s$stem Aimms, 3eeping the following requirements and targets in mind. First, !e !ould li3e the difference et!een standard mathematical programming models and CP models to e minimal for a user, and in particular for an Aimms user" Second, !e must offer the most +, Willem-Jan van .oeve, Marcel .unting, and Chris Kuip po!erful CP technolog$ that is available (e.g", access to advanced algorithms for resource-constrained scheduling), as !ell as all common global constraints. Third, the system should e designed for solving hard industrial problems" Note that these targets can e conflicting, e"g., the support of global constraints for their filtering po!er does not align with standard mathematical programming terminology" 2 Background and Related Work (everal other industrial and academic modeling languages/systems have een de- veloped to make the use of CP and h$brid methods more accessi le. Academic systems focusing on the integration of solvers include Zinc 9:; and SIMP% 9<=;" In- dustrial systems include IBM #%&' CP%)> &ptimization Studio (with the &P% language 9<1]), Fico Xpress &ptimization (tudio (with the Mosel language 9?;), and Comet 9<@;" Even though these systems are po!erful and provide advanced interfaces, they mostl$ appeal to specialized developers, and suffer from the aforementioned shortcomings !ith respect to accessi ilit$ to non-specialists, in our opinion" &ur goal is to contri ute to these developments $ focusing specif- icall$ at a solver-independent, intuitive graphical modeling interface, as offered $ the Aimms system, in order to attract non-experts to use CP technology" The modeling language underl$ing Aimms 92,<A; !as originall$ developed in a similar spirit as 'AM( 9=; or AMPL 9B;" (imilar to those systems, it is ased on an algebraic s$ntax and offers access to (at least) #LP, CP, and NLP technology" The main difference with these other languages, ho!ever, is that model development in Aimms revolves around a graphical modeling interface depicting the hierarchical structure in a model formulation" This enables the user to formulate a pro lem in an intuitive and naturall$ decomposed manner" - second important feature of Aimms is that it offers user-developed Dpages’, that can e used to graphicall$ depict solutions and even to build entire end-user applications that can e deplo$ed in practice" 3 Contributions The Aimms e.tension to CP supports all common global constraints, ranging from AllDifferent to Sequence and BinPacking" In addition, it supports ad- vanced scheduling concepts ased on the classical representation using Dactivi- tiesE and DresourcesE 9<;, as !ell as specialized global scheduling constraints as introduced recently in 9F;" Interestingl$, man$ modeling concepts from CP !ere alread$ present in the existing Aimms syntax, albeit restricted to non-variable identifiers" Namel$, Aimms already offers all standard arithmetic, logical, and set related operators" 4his allo!ed us to provide CP functionalit$ with minimal changes to the existing syntax in man$ cases" Finall$, !e have uilt an interface to the CP solvers IBM #%&' CP Optimizer and 'ecode" We refer to 9G; for more details. The Aimms 0nterface to Constraint Programming +1 In summary, the most important contribution of our e.tension to the practice of CP is that less-experienced users can access CP technology in a more intuitive !a$, and furthermore make use of all standard features of Aimms including its advanced graphical interface. In addition, !e remar3 that the related modeling systems 'AMS and AMP% do not support CP technology,1 while &PL, Mosel, and Comet do not provide access to NLP solvers such as C&NOPT, K5#4+O, IP&PT and %'&" With the addition of our CP interface, Aimms is currentl$ the only industrial-strength optimization modeling system that provides access to LP, MIP, CP, NLP, and CP solvers, !hich makes it possible to uild integrated models combining all these technologies. References 2 P Baptiste, C. &e Pape, and W. Nuijten Constraint-Based Scheduling: Applying Constraint Programming to Scheduling Problems Klu%er (cademic Publishers, ,552 , - Bisschop and * Entri7en AIMMS: The modeling system Paragon Decision Technology, 2881 1 - Bisschop and ( Meeraus. !n the development of a general algebraic modeling system in a strategic planning environment Mathematical Programming Study, pages 29,8, 28:, + ; Colombani and S Heipc7e Mosel: (n 6xtensible 6nvironment for Modeling and Programming Solutions. 0n Proceedings of the Fourth International Wor shop on Integration of AI and !" techniques in Constraint Programming for Combinatorial Optimisation Problems $CPAI!"%, ,55, = * >ourer and D.M Gay Extending an algebraic modeling language to support constraint programming. I&F!"MS 'ournal on Computing, 2+<1,,91++, ,55, @ * >ourer, D.M ?ay, and B.W Kernighan (MP&< ( Modeling Language for Mathematical Programming Management Science, 1@<=289==+, 2885 A W - van .oeve, M Hunting, and C. Kuip Constraint programming. 0n AIMMS ()*+: The ,anguage "eference, chapter ,2 Paragon Decision Technology, ,522 : P &aborie. 0BM 0&!? CP !ptimizer for Detailed Scheduling 0llustrated on Three Problems. 0n Proceedings of CPAI!", volume ==+A of ,&CS, pages 2+:92@, Springer, ,558 8 / Marriott, 3 3ethercote, * Rafeh, P - Stuc7ey, M Garcia De La Banda, and M Wallace. The design of the Zinc modelling language. Constraints, 21C1D<,,89 ,@A, ,55: 25 M *oelofs and - - Bisschop AIMMS ()**: The ,anguage "eference Paragon De' cision Technology, ,525 http<))%%% aimms com)downloads/manuals)language- reference. 22 P Ean .entenryc7 The OPL Optimi-ation Programming ,anguage The M0T Press, 2888 With contributions by 0 &ustig, & Michel, and - '> Puget 2, P Ean .entenryc7 and & Michel. Constraint-Based ,ocal Search The M0T Press, ,55= 21 T ;unes, 0 D. (ron, and - 3 .oo7er. (n integrated solver for optimization problems Operations "esearch, =:C,D<1+,91=@, ,525 1 We note that the (MP& language extensions to CP, as described in F=G, have not yet been implemented .
Recommended publications
  • Julia, My New Friend for Computing and Optimization? Pierre Haessig, Lilian Besson
    Julia, my new friend for computing and optimization? Pierre Haessig, Lilian Besson To cite this version: Pierre Haessig, Lilian Besson. Julia, my new friend for computing and optimization?. Master. France. 2018. cel-01830248 HAL Id: cel-01830248 https://hal.archives-ouvertes.fr/cel-01830248 Submitted on 4 Jul 2018 HAL is a multi-disciplinary open access L’archive ouverte pluridisciplinaire HAL, est archive for the deposit and dissemination of sci- destinée au dépôt et à la diffusion de documents entific research documents, whether they are pub- scientifiques de niveau recherche, publiés ou non, lished or not. The documents may come from émanant des établissements d’enseignement et de teaching and research institutions in France or recherche français ou étrangers, des laboratoires abroad, or from public or private research centers. publics ou privés. « Julia, my new computing friend? » | 14 June 2018, IETR@Vannes | By: L. Besson & P. Haessig 1 « Julia, my New frieNd for computiNg aNd optimizatioN? » Intro to the Julia programming language, for MATLAB users Date: 14th of June 2018 Who: Lilian Besson & Pierre Haessig (SCEE & AUT team @ IETR / CentraleSupélec campus Rennes) « Julia, my new computing friend? » | 14 June 2018, IETR@Vannes | By: L. Besson & P. Haessig 2 AgeNda for today [30 miN] 1. What is Julia? [5 miN] 2. ComparisoN with MATLAB [5 miN] 3. Two examples of problems solved Julia [5 miN] 4. LoNger ex. oN optimizatioN with JuMP [13miN] 5. LiNks for more iNformatioN ? [2 miN] « Julia, my new computing friend? » | 14 June 2018, IETR@Vannes | By: L. Besson & P. Haessig 3 1. What is Julia ? Open-source and free programming language (MIT license) Developed since 2012 (creators: MIT researchers) Growing popularity worldwide, in research, data science, finance etc… Multi-platform: Windows, Mac OS X, GNU/Linux..
    [Show full text]
  • Solving Mixed Integer Linear and Nonlinear Problems Using the SCIP Optimization Suite
    Takustraße 7 Konrad-Zuse-Zentrum D-14195 Berlin-Dahlem fur¨ Informationstechnik Berlin Germany TIMO BERTHOLD GERALD GAMRATH AMBROS M. GLEIXNER STEFAN HEINZ THORSTEN KOCH YUJI SHINANO Solving mixed integer linear and nonlinear problems using the SCIP Optimization Suite Supported by the DFG Research Center MATHEON Mathematics for key technologies in Berlin. ZIB-Report 12-27 (July 2012) Herausgegeben vom Konrad-Zuse-Zentrum f¨urInformationstechnik Berlin Takustraße 7 D-14195 Berlin-Dahlem Telefon: 030-84185-0 Telefax: 030-84185-125 e-mail: [email protected] URL: http://www.zib.de ZIB-Report (Print) ISSN 1438-0064 ZIB-Report (Internet) ISSN 2192-7782 Solving mixed integer linear and nonlinear problems using the SCIP Optimization Suite∗ Timo Berthold Gerald Gamrath Ambros M. Gleixner Stefan Heinz Thorsten Koch Yuji Shinano Zuse Institute Berlin, Takustr. 7, 14195 Berlin, Germany, fberthold,gamrath,gleixner,heinz,koch,[email protected] July 31, 2012 Abstract This paper introduces the SCIP Optimization Suite and discusses the ca- pabilities of its three components: the modeling language Zimpl, the linear programming solver SoPlex, and the constraint integer programming frame- work SCIP. We explain how these can be used in concert to model and solve challenging mixed integer linear and nonlinear optimization problems. SCIP is currently one of the fastest non-commercial MIP and MINLP solvers. We demonstrate the usage of Zimpl, SCIP, and SoPlex by selected examples, give an overview of available interfaces, and outline plans for future development. ∗A Japanese translation of this paper will be published in the Proceedings of the 24th RAMP Symposium held at Tohoku University, Miyagi, Japan, 27{28 September 2012, see http://orsj.or.
    [Show full text]
  • [20Pt]Algorithms for Constrained Optimization: [ 5Pt]
    SOL Optimization 1970s 1980s 1990s 2000s 2010s Summary 2020s Algorithms for Constrained Optimization: The Benefits of General-purpose Software Michael Saunders MS&E and ICME, Stanford University California, USA 3rd AI+IoT Business Conference Shenzhen, China, April 25, 2019 Optimization Software 3rd AI+IoT Business Conference, Shenzhen, April 25, 2019 1/39 SOL Optimization 1970s 1980s 1990s 2000s 2010s Summary 2020s SOL Systems Optimization Laboratory George Dantzig, Stanford University, 1974 Inventor of the Simplex Method Father of linear programming Large-scale optimization: Algorithms, software, applications Optimization Software 3rd AI+IoT Business Conference, Shenzhen, April 25, 2019 2/39 SOL Optimization 1970s 1980s 1990s 2000s 2010s Summary 2020s SOL history 1974 Dantzig and Cottle start SOL 1974{78 John Tomlin, LP/MIP expert 1974{2005 Alan Manne, nonlinear economic models 1975{76 MS, MINOS first version 1979{87 Philip Gill, Walter Murray, MS, Margaret Wright (Gang of 4!) 1989{ Gerd Infanger, stochastic optimization 1979{ Walter Murray, MS, many students 2002{ Yinyu Ye, optimization algorithms, especially interior methods This week! UC Berkeley opened George B. Dantzig Auditorium Optimization Software 3rd AI+IoT Business Conference, Shenzhen, April 25, 2019 3/39 SOL Optimization 1970s 1980s 1990s 2000s 2010s Summary 2020s Optimization problems Minimize an objective function subject to constraints: 0 x 1 min '(x) st ` ≤ @ Ax A ≤ u c(x) x variables 0 1 A matrix c1(x) B . C c(x) nonlinear functions @ . A c (x) `; u bounds m Optimization
    [Show full text]
  • Numericaloptimization
    Numerical Optimization Alberto Bemporad http://cse.lab.imtlucca.it/~bemporad/teaching/numopt Academic year 2020-2021 Course objectives Solve complex decision problems by using numerical optimization Application domains: • Finance, management science, economics (portfolio optimization, business analytics, investment plans, resource allocation, logistics, ...) • Engineering (engineering design, process optimization, embedded control, ...) • Artificial intelligence (machine learning, data science, autonomous driving, ...) • Myriads of other applications (transportation, smart grids, water networks, sports scheduling, health-care, oil & gas, space, ...) ©2021 A. Bemporad - Numerical Optimization 2/102 Course objectives What this course is about: • How to formulate a decision problem as a numerical optimization problem? (modeling) • Which numerical algorithm is most appropriate to solve the problem? (algorithms) • What’s the theory behind the algorithm? (theory) ©2021 A. Bemporad - Numerical Optimization 3/102 Course contents • Optimization modeling – Linear models – Convex models • Optimization theory – Optimality conditions, sensitivity analysis – Duality • Optimization algorithms – Basics of numerical linear algebra – Convex programming – Nonlinear programming ©2021 A. Bemporad - Numerical Optimization 4/102 References i ©2021 A. Bemporad - Numerical Optimization 5/102 Other references • Stephen Boyd’s “Convex Optimization” courses at Stanford: http://ee364a.stanford.edu http://ee364b.stanford.edu • Lieven Vandenberghe’s courses at UCLA: http://www.seas.ucla.edu/~vandenbe/ • For more tutorials/books see http://plato.asu.edu/sub/tutorials.html ©2021 A. Bemporad - Numerical Optimization 6/102 Optimization modeling What is optimization? • Optimization = assign values to a set of decision variables so to optimize a certain objective function • Example: Which is the best velocity to minimize fuel consumption ? fuel [ℓ/km] velocity [km/h] 0 30 60 90 120 160 ©2021 A.
    [Show full text]
  • Specifying “Logical” Conditions in AMPL Optimization Models
    Specifying “Logical” Conditions in AMPL Optimization Models Robert Fourer AMPL Optimization www.ampl.com — 773-336-AMPL INFORMS Annual Meeting Phoenix, Arizona — 14-17 October 2012 Session SA15, Software Demonstrations Robert Fourer, Logical Conditions in AMPL INFORMS Annual Meeting — 14-17 Oct 2012 — Session SA15, Software Demonstrations 1 New and Forthcoming Developments in the AMPL Modeling Language and System Optimization modelers are often stymied by the complications of converting problem logic into algebraic constraints suitable for solvers. The AMPL modeling language thus allows various logical conditions to be described directly. Additionally a new interface to the ILOG CP solver handles logic in a natural way not requiring conventional transformations. Robert Fourer, Logical Conditions in AMPL INFORMS Annual Meeting — 14-17 Oct 2012 — Session SA15, Software Demonstrations 2 AMPL News Free AMPL book chapters AMPL for Courses Extended function library Extended support for “logical” conditions AMPL driver for CPLEX Opt Studio “Concert” C++ interface Support for ILOG CP constraint programming solver Support for “logical” constraints in CPLEX INFORMS Impact Prize to . Originators of AIMMS, AMPL, GAMS, LINDO, MPL Awards presented Sunday 8:30-9:45, Conv Ctr West 101 Doors close 8:45! Robert Fourer, Logical Conditions in AMPL INFORMS Annual Meeting — 14-17 Oct 2012 — Session SA15, Software Demonstrations 3 AMPL Book Chapters now free for download www.ampl.com/BOOK/download.html Bound copies remain available purchase from usual
    [Show full text]
  • AIMMS 4 Release Notes
    AIMMS 4 Release Notes Visit our web site www.aimms.com for regular updates Contents Contents 2 1 System Requirements 3 1.1 Hardware and operating system requirements ......... 3 1.2 ODBC and OLE DB database connectivity issues ........ 4 1.3 Viewing help files and documentation .............. 5 2 Installation Instructions 7 2.1 Installation instructions ....................... 7 2.2 Solver availability per platform ................... 8 2.3 Aimms licensing ............................ 9 2.3.1 Personal and machine nodelocks ............. 9 2.3.2 Installing an Aimms license ................ 12 2.3.3 Managing Aimms licenses ................. 14 2.3.4 Location of license files ................... 15 2.4 OpenSSL license ............................ 17 3 Project Conversion Instructions 20 3.1 Conversion of projects developed in Aimms 3.13 and before 20 3.2 Conversionof Aimms 3 projects to Aimms 4 ........... 22 3.2.1 Data management changes in Aimms 4.0 ........ 24 4 Getting Support 27 4.1 Reporting a problem ......................... 27 4.2 Known and reported issues ..................... 28 5 Release Notes 29 What’s new in Aimms 4 ........................ 29 Chapter 1 System Requirements This chapter discusses the system requirements necessary to run the various System components of your Win32 Aimms 4 system successfully. When a particular requirements requirement involves the installation of additional system software compo- nents, or an update thereof, the (optional) installation of such components will be part of the Aimms installation procedure. 1.1 Hardware and operating system requirements The following list provides the minimum hardware requirements to run your Hardware Aimms 4 system. requirements 1.6 Ghz or higher x86 or x64 processor XGA display adapter and monitor 1 Gb RAM 1 Gb free disk space Note, however, that performance depends on model size and type and can vary.
    [Show full text]
  • Spatially Explicit Techno-Economic Optimisation Modelling of UK Heating Futures
    Spatially explicit techno-economic optimisation modelling of UK heating futures A thesis submitted in fulfilment of the requirements for the Degree of Doctor of Philosophy UCL Energy Institute University College London Date: 3rd April 2013 Candidate: Francis Li Supervisors: Robert Lowe, Mark Barrett I, Francis Li, confirm that the work presented in this thesis is my own. Where information has been derived from other sources, I confirm that this has been indicated in the thesis. Francis Li, 3rd April 2013 2 For Eugenia 3 Abstract This thesis describes the use of a spatially explicit model to investigate the economies of scale associated with district heating technologies and consequently, their future technical potential when compared against individual building heating. Existing energy system models used for informing UK technology policy do not employ high enough spatial resolutions to map district heating potential at the individual settlement level. At the same time, the major precedent studies on UK district heating potential have not explored future scenarios out to 2050 and have a number of relevant low-carbon heat supply technologies absent from their analyses. This has resulted in cognitive dissonance in UK energy policy whereby district heating is often simultaneously acknowledged as both highly desirable in the near term but ultimately lacking any long term future. The Settlement Energy Demand System Optimiser (SEDSO) builds on key techno-economic studies from the last decade to further investigate this policy challenge. SEDSO can be distinguished from other models used for investigating UK heat decarbonisation by employing a unique combination of extensive spatial detail, technical modelling which captures key cost-related nonlinearities, and a least-cost constrained optimisation approach to technology selection.
    [Show full text]
  • AIMMS 4 Linux Release Notes
    AIMMS 4 Portable component Linux Intel version Release Notes for Linux Visit our web site www.aimms.com for regular updates Contents Contents 2 1 System Overview of the Intel Linux Aimms Component 3 1.1 Hardware and operating system requirements ......... 3 1.2 Feature comparison with the Win32/Win64 version ...... 3 2 Installation and Usage 5 2.1 Installation instructions ....................... 5 2.2 Solver availability per platform ................... 6 2.3 Licensing ................................ 6 2.4 Usage of the portable component ................. 10 2.5 The Aimms command line tool ................... 10 3 Getting Support 13 3.1 Reporting a problem ......................... 13 3.2 Known and reported issues ..................... 14 4 Release Notes 15 What’s new in Aimms 4 ........................ 15 Chapter 1 System Overview of the Intel Linux Aimms Component This chapter discusses the system requirements necessary to run the portable System Intel Linux Aimms component. The chapter also contains a feature comparison overview with the regular Windows version of Aimms. 1.1 Hardware and operating system requirements The following list of hardware and software requirements applies to the por- Hardware table Intel x64 Linux Aimms 4 component release. requirements Linux x64 Intel x64 compatible system Centos 6, Red Hat 6, or Ubuntu 12.04 Linux operating system 1 Gb RAM 1 Gb free disk space Note, however, that performance depends on model size and type and can Performance vary. It can also be affected by the number of other applications that are running concurrently with Aimms. In cases of a (regular) performance drop of either Aimms or other applications you are advised to install sufficiently additional RAM.
    [Show full text]
  • Notes 1: Introduction to Optimization Models
    Notes 1: Introduction to Optimization Models IND E 599 September 29, 2010 IND E 599 Notes 1 Slide 1 Course Objectives I Survey of optimization models and formulations, with focus on modeling, not on algorithms I Include a variety of applications, such as, industrial, mechanical, civil and electrical engineering, financial optimization models, health care systems, environmental ecology, and forestry I Include many types of optimization models, such as, linear programming, integer programming, quadratic assignment problem, nonlinear convex problems and black-box models I Include many common formulations, such as, facility location, vehicle routing, job shop scheduling, flow shop scheduling, production scheduling (min make span, min max lateness), knapsack/multi-knapsack, traveling salesman, capacitated assignment problem, set covering/packing, network flow, shortest path, and max flow. IND E 599 Notes 1 Slide 2 Tentative Topics Each topic is an introduction to what could be a complete course: 1. basic linear models (LP) with sensitivity analysis 2. integer models (IP), such as the assignment problem, knapsack problem and the traveling salesman problem 3. mixed integer formulations 4. quadratic assignment problems 5. include uncertainty with chance-constraints, stochastic programming scenario-based formulations, and robust optimization 6. multi-objective formulations 7. nonlinear formulations, as often found in engineering design 8. brief introduction to constraint logic programming 9. brief introduction to dynamic programming IND E 599 Notes 1 Slide 3 Computer Software I Catalyst Tools (https://catalyst.uw.edu/) I AIMMS - optimization software (http://www.aimms.com/) Ming Fang - AIMMS software consultant IND E 599 Notes 1 Slide 4 What is Mathematical Programming? Mathematical programming refers to \programming" as a \planning" activity: as in I linear programming (LP) I integer programming (IP) I mixed integer linear programming (MILP) I non-linear programming (NLP) \Optimization" is becoming more common, e.g.
    [Show full text]
  • ILOG AMPL CPLEX System Version 9.0 User's Guide
    ILOG AMPL CPLEX System Version 9.0 User’s Guide Standard (Command-line) Version Including CPLEX Directives September 2003 Copyright © 1987-2003, by ILOG S.A. All rights reserved. ILOG, the ILOG design, CPLEX, and all other logos and product and service names of ILOG are registered trademarks or trademarks of ILOG in France, the U.S. and/or other countries. JavaTM and all Java-based marks are either trademarks or registered trademarks of Sun Microsystems, Inc. in the United States and other countries. Microsoft, Windows, and Windows NT are either trademarks or registered trademarks of Microsoft Corporation in the U.S. and other countries. All other brand, product and company names are trademarks or registered trademarks of their respective holders. AMPL is a registered trademark of AMPL Optimization LLC and is distributed under license by ILOG.. CPLEX is a registered trademark of ILOG.. Printed in France. CO N T E N T S Table of Contents Chapter 1 Introduction . 1 Welcome to AMPL . .1 Using this Guide. .1 Installing AMPL . .2 Requirements. .2 Unix Installation . .3 Windows Installation . .3 AMPL and Parallel CPLEX. 4 Licensing . .4 Usage Notes . .4 Installed Files . .5 Chapter 2 Using AMPL. 7 Running AMPL . .7 Using a Text Editor . .7 Running AMPL in Batch Mode . .8 Chapter 3 AMPL-Solver Interaction . 11 Choosing a Solver . .11 Specifying Solver Options . .12 Initial Variable Values and Solvers. .13 ILOG AMPL CPLEX SYSTEM 9.0 — USER’ S GUIDE v Problem and Solution Files. .13 Saving temporary files . .14 Creating Auxiliary Files . .15 Running Solvers Outside AMPL. .16 Using MPS File Format .
    [Show full text]
  • AIMMS Modeling Guide - Linear Programming Tricks
    AIMMS Modeling Guide - Linear Programming Tricks This file contains only one chapter of the book. For a free download of the complete book in pdf format, please visit www.aimms.com. Aimms 4 Copyright c 1993–2018 by AIMMS B.V. All rights reserved. AIMMS B.V. AIMMS Inc. Diakenhuisweg 29-35 11711 SE 8th Street 2033 AP Haarlem Suite 303 The Netherlands Bellevue, WA 98005 Tel.: +31 23 5511512 USA Tel.: +1 425 458 4024 AIMMS Pte. Ltd. AIMMS 55 Market Street #10-00 SOHO Fuxing Plaza No.388 Singapore 048941 Building D-71, Level 3 Tel.: +65 6521 2827 Madang Road, Huangpu District Shanghai 200025 China Tel.: ++86 21 5309 8733 Email: [email protected] WWW: www.aimms.com Aimms is a registered trademark of AIMMS B.V. IBM ILOG CPLEX and CPLEX is a registered trademark of IBM Corporation. GUROBI is a registered trademark of Gurobi Optimization, Inc. Knitro is a registered trademark of Artelys. Windows and Excel are registered trademarks of Microsoft Corporation. TEX, LATEX, and AMS-LATEX are trademarks of the American Mathematical Society. Lucida is a registered trademark of Bigelow & Holmes Inc. Acrobat is a registered trademark of Adobe Systems Inc. Other brands and their products are trademarks of their respective holders. Information in this document is subject to change without notice and does not represent a commitment on the part of AIMMS B.V. The software described in this document is furnished under a license agreement and may only be used and copied in accordance with the terms of the agreement. The documentation may not, in whole or in part, be copied, photocopied, reproduced, translated, or reduced to any electronic medium or machine-readable form without prior consent, in writing, from AIMMS B.V.
    [Show full text]
  • Open Source Tools for Optimization in Python
    Open Source Tools for Optimization in Python Ted Ralphs Sage Days Workshop IMA, Minneapolis, MN, 21 August 2017 T.K. Ralphs (Lehigh University) Open Source Optimization August 21, 2017 Outline 1 Introduction 2 COIN-OR 3 Modeling Software 4 Python-based Modeling Tools PuLP/DipPy CyLP yaposib Pyomo T.K. Ralphs (Lehigh University) Open Source Optimization August 21, 2017 Outline 1 Introduction 2 COIN-OR 3 Modeling Software 4 Python-based Modeling Tools PuLP/DipPy CyLP yaposib Pyomo T.K. Ralphs (Lehigh University) Open Source Optimization August 21, 2017 Caveats and Motivation Caveats I have no idea about the background of the audience. The talk may be either too basic or too advanced. Why am I here? I’m not a Sage developer or user (yet!). I’m hoping this will be a chance to get more involved in Sage development. Please ask lots of questions so as to guide me in what to dive into! T.K. Ralphs (Lehigh University) Open Source Optimization August 21, 2017 Mathematical Optimization Mathematical optimization provides a formal language for describing and analyzing optimization problems. Elements of the model: Decision variables Constraints Objective Function Parameters and Data The general form of a mathematical optimization problem is: min or max f (x) (1) 8 9 < ≤ = s.t. gi(x) = bi (2) : ≥ ; x 2 X (3) where X ⊆ Rn might be a discrete set. T.K. Ralphs (Lehigh University) Open Source Optimization August 21, 2017 Types of Mathematical Optimization Problems The type of a mathematical optimization problem is determined primarily by The form of the objective and the constraints.
    [Show full text]