STRUCTURE EXPLOITING TOOL IN ALGEBRAIC MODELING LANGUAGES

E. Fragniere, J. Gondzio, R. Sarkissian and J.-P. Vial

A new concept is proposed for linking algebraic modeling language and the structure exploiting solver. SPI (Structure Passing Interface) is a program that enables retrieving structure from the anonymous mathematical program built by the algebraic modeling language. SPI passes the special structure of the problem to a SES (Structure Exploiting Solver). An integration of SPI and SES leads to SET (Structure Exploiting Tool) and can be integrated with any algebraic modeling language. Many of today large mathematical programs generated with algebraic modeling languages are decomposable. Due to their expected huge size they should be able to take full advantage of modern optimization techniques --- interior point methods. Therefore, as a pilot implementation that uses SET, we have chosen the decomposition based on interior point methods. Moreover, this implementation employs two optimization codes freely available for research use: the Analytic Center Cutting Plane Method (ACCPM) - interior point based decomposition algorithm and the Higher Order Primal-Dual Method (HOPDM) - general purpose interior point LP solver.

Logilab Technical Report 97.2 Section of Management Studies, University of Geneva, 102 Bd Carl Vogt, CH-1211 Geneva 4, Switzerland, June 18, 1997.

Contact: gondzio@divsun.unige.ch


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