A structure-exploiting tool in algebraic modeling languages

被引:12
作者
Fragnière, E
Gondzio, J
Sarkissian, R
Vial, JP
机构
[1] Univ Lausanne, Dept Management, HEC, BFSH1, CH-1015 Lausanne, Switzerland
[2] Polish Acad Sci, Syst Res Inst, PL-01447 Warsaw, Poland
[3] Univ Geneva, Sect Management Studies, HEC, Ligilab, CH-1211 Geneva 4, Switzerland
关键词
algebraic modeling language; large scale optimization; structure-exploiting solver;
D O I
10.1287/mnsc.46.8.1145.12026
中图分类号
C93 [管理学];
学科分类号
12 ; 1201 ; 1202 ; 120202 ;
摘要
A new concept is proposed for linking algebraic modeling languages with structure-exploiting solvers. SPI (Structure-Passing Interface) is a program that retrieves structure new concept is proposed for linking algebraic modeling languages with structure from an anonymous mathematical program built by an algebraic modeling language. SPI passes the special structure of the problem to an SES (Structure-Exploiting Solver). An integration of SPI and SES leads to SET (Structure-Exploiting Tool) and can be used with any algebraic modeling language. This approach relies on the idea that most exploitable block structures can be easily detected from the algebraic formulation of models. It should enable algebraic modeling languages to access the large body of algorithmic techniques which require problem structure.
引用
收藏
页码:1145 / 1158
页数:14
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