A Structure-Exploiting Tool in Algebraic Modeling Languages

Emmanuel Fragnière (), Jacek Gondzio (), Robert Sarkissian () and Jean-Philippe Vial ()
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Emmanuel Fragnière: HEC, Department of Management, University of Lausanne, BFSH1, 1015 Dorigny-Lausanne, Switzerland
Jacek Gondzio: Systems Research Institute, Polish Academy of Sciences, Newelska 6, 01-447 Warsaw, Poland
Robert Sarkissian: Logilab, HEC, Section of Management Studies, University of Geneva, 102 Bd. Carl Vogt, CH-1211 Genève 4, Switzerland
Jean-Philippe Vial: Logilab, HEC, Section of Management Studies, University of Geneva, 102 Bd. Carl Vogt, CH-1211 Genève 4, Switzerland

Management Science, 2000, vol. 46, issue 8, 1145-1158

Abstract: A new concept is proposed for linking algebraic modeling languages with structure-exploiting solvers. SPI (Structure-Passing Interface) is a program that retrieves 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.

Keywords: algebraic modeling language; large scale optimization; structure-exploiting solver (search for similar items in EconPapers)
Date: 2000
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