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A Structure-Exploiting Tool in Algebraic Modeling Languages

Author

Listed:
  • 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)

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.

Suggested Citation

  • Emmanuel Fragnière & Jacek Gondzio & Robert Sarkissian & Jean-Philippe Vial, 2000. "A Structure-Exploiting Tool in Algebraic Modeling Languages," Management Science, INFORMS, vol. 46(8), pages 1145-1158, August.
    • Handle: RePEc:inm:ormnsc:v:46:y:2000:i:8:p:1145-1158
    DOI: 10.1287/mnsc.46.8.1145.12026
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    References listed on IDEAS

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    Cited by:

    1. Michael R. Bussieck & Arne Stolbjerg Drud & Alexander Meeraus, 2003. "MINLPLib—A Collection of Test Models for Mixed-Integer Nonlinear Programming," INFORMS Journal on Computing, INFORMS, vol. 15(1), pages 114-119, February.

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