Lecture10

# Lecture10 - Advanced Operations Research Techniques IE316...

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Advanced Operations Research Techniques IE316 Lecture 10 Dr. Ted Ralphs

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IE316 Lecture 10 1 Reading for This Lecture AMPL Book : Chapter 1 AMPL : A Mathematical Programming Language
IE316 Lecture 10 2 Software for Mathematical Programs So far, we have seen how to solve linear programs by hand . In practice, most people use commercial software . All commercial solvers have some version of the simplex method , along with some other methods. Some commercial solvers CPLEX XPRESS-MP MINOS Question : How do we tell the solver what the linear program is?

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IE316 Lecture 10 3 Inputting the Model Directly One possible approach : Formulate the model. Generate the constraint matrix for your instance and data. Type the entire constraint matrix into a ﬁle using a standard format. Pass the ﬁle to a solver. Get the answer and interpret it in terms of the original model. Problems with this approach : The constraint matrices can be huge. It is extremely tedious to type them in. If you want to modify the model parameters or data, you have to retype the entire matrix. Diﬀerent solvers accept diﬀerent ﬁle formats. Ugly!
4 A Better Approach: Modeling Languages Modeling languages provide an interface between the user and the solver. They allow the user to input the model in a “ natural ” format. They make it easy to modify parameters and data. They can work with

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## This note was uploaded on 08/06/2008 for the course IE 316 taught by Professor Ralphs during the Fall '08 term at Lehigh University .

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Lecture10 - Advanced Operations Research Techniques IE316...

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