Lecture9

# Lecture9 - Introduction to Mathematical Programming IE406...

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Introduction to Mathematical Programming IE406 Lecture 9 Dr. Ted Ralphs

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IE406 Lecture 9 1 Reading for This Lecture AMPL Book : Chapter 1 AMPL : A Mathematical Programming Language GMPL User’s Guide ZIMPL User’s Guide
IE406 Lecture 9 2 Software for Mathematical Programs So far, we have seen how to solve linear programs by hand . In practice, most people use third-party software . Most solvers have the simplex method and some others. Commercial solvers CPLEX available in ISE XPRESS-MP available in ISE MOSEK LINDO Open source solvers (free to download and use) CLP DYLP GLPK SOPLEX lp solve SYMPHONY

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IE406 Lecture 9 3 File Formats for Mathematical Programs Question : How do we tell the solver what the linear program is? One possible approach : Formulate the model. Generate the constraint matrix for your instance and data. Export the entire constraint matrix to a ﬁle using a standard format. Pass the ﬁle to a solver. Get the answer and interpret it in terms of the original model. File formats for mathematical programs MPS LP LPFML Problems with this approach : The constraint matrices can be huge. It is tedious to generate them. You can’t easily modify the model parameters or data. Diﬀerent solvers accept diﬀerent ﬁle formats.
IE406 Lecture 9 4 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. easily modify parameters and data. work with multiple solvers . Commercial modeling languages GAMS LINGO MPL AMPL available in ISE LINGO MOSEL OPL available in ISE Open source modeling languages (free to download and use) GMPL ZIMPL

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IE406 Lecture 9 5 AMPL Currently, the most commonly used modeling language is probably AMPL , but many other languages are similar in concept. AMPL has many of the features of a programming language, including loops and conditionals. Most available solvers will read
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Lecture9 - Introduction to Mathematical Programming IE406...

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