Numerical Issues and Influences in the Design of Algebraic Modeling Languages for Optimization

Robert Fourer (4eriems.northwestern.edu)
David M. Gay (dmgampl.com)

Abstract: This paper draws from our experience in developing the AMPL modeling language, to show where numerical issues have been crucial to modeling language design and where modeling language advances have strongly influenced the design of solvers.

Keywords: modeling languages, numerical analysis, presolve, rounding, Hessian computations, mathematical programs with equilibrium constraints

Category 1: Optimization Software and Modeling Systems (Modeling Languages and Systems )

Category 2: Optimization Software and Modeling Systems (Optimization Software Design Principles )

Category 3: Complementarity and Variational Inequalities

Citation: Proceedings of the 20th Biennial Conference on Numerical Analysis, Dundee, Scotland, D.F. Griffiths and G.A. Watson, eds., University of Dundee Numerical Analysis Report NA/217 (2003).

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Entry Submitted: 12/08/2003
Entry Accepted: 12/09/2003
Entry Last Modified: 12/08/2003

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