Skip to main content
Log in

DrAmpl: a meta solver for optimization problem analysis

  • Original Paper
  • Published:
Computational Management Science Aims and scope Submit manuscript

Abstract

Optimization problems modeled in the AMPL modeling language (Fourer et al., in AMPL: a modeling language for mathematical programming, 2002) may be examined by a set of tools found in the AMPL Solver Library (Gay, in Hooking your solver to AMPL, 1997). DrAmpl is a meta solver which, by use of the AMPL Solver Library, dissects such optimization problems, obtains statistics on their data, is able to symbolically prove or numerically disprove convexity of the functions involved and provides aid in the decision for an appropriate solver. A problem is associated with a number of relevant solvers available on the NEOS Server for Optimization (Czyzyk et al., in IEEE J Comput Sci Eng 5:68–75, 1998) by means of a relational database. We describe the need for such a tool, the design of DrAmpl and some of its consequences, and keep in mind that a similar tool could be developed for other algebraic modeling languages.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  • Bauer FL (1974) Computational graphs and rounding error. SIAM J Numer Anal 11(1): 87–96

    Article  Google Scholar 

  • Brooke A, Kendrick D, Meeraus A (1998) GAMS: a users’ guide. GAMS Development Corporation, Washington

    Google Scholar 

  • Byrd RH, Gilbert J-Ch, Nocedal J (2000) A trust region method based on interior point techniques for nonlinear programming. Math Program Ser A 89(1): 149–185

    Article  Google Scholar 

  • Byrd RH, Gould NIM, Nocedal J, Waltz RA (2006) On the convergence of successive linear-quadratic programming algorithms. SIAM J Optim 16(2): 471–489

    Article  Google Scholar 

  • Chinneck J (2001) Analyzing mathematical programs using MProbe. Ann Oper Res 104: 33–48

    Article  Google Scholar 

  • Conn AR, Gould NIM, Toint PL (1992) LANCELOT, a Fortran package for large-scale nonlinear optimization (Release A). Number 17 in Springer Series in Computational Mathematics. Springer-Verlag, New York

  • Czyzyk J, Mesnier M, Moré JJ (1998) The NEOS server. IEEE J Comput Sci Eng 5: 68–75

    Article  Google Scholar 

  • Dolan E (2001) The NEOS server 4.0 administrative guide. Technical Memorandum ANL/MCS-TM-250, The Mathematical and Computer Science Division, Argonne National Laboratory, Argonne, IL

  • Dolan ED, Moré JJ (2001a) Benchmarking optimization software with COPS. Technical Report ANL/MCS-246, Argonne National Laboratory

  • Dolan ED, Moré JJ (2001b) http://www.mcs.anl.edu/~more/cops

  • Fletcher R, Gould NIM, Leyffer S, Toint PL, Wächter A (2002) On the global convergence of trust-region SQP-filter algorithms for general nonlinear programming. SIAM J Optim 13(2): 635–659

    Article  Google Scholar 

  • Fourer R, Gay DM, Kernighan BW (2002) AMPL: a modeling language for mathematical programming, 2nd edn. Duxbury Press

  • Fourer R, Maheshwari C, Neumaier A, Orban D, Schichl H (2009) Convexity and concavity detection in computational graphs: tree walks for convexity proving. INFORMS J Comput. doi:10.1287/ijoc.1090.0321 (Published online ahead of print)

  • Gay DM (1991) Automatic differentiation of nonlinear AMPL models. In: Griewank A, Corliss G (eds) Automatic differentiation of algorithms: theory, implementation, and application. SIAM, Philadelphia, pp 61–73

    Google Scholar 

  • Gay DM (1996a) Automatically finding and exploiting partially separable structure in nonlinear programming problems. Numerical Analysis Manuscript. AT&T Bell Laboratories

  • Gay DM (1996) More AD of nonlinear AMPL models: computing Hessian information and exploiting partial separability. In: Corliss G, Berz M, Bischof C, Griewank A (eds) Computational differentiation: techniques, applications and tools. SIAM, Philadelphia, pp 173–184

    Google Scholar 

  • Gay DM (1997) Hooking your solver to AMPL. Technical Report 97-4-06. Lucent Technologies Bell Labs Innovations, Murray Hill, NJ. http://www.ampl.com/REFS/HOOKING

  • Gill P, Murray W, Saunders M (1997) User’s guide for SNOPT 5.3: a Fortran package for large-scale nonlinear programming. Regents of the University of California, Board of Trustees of Stanford University

  • Gould NIM, Lucidi S, Roma M, Toint PL (1999) Solving the trust-region subproblem using the Lanczos method. SIAM J Optim 9(2): 504–525

    Article  Google Scholar 

  • Grant MC, Boyd S, Ye Y (2006) Disciplined convex programming. In: Liberti L, Maculan N (eds) Global optimization: from theory to implementation, nonconvex optimization and its applications. Springer, New York, pp 155–210

    Google Scholar 

  • Griewank A (2000) Evaluating derivatives: principles and techniques of algorithmic differentiation. Number FR19 in Frontiers in Applied Mathematics. SIAM

  • Gropp W, Moré JJ (1997) Optimization environments and the NEOS server. In: Buhmann MD, Iserles A (eds) Approximation theory and optimization. Cambridge University Press, Cambridge, pp 167–182

    Google Scholar 

  • Kantorovich LV (1957) On a mathematical symbolism convenient for performing machine calculations. Dokl Akad Nauk SSSR 113(4): 738–741 (in Russian)

    Google Scholar 

  • Nenov IP, Fylstra DH, Kolev LV (2004) Convexity determination in the microsoft excel solver using automatic differentiation techniques. Technical Report, Frontline Systems Inc., Incline Village NV, USA

  • Schichl H, Neumaier A (2005) Interval analysis on directed acyclic graphs for global optimization. J Glob Optim 33(4): 541–562

    Article  Google Scholar 

  • Spellucci P (1998) An SQP method for general nonlinear programs using only equality constrained subproblems. Math Program 82(3): 413–448

    Article  Google Scholar 

  • Vanderbei RJ, Shanno DF (1999) An interior point algorithm for nonconvex nonlinear programming. Comput Optim Appl 13(3): 231–252

    Article  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Dominique Orban.

Additional information

Research partially supported by National Science Foundation Grants 03-22580 and 08-00662 and NSERC Discovery Grant 299010-04.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Fourer, R., Orban, D. DrAmpl: a meta solver for optimization problem analysis. Comput Manag Sci 7, 437–463 (2010). https://doi.org/10.1007/s10287-009-0101-z

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10287-009-0101-z

Keywords

JEL Classification

Mathematics Subject Classification (2000)

Navigation