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Communication protocols for options and results in a distributed optimization environment

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Abstract

Much has been written about optimization instance formats. The MPS standard for linear mixed-integer programs is well known and has been around for many years. Other extensible formats are available for other optimization categories such as stochastic and nonlinear programming. However, the problem instance is not the only piece of information shared between the instance generator and the solver. Solver options and solver results must also be communicated. To our knowledge there is no commonly accepted format for representing either solver options or solver results. In this paper we propose a framework and theory for solver option and solver result representation in a modern distributed computing environment. A software implementation of the framework is available as an open-source COIN-OR project.

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Acknowledgments

The authors are grateful to the associate editor and three anonymous referees for their handling of the paper. Their careful reading of and detailed comments on two previous versions have vastly improved the presentation. Any remaining shortcomings are the sole responsibility of the authors.

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Authors and Affiliations

  1. Rowe School of Business, Dalhousie University, Halifax, NS, B3H 4R2, Canada

    Horand Gassmann

  2. JTechnologies, LLC, Arlington Heights, IL, USA

    Jun Ma

  3. Booth School of Business, The University of Chicago, Chicago, IL, USA

    Kipp Martin

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  1. Horand Gassmann
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  2. Jun Ma
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Correspondence to Horand Gassmann.

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Gassmann, H., Ma, J. & Martin, K. Communication protocols for options and results in a distributed optimization environment. Math. Prog. Comp. 8, 161–189 (2016). https://doi.org/10.1007/s12532-015-0091-5

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