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Analyzing Mathematical Programs Using MProbe

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Abstract

Just as modern general-purpose programming languages (e.g., C++, Java) are supported by a suite of tools (debuggers, profilers, etc.), mathematical programming languages need supporting tools. MProbe is an example of a suite of tools supporting a mathematical programming language, in this case AMPL. MProbe includes tools for empirically estimating the shape of nonlinear functions of many variables, nonlinearly-constrained region shape, the effect of the objective shape on the ability to find a global optimum, tools for estimating the effectiveness of constraints and for navigating through the model, among others.

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Chinneck, J.W. Analyzing Mathematical Programs Using MProbe. Annals of Operations Research 104, 33–48 (2001). https://doi.org/10.1023/A:1013178600790

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