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Algebraic Modeling Languages for Optimization

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Encyclopedia of Operations Research and Management Science

Introduction

Algebraic modeling languages are sophisticated software packages that provide a key link between an analyst’s mathematical conception of an optimization model and the complex algorithmic routines that seek out optimal solutions. By allowing models to be described in the high-level, symbolic way that people think of them, while automating the translation to and from the quite different low-level forms required by algorithms, algebraic modeling languages greatly reduce the effort and increase the reliability of formulation and analysis. They have thus played an essential role in the spread of optimization to all aspects to OR/MS and to many allied disciplines.

Background and Motivation

Practical software packages for solving optimization problems emerged in the 1950s, as soon as there were computers to run them. Initially based on linear programming, these solvers were soon generalized to allow for nonlinearities and to accommodate integer variables and other discrete...

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Fourer, R. (2013). Algebraic Modeling Languages for Optimization. In: Gass, S.I., Fu, M.C. (eds) Encyclopedia of Operations Research and Management Science. Springer, Boston, MA. https://doi.org/10.1007/978-1-4419-1153-7_25

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  • DOI: https://doi.org/10.1007/978-1-4419-1153-7_25

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