OSiL: An instance language for optimization
- 112 Downloads
Distributed computing technologies such as Web Services are growing rapidly in importance in today’s computing environment. In the area of mathematical optimization, it is common to separate modeling languages from optimization solvers. In a completely distributed environment, the modeling language software, solver software, and data used to generate a model instance might reside on different machines using different operating systems. Such a distributed environment makes it critical to have an open standard for exchanging model instances.
In this paper we present OSiL (Optimization Services instance Language), an XML-based computer language for representing instances of large-scale optimization problems including linear programs, mixed-integer programs, quadratic programs, and very general nonlinear programs. OSiL has two key features that make it much superior to current standard forms for optimization problem instances. First, it uses the object-oriented features of XML schemas to efficiently represent nonlinear expressions. Second, its XML schema maps directly into a corresponding in-memory representation of a problem instance. The in-memory representation provides a robust application program interface for general nonlinear programming, facilitates reading and writing postfix, prefix, and infix formats to and from the nonlinear expression tree, and makes the expression tree readily available for function and derivative evaluations.
KeywordsLinear programming Nonlinear programming Modeling languages Information systems Web services XML
Unable to display preview. Download preview PDF.
- 1.Aho, A.V., Sethi, R., Ullman, J.D.: Compilers: Principles, Techniques and Tools. Addison-Wesley, Reading (1986) Google Scholar
- 2.Bell, B.: CppAD: A package for C++ algorithmic differentiation. http://www.coin-or.org/CppAD/ (2006)
- 3.Bischof, C.H., Bücker, H.M., Marquardt, W., Petera, M., Wyes, J.: Transforming equation-based models in process engineering. In: Bücker, H.M., Corliss, G., Hovland, P., Naumann, U., Norris, B. (eds.) Automatic Differentiation: Applications, Theory, and Implementations. Lecture Notes in Computational Science and Engineering, pp. 189–198. Springer, Berlin (2005) Google Scholar
- 5.Bradley, G.: Network and graph markup language (NaGML)—data file formats. Technical Report NPS-OR-04-007, Department of Operations Research, Naval Postgraduate School, Monterey, CA, USA (2004). Available from the author, firstname.lastname@example.org Google Scholar
- 6.Chang, T.-H.: Modelling and presenting mathematical programs with xml:lp. Masters thesis, Department of Management, University of Canterbury, Christchruch, NZ (2003) Google Scholar
- 8.Dolan, E.D., Fourer, R., Goux, J.-P., Munson, T.S., Sarich, J.: Kestrel: An interface from optimization modeling systems to the NEOS server. Technical report, Optimization Technology Center, Northwestern University, Evanston, IL and Mathematics & Computer Science Division, Argonne National Laboratory, Argonne, IL (2006). http://www.optimization-online.org/DB_HTML/2007/01/1559.html
- 9.Dolan, E.D., Fourer, R., Moré, J.J., Munson, T.S.: Optimization on the NEOS server. SIAM News 35(6), 4–9 (2002). Google Scholar
- 10.Ezechukwu, O.C., Maros, I.: OOF: open optimization framework. Technical Report ISSN 1469-4174, Department of Computing, Imperial College of London, London, UK (2003) Google Scholar
- 15.Fourer, R., Gay, D.M., Kernighan, B.W.: AMPL: A Modeling Language for Mathematical Programming, 2nd edn. Brooks/Cole, Pacific Grove (2003) Google Scholar
- 16.Gay, D.M.: Hooking your solver to AMPL (revised 1994, 1997). Technical report, Bell Laboratories, Murray Hill, NJ (1993) Google Scholar
- 18.Halldórsson, B.V., Thorsteinsson, E.S., Kristjánsson, B.: A modeling interface to non-linear programming solvers an instance: xMPS, the extended MPS format. Technical report, Carnegie Mellon University and Maximal Software (2000) Google Scholar
- 19.Kristjánsson, B.: Optimization modeling in distributed applications: how new technologies such as XML and SOAP allow OR to provide web-based services (2001). http://www.maximal-usa.com/slides/Svna01Max/index.htm
- 20.Lindo Systems, Inc.: LINDO API user’s manual. Technical report, Lindo Systems, Inc. (2002). http://www.lindo.com/lindoapi_pdf.zip
- 22.Lustig, I.J., Puget, J.-F.: Program ≠ program: Constraint programming and its relationship to mathematical programming. Interfaces 31(6), 29–53 (2001) Google Scholar
- 23.Ma, J.: Optimization services (OS), a general framework for optimization modeling systems. Ph.D. Dissertation, Department of Industrial Engineering & Management Sciences, Northwestern University, Evanston, IL (2005) Google Scholar
- 26.Skonnard, A., Gudgin, M.: Essential XML Quick Reference. Pearson Education, Boston (2002) Google Scholar