Mathematical Programming Computation

, Volume 5, Issue 3, pp 227–265 | Cite as

TACO: a toolkit for AMPL control optimization

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Abstract

We describe a set of extensions to the AMPL modeling language to conveniently model mixed-integer optimal control problems for ODE or DAE dynamic processes. These extensions are realized as AMPL user functions and suffixes and do not require intrusive changes to the AMPL language standard or implementation itself. We describe and provide TACO, a Toolkit for AMPL Control Optimization that reads AMPL stub.nl files and detects the structure of the optimal control problem. This toolkit is designed to facilitate the coupling of existing optimal control software packages to AMPL. We discuss requirements, capabilities, and the current implementation. Using the example of the multiple shooting code for optimal control MUSCOD-II, a direct and simultaneous method for DAE-constrained optimal control, we demonstrate how the problem information provided by the TACO toolkit is interfaced to the solver. In addition, we show how the MS-MINTOC algorithm for mixed-integer optimal control can be used to efficiently solve mixed-integer optimal control problems modeled in AMPL. We use the AMPL extensions to model three control problem examples and we discuss how those extensions affect the representation of optimal control problems. Solutions to these problems are obtained by using MUSCOD-II and MS-MINTOC inside the AMPL environment. A collection of further AMPL control models is provided on the web site http://mintoc.de. MUSCOD-II and MS-MINTOC have been made available on the NEOS Server for Optimization, using the TACO toolkit to enable input of AMPL models.

Keywords

Mixed-integer optimal control Differential-algebraic equations Domain specific languages Mathematical modeling 

Mathematics Subject Classification (2010)

49M37 68N15 90-04 93A30 

Notes

Acknowledgments

The research leading to these results has received funding from the European Union Seventh Framework Programme FP7/2007-2013 under grant agreement no FP7-ICT-2009-4 248940. The first author acknowledges a travel grant by Heidelberg Graduate Academy, funded by the German Excellence Initiative. We thank Hans Georg Bock, Johannes P. Schlöder, and Sebastian Sager for permission to use the optimal control software package MUSCOD-II and the mixed-integer optimal control algorithm MS-MINTOC. This work was also supported by the Office of Advanced Scientific Computing Research, Office of Science, U.S. Department of Energy, under Contract DE-AC02-06CH11357, and by the Directorate for Computer and Information Science and Engineering of the National Science Foundation under award NSF-CCF-0830035.

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Copyright information

© Springer-Verlag Berlin Heidelberg and Mathematical Optimization Society 2013

Authors and Affiliations

  1. 1.Interdisciplinary Center for Scientific Computing (IWR)Heidelberg UniversityHeidelbergGermany
  2. 2.Mathematics and Computer Science DivisionArgonne National LaboratoryArgonneUSA

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