Article ID: | iaor20012105 |
Country: | United States |
Volume: | 46 |
Issue: | 8 |
Start Page Number: | 1145 |
End Page Number: | 1158 |
Publication Date: | Aug 2000 |
Journal: | Management Science |
Authors: | Gondzio Jacek, Fragnire Emmanuel, Sarkissian Robert, Vial Jean-Philippe |
Keywords: | computational analysis, optimization |
A new concept is proposed for linking algebraic modeling languages with structure-exploiting solvers. SPI (Structure-Passing Interface) is a program that retrieves structure from an anonymous mathematical program built by an algebraic modeling language. SPI passes the special structure of the problem to an SES (Structure-Exploiting Solver). An integration of SPI and SES leads to SET (Structure-Exploiting Tool) and can be used with any algebraic modeling language. This approach relies on the idea that most exploitable block structures can be easily detected from the algebraic formulation of models. It should enable algebraic modeling languages to access the large body of algorithmic techniques which require problem structure.