Applying software engineering techniques in the development and management of linear and integer programming applications

This work addresses characteristics of software environments for mathematical modeling and proposes a system for developing and managing models of linear and integer programming (IP) problems. The main features of this modeling environment are: version control of models and data; client‐server architecture, which allows the interaction among modelers and decision makers; the use of a database to store information about the models and data scenarios; and the use of remote servers of optimization, which allows the optimization problems to be solved on different machines. The modeling environment proposed in this work was validated using mathematical programming models that exploit different characteristics, such as the treatment of conditions for generating variables and constraints, the use of calculated parameters derived from other parameters, and the use of integer and continuous variables in mixed IP models among others. This validation showed that the proposed environment is able to treat models found in various application areas of operations research and to solve problems with tens of thousands of variables and constraints.