A structure-conveying modelling language for mathematical and stochastic programming

DOI10.1007/S12532-009-0008-2MaRDI QIDQ2267351zbMATH OpenOpenAlexDBLPWikidataFDO

Authors Marco Colombo, Andreas Grothey, J. D. Hogg, Kristian Woodsend, Jacek Gondzio

Publication date 1 March 2010

Published in Mathematical Programming Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s12532-009-0008-2

Mathematics Subject Classification ID

Theory of programming languages (68N15) Large-scale problems in mathematical programming (90C06) Stochastic programming (90C15)

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Cites work

• scientific article; zbMATH DE number 3833697 (Why is no real title available?)
• scientific article; zbMATH DE number 2080319 (Why is no real title available?)
• A Modeling Language for Mathematical Programming
• A Riccati-based primal interior point solver for multistage stochastic programming
• A Structure-Exploiting Tool in Algebraic Modeling Languages
• A structure-conveying modelling language for mathematical and stochastic programming
• Algebraic languages for mathematical programming
• Applications of Stochastic Programming
• Exploiting structure in parallel implementation of interior point methods for optimization
• Extending algebraic modelling languages for stochastic programming
• Parallel Processing and Applied Mathematics
• Parallel interior-point solver for structured linear programs
• Parallel interior-point solver for structured quadratic programs: Application to financial planning problems
• Partitioning mathematical programs for parallel solution
• Partitioning procedures for solving mixed-variables programming problems
• StAMPL: A filtration-oriented modeling tool for multistage stochastic recourse problems
• The Decomposition Algorithm for Linear Programs
• The recursive definition of stochastic linear programming problems within an algebraic modeling language

Cited in

(13)

• Embedding optimisation algorithms with Mosel
• The recursive definition of stochastic linear programming problems within an algebraic modeling language
• Efficient management of multiple sets to extract complex structures from mathematical programs
• Multilevel optimization modeling for risk-averse stochastic programming
• A graph-based modeling abstraction for optimization: concepts and implementation in Plasmo.jl
• A structure-conveying modelling language for mathematical and stochastic programming
• Automatic Dantzig-Wolfe reformulation of mixed integer programs
• Exploiting structure in parallel implementation of interior point methods for optimization
• Automatic formulation of stochastic programs via an algebraic modeling language
• Parallel interior-point solver for block-structured nonlinear programs on SIMD/GPU architectures
• Interior-point solver for convex separable block-angular problems
• Extending algebraic modelling languages for stochastic programming
• A Structure Conveying Parallelizable Modeling Language for Mathematical Programming

Describes a project that uses

Uses Software

• AMPL
• Mosel
• AIMMS
• GAMS
• SAMPLE
• StAMPL
• OOPS

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