A Julia Framework for Graph-Structured Nonlinear Optimization

arXiv2204.05264MaRDI QIDQ6396239FDOQ6396239

Authors: David L Cole, Sungho Shin, Victor M. Zavala 

Publication date: 11 April 2022

Abstract: Graph theory provides a convenient framework for modeling and solving structured optimization problems. Under this framework, the modeler can arrange/assemble the components of an optimization model (variables, constraints, objective functions, and data) within nodes and edges of a graph, and this representation can be used to visualize, manipulate, and solve the problem. In this work, we present a $tJulia$ framework for modeling and solving graph-structured nonlinear optimization problems. Our framework integrates the modeling package $tPlasmo.jl$ (which facilitates the construction and manipulation of graph models) and the nonlinear optimization solver $tMadNLP.jl$ (which provides capabilities for exploiting graph structures to accelerate solution). We illustrate with a simple example how model construction and manipulation can be performed in an intuitive manner using $tPlasmo.jl$ and how the model structure can be exploited by $tMadNLP.jl$. We also demonstrate the scalability of the framework by targeting a large-scale, stochastic gas network problem that contains over 1.7 million variables.

Has companion code repository: https://github.com/zavalab/JuliaBox

This page was built for publication: A Julia Framework for Graph-Structured Nonlinear Optimization

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6396239)