OSiL: An instance language for optimization

Authors:
Robert Fourer;Jun Ma;Kipp Martin
Affiliations:
Department of Industrial Engineering and Management Sciences, Northwestern University, Evanston, USA 60208;Department of Industrial Engineering and Management Sciences, Northwestern University, Evanston, USA 60208;Graduate School of Business, University of Chicago, Chicago, USA 60637
Venue:
Computational Optimization and Applications
Year:
2010

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Abstract

Distributed computing technologies such as Web Services are growing rapidly in importance in today's computing environment. In the area of mathematical optimization, it is common to separate modeling languages from optimization solvers. In a completely distributed environment, the modeling language software, solver software, and data used to generate a model instance might reside on different machines using different operating systems. Such a distributed environment makes it critical to have an open standard for exchanging model instances.In this paper we present OSiL (Optimization Services instance Language), an XML-based computer language for representing instances of large-scale optimization problems including linear programs, mixed-integer programs, quadratic programs, and very general nonlinear programs. OSiL has two key features that make it much superior to current standard forms for optimization problem instances. First, it uses the object-oriented features of XML schemas to efficiently represent nonlinear expressions. Second, its XML schema maps directly into a corresponding in-memory representation of a problem instance. The in-memory representation provides a robust application program interface for general nonlinear programming, facilitates reading and writing postfix, prefix, and infix formats to and from the nonlinear expression tree, and makes the expression tree readily available for function and derivative evaluations.