The reformulation-optimization software engine

Authors:
Leo Liberti;Sonia Cafieri;David Savourey
Affiliations:
LIX, École Polytechnique, Palaiseau, France;Dept. Mathématiques et Informatique, ENAC, Toulouse, France;LIX, École Polytechnique, Palaiseau, France
Venue:
ICMS'10 Proceedings of the Third international congress conference on Mathematical software
Year:
2010

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Abstract

Most optimization software performs numerical computation, in the sense that the main interest is to find numerical values to assign to the decision variables, e.g. a solution to an optimization problem. In mathematical programming, however, a considerable amount of symbolic transformation is essential to solving difficult optimization problems, e.g. relaxation or decomposition techniques. This step is usually carried out by hand, involves human ingenuity, and often constitutes the "theoretical contribution" of some research papers. We describe a Reformulation-Optimization Software Engine (ROSE) for performing (automatic) symbolic computation on mathematical programming formulations.