Interactions between nonlinear programming and modeling systems |
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Authors: | Arne Stolbjerg Drud |
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Institution: | (1) ARKI Consulting and Development A/S, Bagsvaerdvej 246A, DK-2880 Bagsvaerd, Denmark |
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Abstract: | Modeling systems are very important for bringing mathematical programming software to nonexpert users, but few nonlinear programming
algorithms are today linked to a modeling system. The paper discussed the advantages of linking modeling systems with nonlinear
programming. Traditional algorithms can be linked using black-box function and derivatives evaluation routines for local optimization.
Methods for generating this information are discussed. More sophisticated algorithms can get access to almost any type of
information: interval evaluations and constraint restructuring for detailed preprocessing, second order information for sequential
quadratic programming and interior point methods, and monotonicity and convex relaxations for global optimization. Some of
the sophisticated information is available today; the rest can be generated on demand. |
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Keywords: | Modeling systems Nonlinear programming Model definition Preprocessing |
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