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An extended mathematical programming framework

delete2009-12-01
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OA
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M
Michael C. Ferris *
S
Steven P. Dirkse
J
Jan-H. Jagla
A
Alexander Meeraus
DOI:10.1016/j.compchemeng.2009.06.013delete
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Abstract

Abstract

En 中文
Extended mathematical programs are collections of functions and variables joined together using specific optimization and complementarity primitives. This paper outlines a mechanism to describe such an extended mathematical program by means of annotating the existing relationships within a model to facilitate higher level structure identification. The structures, which often involve constraints on the solution sets of other models or complementarity relationships. can be exploited by modern large scale mathematical programming algorithms for efficient solution. A specific implementation of this framework is outlined that communicates structure from the GAMS modeling system to appropriate solvers in a computationally beneficial manner. Example applications are taken from chemical engineering. (C) 2009 Elsevier Ltd. All rights reserved.
Keywords:
Modeling
Complementarity
Nonlinear programming
Variational inequalities
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Computers and Chemical Engineering
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university of wisconsin madison
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University of Wisconsin System
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