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.
Supported by grants: ANR 07-JCJC-0151 “ARS”, Digiteo 2009-14D “RMNCCO”, Digiteo 2009-55D “ARM”. We acknowledge the contributions of Dr. C. D’Ambrosio (University of Bologna) and of Mr. P. Janes (Australian National University).
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Liberti, L., Cafieri, S., Savourey, D. (2010). The Reformulation-Optimization Software Engine. In: Fukuda, K., Hoeven, J.v.d., Joswig, M., Takayama, N. (eds) Mathematical Software – ICMS 2010. ICMS 2010. Lecture Notes in Computer Science, vol 6327. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-15582-6_50
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DOI: https://doi.org/10.1007/978-3-642-15582-6_50
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