The Reformulation-Optimization Software Engine

Leo Liberti (1) , Sonia Cafieri (2) , David Savourey (1)

1 LIX - Laboratoire d'informatique de l'École polytechnique [Palaiseau]
2 MAIAA - ENAC - Laboratoire de Mathématiques Appliquées, Informatique et Automatique pour l'Aérien

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.

Domaines: Optimisation et contrôle [math.OC]

Leo Liberti, Sonia Cafieri, David Savourey. The Reformulation-Optimization Software Engine. ICMS 2010, 3rd International Congress on Mathematical Software, Sep 2010, Kobe, Japan. pp 303-314, ⟨10.1007/978-3-642-15582-6_50⟩. ⟨hal-00979214⟩