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As in part 1 of this paper deliberately standard NLP software was
utilized in conjunction with a modeling language to numerically solve
the large discrete optimization problems. Modeling languages such as
AMPL [13] which will be used below permit the formulation of the
problem in a language particularly suitable for this purpose.
Subsequently, a number of solvers, written in different programming
languages, may be called through an interface which, in the case of AMPL,
is provided for free. Below the following solvers will be used:
LANCELOT A [12], MINOS-5.5 [26], SNOPT-5.3-4 [14],
and LOQO-4.01 [29]. Especially, the only interior point code
LOQO proved to be robust and efficient for the type of problems
considered. An important feature of AMPL is its automatic
differentiation capability. Only function values need to be provided
for objective and constraint functions.
Hans D. Mittelmann
2000-10-06