The paper describes a new computerized collection of test models for mixed-integer nonlinear programming. Since there is no standard format for nonlinear models, the model collection is augmented with a translation server that can transform the models from their basic GAMS format into a number of other formats such as AMPL, BARON, LINGO, and MINOPT. The… (More)
GAMS Development and ARKI Consulting use Quality Assurance (QA) as an integral part of their software development and software publishing process. Research and development in the global optimization area has resulted in promising implementations. Initiated by customer demand, we have been adding three different global codes, BARON, LGO, and OQNLP, to our… (More)
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… (More)
We describe a framework for modeling optimization problems for solution on a grid computer. The framework is easy to adapt to multiple grid engines, and can seamlessly integrate evolving mechanisms from particular computing platforms. It facilitates the widely used master/worker model of computing and is shown to be exible and powerful enough for a large… (More)
This note considers alternative methods for computing Wadropian (traffic network) equilibria using a multicommodity formulation in nonlinear program and complementarity formats. These methods compute exact equilibria, they are efficient and they can be implemented with standard modeling software.
Optimization has evolved into a mature discipline over the past 60 or so years and can now be used to model and solve a host of problems arising in a variety of application areas. While the demonstrated value of optimization in solving standard models of increased size and complexity is of critical importance, we firmly believe that the real value of… (More)
The convex hull relaxation (CHR) method (Albornoz 1998, Ahlatçıoğlu 2007, Ahlatçıoğlu and Guignard 2010) provides lower bounds and feasible solutions on convex 0-1 nonlinear programming problems with linear constraints. In the quadratic case, these bounds may often be improved by a preprocessing step that adds to the quadratic objective function terms that… (More)