Stanford 50: State of the Art and Future Directions of Computational Mathematics and Numerical Computing


  • March 29, 2007
  • 4:50 pm - 5:15 pm

Optimization modeling: Recent enhancements and future extensions

Michael Ferris (University of Wisconsin-Madison)

Modeling systems are an efficient way to develop the constraints and objectives for nonlinear programming problems. We outline several recent enhancements of such systems that facilitate grid solution techniques, complementarity or equilibrium constraints within optimization problems, model embedding, and explicit formulation of extended nonlinear programming problems. Further extensions of these systems to ease the modeling burden in specific contexts will also be proposed.

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