AMPL

AMPL
Paradigm multi-paradigm: declarative, imperative
Designed by Robert Fourer
David Gay
Brian Kernighan
Bell Labs
Developer AMPL Optimization, Inc.
First appeared 1985 (1985)
Stable release 20131012 / October 12, 2013 (2013-10-12)
OS Cross-platform: Linux, OS X, some Unix, Windows
License Proprietary (translator),
free and open-source (AMPL Solver Library)
Filename extensions .mod .dat .run
Website www.ampl.com
Influenced by
AWK, C
Influenced
Coopr

A Mathematical Programming Language (AMPL), is an algebraic modeling language to describe and solve high-complexity problems for large-scale mathematical computing (i.e., large-scale optimization and scheduling-type problems).[1] It was developed by Robert Fourer, David Gay, and Brian Kernighan at Bell Laboratories. AMPL supports dozens of solvers, both open source and commercial software, including CBC, CPLEX, FortMP, Gurobi, MINOS, IPOPT, SNOPT, KNITRO, and LGO. Problems are passed to solvers as nl files. AMPL is used by more than 100 corporate clients, and by government agencies and academic institutions.[2]

One advantage of AMPL is the similarity of its syntax to the mathematical notation of optimization problems. This allows for a very concise and readable definition of problems in the domain of optimization. Many modern solvers available on the NEOS Server (formerly hosted at the Argonne National Laboratory, currently hosted at the University of Wisconsin, Madison[3]) accept AMPL input. According to the NEOS statistics AMPL is the most popular format for representing mathematical programming problems.

Features

AMPL features a mix of declarative and imperative programming styles. Formulating optimization models occurs via declarative language elements such as sets, scalar and multidimensional parameters, decision variables, objectives and constraints, which allow for concise description of most problems in the domain of mathematical optimization.

Procedures and control flow statements are available in AMPL for

To support re-use and simplify construction of large-scale optimization problems, AMPL allows separation of model and data.

AMPL supports a wide range of problem types, among them:

AMPL invokes a solver in a separate process which has these advantages:

Interaction with the solver is done through a well-defined nl interface.

Availability

NEOS input statistics for January 2011.

AMPL is available for many popular 32- and 64-bit operating systems including Linux, Mac OS X, some Unix, and Windows.[5] The translator is proprietary software maintained by AMPL Optimization LLC. However, several online services exist, providing free modeling and solving facilities using AMPL.[6][7] A free student version with limited functionality and a free full-featured version for academic courses are also available.[8]

AMPL can be used from within Microsoft Excel via the SolverStudio Excel add-in.

The AMPL Solver Library (ASL), which allows reading nl files and provides the automatic differentiation, is open-source. It is used in many solvers to implement AMPL connection.

Status history

This table present significant steps in AMPL history.

Year Highlights
1985 AMPL was designed and implemented[1]
1990 Paper describing the AMPL modeling language was published in Management Science[9]
1991 AMPL supports nonlinear programming and automatic differentiation
1993 Robert Fourer, David Gay and Brian Kernighan were awarded ORSA/CSTS Prize[10] by the Operations Research Society of America, for writings on the design of mathematical programming systems and the AMPL modeling language
1995 Extensions for representing piecewise-linear and network structures
1995 Scripting constructs
1997 Enhanced support for nonlinear solvers
1998 AMPL supports complementarity theory problems
2000 Relational database and spreadsheet access
2002 Support for constraint programming[4]
2003 AMPL Optimization LLC was founded by the inventors of AMPL, Robert Fourer, David Gay, and Brian Kernighan. The new company took over the development and support of the AMPL modeling language from Lucent Technologies, Inc.
2005 AMPL Modeling Language Google group opened[11]
2008 Kestrel: An AMPL Interface to the NEOS Server introduced
2012 Robert Fourer, David Gay, and Brian Kernighan were awarded the 2012 INFORMS Impact Prize as the originators of one of the most important algebraic modeling languages.[12]
2012 AMPL book becomes freely available online
2013 A new cross-platform integrated development environment (IDE) for AMPL becomes available[13]

A sample model

A transportation problem from George Dantzig is used to provide a sample AMPL model. This problem finds the least cost shipping schedule that meets requirements at markets and supplies at factories.[14]

 set Plants;
 set Markets;
 
 # Capacity of plant p in cases
 param Capacity{p in Plants};
 
 # Demand at market m in cases
 param Demand{m in Markets};
 
 # Distance in thousands of miles
 param Distance{Plants, Markets};
 
 # Freight in dollars per case per thousand miles
 param Freight;
 
 # Transport cost in thousands of dollars per case
 param TransportCost{p in Plants, m in Markets} :=
     Freight * Distance[p, m] / 1000; 
 
 # Shipment quantities in cases
 var shipment{Plants, Markets} >= 0;
 
 # Total transportation costs in thousands of dollars
 minimize cost:
     sum{p in Plants, m in Markets} TransportCost[p, m] * shipment[p, m];
 
 # Observe supply limit at plant p
 s.t. supply{p in Plants}: sum{m in Markets} shipment[p, m] <= Capacity[p];
 
 # Satisfy demand at market m
 s.t. demand{m in Markets}: sum{p in Plants} shipment[p, m] >= Demand[m];
 
 data;
 
 set Plants := seattle san-diego;
 set Markets := new-york chicago topeka;
 
 param Capacity :=
     seattle   350
     san-diego 600;
 
 param Demand :=
     new-york 325
     chicago  300
     topeka   275;
 
 param Distance : new-york chicago topeka :=
     seattle        2.5      1.7     1.8
     san-diego      2.5      1.8     1.4;
 
 param Freight := 90;

Solvers

Here is an partial list of solvers supported by AMPL:[15]

Solver Supported problem types
APOPT mixed integer nonlinear programming
Bonmin mixed integer nonlinear programming
BPMPD linear and quadratic programming
COIN-OR CBC mixed integer programming
COIN-OR CLP linear programming
CONOPT nonlinear programming
Couenne[16] mixed-integer nonlinear programming (MINLP)
CPLEX linear, quadratic, second-order cone and mixed integer programming
CPLEX CP Optimizer[17] constraint programming
FILTER nonlinear programming
FortMP linear, quadratic and mixed integer programming
Gecode[18] constraint programming
Gurobi linear, quadratic, second-order cone and mixed integer programming
IPOPT nonlinear programming
JaCoP[19] constraint programming
KNITRO linear, quadratic and nonlinear programming
LGO[20] global and local nonlinear optimization
LocalSolver[21] mixed integer nonlinear programming
lp_solve[22] linear and mixed integer programming
MINOS linear and nonlinear programming
MINTO mixed integer programming
MOSEK linear, mixed integer linear, quadratic, mixed integer quadratic, quadratically constrained, conic and convex nonlinear programming
SCIP mixed integer programming
SNOPT nonlinear programming
Sulum[23] linear and mixed integer programming
WORHP nonlinear programming
XA linear and mixed integer programming
Xpress linear, quadratic and mixed integer linear programming

See also

References

  1. 1 2 Fourer, Robert; Brian W. Kernighan (2002). AMPL: A Modeling Language for Mathematical Programming. Duxbury Press. ISBN 978-0-534-38809-6.
  2. ↑ "Position Available". Retrieved 2011-07-29.
  3. ↑ "About". Retrieved 11 August 2015.
  4. 1 2 Fourer, Robert; Gay, David M. (2002). "Extending an Algebraic Modeling Language to Support Constraint Programming". INFORMS Journal on Computing 14 (4): 322–344. doi:10.1287/ijoc.14.4.322.2825.
  5. ↑ AMPL page at AMPL Optimization Inc.
  6. ↑ "NEOS Server for Optimization". Retrieved 11 August 2015.
  7. ↑ "Try AMPL!". Retrieved 11 August 2015.
  8. ↑ "AMPL Downloads". Retrieved 11 August 2015.
  9. ↑ Fourer, Robert; Gay, David M.; Kernighan, Brian W. (1990). "A Modeling Language for Mathematical Programming" (PDF). Management Science 36 (5): 519–554–83. doi:10.1287/mnsc.36.5.519.
  10. ↑ INFORMS. "ICS - INFORMS" (PDF). Retrieved 11 August 2015.
  11. ↑ http://groups.google.com/group/ampl
  12. ↑ INFORMS. "INFORMS Impact Prize". Retrieved 11 August 2015.
  13. ↑ "Google Groups". Retrieved 11 August 2015.
  14. ↑ Dantzig, G B, chapter 3.3 in Linear Programming and Extensions, Princeton University Press, Princeton, New Jersey, 1963.
  15. ↑ "Solvers - AMPL". Retrieved 11 August 2015.
  16. ↑ https://projects.coin-or.org/Couenne
  17. ↑ "mp/solvers/ilogcp at master · ampl/mp · GitHub". GitHub. Retrieved 11 August 2015.
  18. ↑ "mp/solvers/gecode at master · ampl/mp · GitHub". GitHub. Retrieved 11 August 2015.
  19. ↑ "mp/solvers/jacop at master · ampl/mp · GitHub". GitHub. Retrieved 11 August 2015.
  20. ↑ "LGO - AMPL". Retrieved 11 August 2015.
  21. ↑ "mp/solvers/localsolver at master · ampl/mp · GitHub". GitHub. Retrieved 11 August 2015.
  22. ↑ "Using lpsolve from AMPL". Retrieved 11 August 2015.
  23. ↑ "mp/solvers/sulum at master · ampl/mp · GitHub". GitHub. Retrieved 11 August 2015.

External links

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