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An Extended Mathematical Programming FrameworkSpecial Events
|Speaker:||Michael C. Ferris, U Wisconsin-Madison|
|Start time:||Fri, Jan 15 2010, 9:00AM|
Traditional modeling approaches for mathematical programs have limitations. We outline a mechanism to describe an extended mathematical program by means of annotating existing relationships that make up a model. These extensions facilitate higher level structure identification within a model. The structures, which often involve constraints on the solution sets of other models, disjunctions, variational inequalities or complementarity relationships, can be exploited by modern large scale mathematical programming algorithms for efficient solution. Specific application to a variety of models will be given.