Advanced Mathematical Programming

MPRO, DIX (LIX), École Polytechnique

Pooling problem code (lecture 1, 180125)
Euclidean graph instances for the DGP
Generalized pooling problem (lecture 2, 180201)
Multistart for pooling problem (lecture 2, 180201)
Complete the VNS for the pooling problem (lecture 2, 180201)

AMPL is A Mathematical Programming Language. Optimization problems coded in AMPL look very close to their corresponding mathematical formulation.
Each problem instance is coded in AMPL using three files: a model file (extension .mod), a data file (extension .dat) and a run file (extension .run).
The model file contains the mathematical formulation of the problem.
The data file contains the numerical values of the problem parameters. Different data files for the same model file correspond to different instances of the same optimization problem.
The run file specifies the solution algorithm. This may be implemented in an external numerical solver, such as CPLEX, or coded by the user in the AMPL language itself. We will often use a combination of the two.
The AMPL software is used from the command line (Command Prompt). The typical invocation is
ampl < myFile.run>
where myFile.run will at least include something of the form:
```
model myModel.mod;
data myData.dat;
option solver mySolver;
solve;
```
In this course, mySolver is usually either cplex or couenne
The student edition of AMPL (limited to 300 vars/constraints) can be downloaded here for either UNIX or Windows platforms. Download and install, from the same webpage, the solvers CPLEX , MINOS, and SNOPT, too.
I prepared a pre-packaged AMPL .zip file (for Windows) containing the AMPL software and a few solvers (including cplex and couenne). Download it here