INFORMS Annual
Meeting, San Francisco, November 13-16, 2005
Linear, Nonlinear and Stochastic Programming
using AMPL and Its Extensions
Presented by Dr Cormac Lucas, Professor Gautam Mitra, Ms Kristine Rasmussen, OptiRisk Systems, and
Richard Waltz, Ziena Optimization Inc.
Saturday, November 12, 9:00-5:00
Union Square 1 Room, San Francisco Hilton Hotel
Session 1
Introduction to AMPL and AMPL Studio
- Formulating LP Models
- Formulating QP Models
- Data Handling
- Use of Scripting Language
Session 2
Stochastic Extensions to AMPL [SAMPL]
- SP models two-stage/multi-stage
- An asset and liability management [ALM] example
- Stochastic AMPL constructs
- SAMPL formulation of ALM
Session 3
Nonlinear Optimization Using AMPL/KNITRO
- The KNITRO Interior-point solver
- The KNITRO Active-set solver
- KNITRO options/tuning
- Solving MPECs with KNITRO
Session 4
AMPL com objects
- Why use com objects
- Object library structure
- Example use of AMPL com
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LAST MODIFIED 9 NOVEMBER 2005 BY
4er.