This full-day workshop focuses on optimization modeling with AMPL, AMPL Studio and KNITRO. In the first part of the workshop, participants will gain an understanding of how to use the AMPL modeling language to formulate problems, to test algorithmic approaches and to implement decision support systems. The AMPL Studio user interface, modeling syntax and solver controls will be demonstrated, along with important aspects of linear and integer optimization models.
The next part of the workshop will provide a demonstration of introducing uncertainty into an optimization model and using risk constraints and risk decisions to enhance model formulations. The SAMPL stochastic extensions to AMPL and the SPInE stochastic modeling environment will be illustrated, using an asset and liability management problem as an example. The workshop will conclude with a description of the KNITRO solver, its several optimization methods and its key options. Convenient interfaces with modeling languages such as AMPL and with other software will be demonstrated.