This project addresses the need of the applications specialist for advanced mathematical programming methods without the heavy investment of time which is normally required. It aims to provide advanced modeling aids for setting up Lagrangean Techniques which are usually indispensable when dealing with large complex problems. This will be accomplished by imbedding Lagrangean Modeling into an interactive environment under state-of-the-art systems such as GAMS and MPSX/370. The user will be guided in setting up models and associated Lagrangean Techniques without having to code the details. He will be led by the system and will be able to try out various options before committing to a final set of decisions (how to decompose, how to set the various parameters, how to select from a set of specialized solvers, how to guide the Lagrangean Dual solution procedures, etc.) Various algorithmic devices will be provided as needed, including: solving the Lagrangean Dual by subgradient optimization or dual ascent; providing an overall Branch and Bound shell; making available special purpose algorithms; modifying GAMS to take advantage of the decomposition; introducing advanced integer programming (logical processing, probing) and heuristics.

Agency
National Science Foundation (NSF)
Institute
Division of Industrial Innovation and Partnerships (IIP)
Type
Standard Grant (Standard)
Application #
9160722
Program Officer
Ritchie B. Coryell
Project Start
Project End
Budget Start
1992-01-01
Budget End
1992-09-30
Support Year
Fiscal Year
1991
Total Cost
$49,998
Indirect Cost
Name
Daniel H Wagner Associates Incorporated
Department
Type
DUNS #
City
Malvern
State
PA
Country
United States
Zip Code
19355