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An extended mathematical programming framework

Presenter
October 21, 2010
Keywords:
  • Mathematical programming
MSC:
  • 97N60
Abstract
Co-authors: Steven Dirkse, Jan Jagla, Alexander Meeraus. 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.