Optimization Modeling Languages

Emmanuel Fragnière and Jacek Gondzio

ABSTRACT

Access to advanced optimization software needs more and more sophisticated modeling tools. Optimization modeling languages are tools that facilitate the decisionmaking process based on the optimization paradigm. Among the variety of modeling tools, algebraic modeling languages seem to be the leaders. Optimization modeling tools evolve together with progress in optimization techniques. Links with solvers are crucial, especially in nonlinear optimization. New classes of problems such as complementarity, stochastic programming, combinatorial optimization or global optimization problems can be modeled with these tools. In a wider context, interesting developments of modeling tools also emerge from other fields such as chemical engineering and computer science. Indeed, approaches based on objectoriented modeling or constraint programming also influence the evolution of optimization modeling languages. Optimization modeling tools evolve toward fully integrated modeling management systems opening access to databases, spreadsheets, and graphical user interfaces.