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High-Performance Prototyping of Decomposition Methods in GAMS

Prototyping algorithms in algebraic modeling languages has a long tradition. Despite the convenient prototyping platform that modeling languages offer, they are typically seen as rather inefficient with regard to repeatedly solving mathematical programming problems, a concept on which many algorithms are based. The most prominent examples of such algorithms are decomposition methods, such as the Benders decomposition, column generation, and the Dantzig–Wolfe decomposition. In this work, we discuss the underlying reasons for repeated solve deficiency with regard to speed in detail and provide an insider’s look into the algebraic modeling language GAMS. Further, we present recently added features in GAMS that mitigate some of the efficiency drawbacks inherent to the way modeling languages represent model data and ultimately solve a model. In particular, we demonstrate the grid-enabled gather-update-solve-scatter facility and the GAMS object-oriented application programming interface on a large-scale case study that involves a Benders decomposition–type algorithm for a power-expansion planning problem.

Ketersediaan

Informasi Detail

Judul Seri

INFORMS JOURNAL ON COMPUTING; Vol.33 No.1 Winter 2021

No. Panggil

-

Penerbit

: .,

Deskripsi Fisik

p. 34 - 50

Bahasa

English

ISBN/ISSN

-

Klasifikasi

-

Tipe Isi

-

Tipe Media

-

Tipe Pembawa

-

Edisi

-

Subjek

BENDERS DECOMPOSITION
DATA STRUCTURES
PARALLEL COMPUTING
ALGEBRAIC MODELING LANGUAGES
GAMS
EXPANSION PLANNING

Info Detail Spesifik

https://doi.org/10.1287/ijoc.2019.0905

Pernyataan Tanggungjawab

Timo Lohmann, Michael R. Bussieck, Lutz Westermann, Steffen Rebennack

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