pyomo.dae: a modeling and automatic discretization framework for optimization with differential and algebraic equations

We describe pyomo.dae, an open source Python-based modeling framework that enables high-level abstract specification of optimization problems with differential and algebraic equations. The pyomo.dae framework is integrated with the Pyomo open source algebraic modeling language, and is available at h...

Celý popis

Uloženo v:
Podrobná bibliografie
Vydáno v:Mathematical programming computation Ročník 10; číslo 2; s. 187 - 223
Hlavní autoři: Nicholson, Bethany, Siirola, John D., Watson, Jean-Paul, Zavala, Victor M., Biegler, Lorenz T.
Médium: Journal Article
Jazyk:angličtina
Vydáno: Berlin/Heidelberg Springer Berlin Heidelberg 01.06.2018
Springer Nature B.V
Témata:
Algebra
Discretization
Formulations
Full Length Paper
Integer programming
Level (quantity)
Mathematical models
Mathematical programming
Mathematics
Mathematics and Statistics
Mathematics of Computing
Nonlinear programming
Operations Research/Decision Theory
Optimization
Partial differential equations
Solvers
Theory of Computation
68N15
90-04
Dynamic optimization
PDE constrained optimization
90C90
Mathematical modeling
49M37
DAE constrained optimization
Algebraic modeling language
93A30
ISSN:1867-2949, 1867-2957
On-line přístup:Získat plný text
Tagy: Přidat tag
Žádné tagy, Buďte první, kdo vytvoří štítek k tomuto záznamu!
Popis
Shrnutí:We describe pyomo.dae, an open source Python-based modeling framework that enables high-level abstract specification of optimization problems with differential and algebraic equations. The pyomo.dae framework is integrated with the Pyomo open source algebraic modeling language, and is available at http://www.pyomo.org . One key feature of pyomo.dae is that it does not restrict users to standard, predefined forms of differential equations, providing a high degree of modeling flexibility and the ability to express constraints that cannot be easily specified in other modeling frameworks. Other key features of pyomo.dae are the ability to specify optimization problems with high-order differential equations and partial differential equations, defined on restricted domain types, and the ability to automatically transform high-level abstract models into finite-dimensional algebraic problems that can be solved with off-the-shelf solvers. Moreover, pyomo.dae users can leverage existing capabilities of Pyomo to embed differential equation models within stochastic and integer programming models and mathematical programs with equilibrium constraint formulations. Collectively, these features enable the exploration of new modeling concepts, discretization schemes, and the benchmarking of state-of-the-art optimization solvers.
Bibliografie:ObjectType-Article-1
SourceType-Scholarly Journals-1
ObjectType-Feature-2
content type line 14
ISSN:1867-2949
1867-2957
DOI:10.1007/s12532-017-0127-0