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...

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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
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Abstract	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.
AbstractList	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. 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.
Author	Biegler, Lorenz T. Siirola, John D. Nicholson, Bethany Watson, Jean-Paul Zavala, Victor M.
Author_xml	– sequence: 1 givenname: Bethany surname: Nicholson fullname: Nicholson, Bethany email: blnicho@sandia.gov organization: Department of Chemical Engineering, Carnegie Mellon University – sequence: 2 givenname: John D. surname: Siirola fullname: Siirola, John D. organization: Center for Computing Research, Sandia National Laboratories – sequence: 3 givenname: Jean-Paul surname: Watson fullname: Watson, Jean-Paul organization: Center for Computing Research, Sandia National Laboratories – sequence: 4 givenname: Victor M. surname: Zavala fullname: Zavala, Victor M. organization: Department of Chemical and Biological Engineering, University of Wisconsin-Madison – sequence: 5 givenname: Lorenz T. surname: Biegler fullname: Biegler, Lorenz T. organization: Department of Chemical Engineering, Carnegie Mellon University
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Title	pyomo.dae: a modeling and automatic discretization framework for optimization with differential and algebraic equations
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