Automatic Differentiation of Nonlinear AMPL Models

More AD of Nonlinear AMPL Models: Computing Hessian Information and Exploiting Partial Separability†

We describe computational experience with automatic differentiation of mathematical programming problems expressed in the modeling language AMPL. Nonlinear expressions are translated to loop-free code, which makes it easy to compute gradients and Jacobians by backward automatic differentiation. The nonlinear expressions may be interpreted or, to gain some evaluation speed at the cost of increas...

Automatically Finding and Exploiting Partially Separable Structure in Nonlinear Programming Problems

Nonlinear programming problems often involve an objective and constraints that are partially separable — the sum of terms involving only a few variables (perhaps after a linear change of variables). This paper discusses finding and exploiting such structure in nonlinear programming problems expressed symbolically in the AMPL modeling language. For some computations, such as computing Hessians b...

Formulating and Solving Nonlinear Programs as Mixed Complementarity Problems?

We consider a primal-dual approach to solve nonlinear programming problems within the AMPL modeling language, via a mixed complementarity formulation. The modeling language supplies the rst order and second order derivative information of the Lagrangian function of the nonlinear problem using automatic diierentiation. The PATH solver nds the solution of the rst order conditions which are genera...

MINLPLib - A Collection of Test Models for Mixed-Integer Nonlinear Programming

The paper describes a new computerized collection of test models for mixed-integer nonlinear programming. Since there is no standard format for nonlinear models, the model collection is augmented with a translation server that can transform the models from their basic GAMS format into a number of other formats such as AMPL, BARON, LINGO, and MINOPT. The translation server can also be used to tr...

Robust Takagi-Sugeno sensor fault tolerant control strategy for nonlinear system