Conveying Problem Structure from an Algebraic Modeling Language to Optimization Algorithms

Optimization algorithms can exploit problem structures of various kinds, such as sparsity of derivatives, complementarity conditions, block structure, stochasticity, priorities for discrete variables, and information about piecewiselinear terms. Moreover, some algorithms deduce additional structural information that may help the modeler. We review and discuss some ways of conveying structure, with examples from our designs for the AMPL modeling language. We show in particular how Òdeclared suffixesÓ provide a new and useful way to express structure and acquire solution information.