symro 0.0.2

SYMbolic Reformulation and Optimization (SYMRO) package

The Symbolic Reformulation and Optimization (SymRO) package is a multi-purpose modelling/optimization toolset. The aim of this package is to provide ready-to-use, model-agnostic implementations of advanced optimization algorithms. SymRO reads a problem formulation provided by the user, and constructs a symbolic representation of each construct in the problem. The only input format supported at this time is a text file written in the AMPL modelling language [1]. SymRO comes with a set of tools related to problem reformulation and/or optimization. To solve an optimization problem, SymRO connects to a backend engine. The AMPL engine is the only backend supported at this time.

Input Formats

• Model file formulated in the AMPL modelling language

Backends

• AMPL (separate installation required)

Features

• Generalized Benders Decomposition (GBD) [2]

Planned Features

• Convex Relaxation
• Nonconvex GBD [3]
• Surrogate Modelling
• Pyomo support

Acknowledgements

SymRO was developed under the auspices of the McMaster Advanced Control Consortium (MACC). The support of the MACC is gratefully acknowledged.

References

1. Fourer R, Gay DM, Kernighan BW. A Modeling Language for Mathematical Programming. Management Science. 1990;36(5):519-554.
2. Geoffrion A. Generalized Benders Decomposition. Journal of Optimization Theory and Applications. 1972;10(4):237-260.
3. Li X, Tomasgard A, Barton PI. Nonconvex Generalized Benders Decomposition for Stochas- tic Separable Mixed-Integer Nonlinear Programs. Journal of Optimization Theory and Applications. 2011;151(3):425-454.