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
- Fourer R, Gay DM, Kernighan BW. A Modeling Language for Mathematical Programming. Management Science. 1990;36(5):519-554.
- Geoffrion A. Generalized Benders Decomposition. Journal of Optimization Theory and Applications. 1972;10(4):237-260.
- 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.
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Release files for symro 0.0.2
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