Optimization modeling languages

Emmanuel Fragnière, Jacek Gondzio · 2002

The access to advanced optimization software needs more and more sophisticated modeling tools. Optimization modeling languages are tools that facilitate the decision making process based on the optimization paradigm. Among the variety of modeling tools, the algebraic modeling languages seem to be the leaders. The optimization modeling tools evolve together with the progress in optimiza-tion techniques. Links with solvers are crucial, especially, in nonlinear optimization. New classes of problems such as complementarity, stochastic programming, combinatorial optimization or global op-timization problems can be modeled with these tools. In a wider context, interesting developments of modeling tools also emerge from other fields such as chemical engineering or computer science. Indeed, approaches based on object-oriented modeling or constraint programming influence the evolution of optimization modeling languages too. Optimization modeling tools evolve toward fully integrated mod-eling management systems opening the access to databases, spreadsheets and graphical user interfaces.

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