# An extended mathematical programming framework

Thursday, October 21, 2010 - 11:00am - 12:00pm

Keller 3-180

Michael Ferris (University of Wisconsin, Madison)

Co-authors: Steven Dirkse, Jan Jagla, Alexander Meeraus.

Traditional modeling approaches for mathematical programs have limitations.

We outline a mechanism to describe an extended mathematical program by means of annotating existing relationships that make up a model. These extensions facilitate higher level structure identification within a model. The structures, which often involve constraints on the solution sets of other models, disjunctions, variational inequalities or complementarity relationships, can be exploited by modern large scale mathematical programming algorithms for efficient solution. Specific application to a variety of models will be given.

Traditional modeling approaches for mathematical programs have limitations.

We outline a mechanism to describe an extended mathematical program by means of annotating existing relationships that make up a model. These extensions facilitate higher level structure identification within a model. The structures, which often involve constraints on the solution sets of other models, disjunctions, variational inequalities or complementarity relationships, can be exploited by modern large scale mathematical programming algorithms for efficient solution. Specific application to a variety of models will be given.

MSC Code:

97N60

Keywords: