AIMMS - New Features AIMMS 3.8

A summary of new features and enhancements of AIMMS 3.8, released in December 2007.

Benders Decomposition for Stochastic Programming

Following the introduction in AIMMS 3.7 of language features to formulate and generate the deterministic equivalent of multi-stage stochastic recourse models, AIMMS 3.8 will include an algorithm to solve stochastic models using a stochastic Benders approach.

The nested Benders decomposition algorithm is a popular algorithm for solving (linear) multi-stage stochastic programming problems. AIMMS will offer nested Benders decomposition as a user-customizable procedure inside the AIMMS library for operations on Generated Mathematical Programs (GMP library), similar to the AIMMS Outer Approximation solver.

Benefits: The Benders decomposition algorithm is faster for stochastic models than solving the deterministic equivalent with an LP solver. The open implementation of the algorithm allows modelers to fine-tune it to their specific stochastic model and to use advanced features of the GMP library such as parallel/distributed solver sessions to solve multiple sub-problems in parallel, which may drastically reduce the total solution time.

Nonlinear Presolve

AIMMS 3.8 will offer a powerful presolve procedure for Non-Linear Programs and Mixed-Integer Non-Linear Programs, analogous to the presolve procedures employed by LP/MIP solvers. The AIMMS nonlinear presolve procedure applies techniques like:

Inversion of non-linear expressions.
Solving the variables in the pre-triangular part of the matrix.
Tightening the bounds of variables based on the linear and non-linear constraints.
Reduction of instruction trees to speed up function evaluations.

Benefits: The presolve procedure may simplify the model sent to a nonlinear solver (CONOPT, SNOPT, KNITRO, LGO, BARON, MINOS, or the AIMMS Outer Approximation solver). With the pre-solve, nonlinear problems may be solved faster and the solution may be better. The solver may even find a feasible solution for problems declared infeasible without the presolve, and in other cases provide proof that it really is infeasible.

Multi-Start Solve

AIMMS 3.8 will include a multi-start algorithm for nonlinear programming problems. The multi-start algorithm calls an NLP solver from multiple starting points and reports back the best feasible solution as its final solution. You can also obtain all feasible solutions found. The AIMMS multi-start algorithm will be written as a user-customizable procedure within the GMP library, allowing modelers to adapt the algorithm to their own needs.

Benefits: The multi-start algorithm may increase the chance of finding a good final solution. Multi-start increases the total solving time, but this may be limited by using the advanced features of the GMP library such as parallel/distributed solver sessions to solve problems with different starting points in parallel.

Network Object Extensions

The AIMMS graphical object to display networks will be extended to include:

Curved arcs.
Segmented arcs with either 2 or 3 segments.
Intuitive navigating and zooming (see picture).

GIS Extensions

The link to Geographic Information Systems (GIS) will be extended to support:

More map formats, such as:
- ESRI® shape files.
- Yahoo!® Maps.
- File image based sources.
Indexed sources and layers to allow data-driven specification of multiple sources and layers in a map (see picture).
Geocoding language support (to find latitude/longitude coordinates).

Pivot Table Extensions

The versatility of the AIMMS pivot table will be further enhanced with:

Sorting indices in the row and column areas.
Nested sorting in the grid area.
Column widths resizable by end-user.
Column widths controllable with a model parameter.

AIMMS Viewer

At the same time of the release of AIMMS 3.8, we will also release a freely distributable AIMMS Viewer, which allows anyone to browse the results of an AIMMS-based optimization application through the graphical user interface of the application. The Viewer does not allow entering or modifying data or performing optimizations. Developers using AIMMS 3.8 can opt to make their applications viewable for the AIMMS Viewer, while confidential data in a viewable project can be protected by means of a password protection scheme or through the common VAR licensing scheme of AIMMS. (click here to read more details)

Benefits: Combined with a newly introduced single project file, the viewer provides a convenient means to distribute a single file containing a complete interactive report, ready for anyone to view. The AIMMS Viewer thus enables you to easily share the results of your optimization model with colleagues and customers, to create sophisticated management dashboards, and to demonstrate your AIMMS applications to prospects.

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