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- Algebraic modeling languages like AIMMS, AMPL, GAMS, MPL and others have been developed to facilitate the description of a problem in mathematical terms and to link the abstract formulation with data-management systems on the one hand and appropriate algorithms for solution on the other. Robust algorithms and modeling language interfaces have been developed for a large variety of mathematical programming problems such as linear programs (LPs), nonlinear programs (NPs), Mixed Integer Programs (MIPs), mixed complementarity programs (MCPs) and others. Researchers are constantly updating the types of problems and algorithms that they wish to use to model in specific domain applications. Extended Mathematical Programming (EMP) is an extension to algebraic modeling languages that facilitates the automatic reformulation of new model types by converting the EMP model into established mathematical programming classes to solve by mature solver algorithms. A number of important problem classes can be solved. Specific examples are variational inequalities, Nash equilibria, disjunctive programs and stochastic programs. EMP is independent of the modeling language used but currently it is implemented only in GAMS. The new types of problems modeled with EMP are reformulated with the GAMS solver JAMS to well established types of problems and the reformulated models are passed to a suitable GAMS solver to be solved. The core of EMP is a file called emp.info where the annotations that are needed for the reformulations are added to the model. (en)
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- Algebraic modeling languages like AIMMS, AMPL, GAMS, MPL and others have been developed to facilitate the description of a problem in mathematical terms and to link the abstract formulation with data-management systems on the one hand and appropriate algorithms for solution on the other. Robust algorithms and modeling language interfaces have been developed for a large variety of mathematical programming problems such as linear programs (LPs), nonlinear programs (NPs), Mixed Integer Programs (MIPs), mixed complementarity programs (MCPs) and others. Researchers are constantly updating the types of problems and algorithms that they wish to use to model in specific domain applications. (en)
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- Extended Mathematical Programming (en)
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