Embedding Optimization Algorithms

Use the modeling and solving environment Mosel to implement complex algorithms directly in the modeling language

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This paper shows how to use the modeling and solving environment Mosel to implementing complex algorithms directly in the modeling language. To demonstrate the flexibility of the Mosel language and its open interface to external software we discuss several practical examples of interaction between models and external programs. “Traditional embedding” is used to solve a transport problem with a set of demand scenarios, followed by an analysis of the results. The “Office cleaning” problem is solved by a branch-and-cut algorithm, implemented entirely in the modeling language (including the definition of the callback function for the solver). And finally, a cutting stock problem is solved by generating columns (= cutting patterns), also implemented in the modeling language. In this example, we input data in memory, which means that the model accesses information from the calling program during its execution, or, looking at it from a different angle, the calling program modifies the data held in the model.
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