sci.op-research

On Feb 14, 10:19 am, "Bob Daniel"
wrote:
> "SteveM" wrote in message
>
> news:d15eb747-e935-411b-a050-584bca0617ab@n19g2000hsd.googlegroups.com...
>
>
>
> > On Feb 12, 11:47 am, Christian Plum wrote:
> >> Hi,
>
> >> I am looking to choose modelling software and a solver for an
> >> commercial application. The problem will have some integer variables.
>
> >> A) The model to be implemented concerns minimization of a resource
> >> cost and relies on two stochastic components, the prices and the
> >> consumption. So I am looking for modelling software enabling me to
> >> formulate a stochastic problem, relying on the software to be able to
> >> convert it into a deterministic problem, solvable by standard solvers.
>
> >> B) For other projects I have used scripting modelling software as
> >> GAMS. For the same project i needed to do a lot of preprocessing of
> >> the data before giving it to GAMS. I found it really annoying that I
> >> had to keep the preprocessing in one language (which was actually
> >> capable of numeric manipulation) and construct the model in another
> >> (where i could construct the model and match the indexes and sets
> >> automatically). I would really like to find a way to do both..
>
> >> So I am trying to find modelling software that satisfies both A and B
> >> and so far i have established that ILOG Cplex satisfy B through its
> >> "concert technology" and that Mosel-Xpress satifies A, with its Xpress-
> >> SP.
>
> >> So Im' asking, Is that correct? Cant I hope to satisfy both at the
> >> same time ?
>
> >> Looking forward to your answers! ;)
>
> > Let me return to the original problem which is pre-processing, not
> > solver management during optimization. I happen to use MPL as my
> > model manager. But the paradigm I've increasingly followed is
> > separating data management from model management as much as I can. If
> > you are into a data base to service the model for a penny, you are in
> > for a pound. So you might as well leverage it's full capabilities
> > because it's a lot easier to manipulate data on that platform than it
> > is with GAMS or MPL.
>
> > My models can be intermediate sized, and when I need to support one
> > with a data base, I use Access. I can generate almost every input
> > vector in Access using the Query Builder including index sets and pass
> > those such that MPL merely reads in the data/indexes and passes those
> > on to the with very little manipulation formulation. And error
> > checking is much easier this way.
>
> > I had a recent conversation with Bjarni Kristjansson from Maximal
> > (MPL) and he acknowledged that his users have migrated in that
> > direction. It just makes sense.
>
> > SteveM
>
> But how would your paradigm cope when you have data coming in from databases
> of various types possibly scattered across many sites?
> Bob Daniel

Bob,

Again, I don't run large scale models so do not have that
requirement. When I was in the OR group at American Airlines long
ago, we used SAS for data management of distributed legacy data bases
until we got the model up and running. And then we handed data
management over to the Sabre programmers. But those were also the
MPSX days where we had to write our own MPS file generators.

But with a query builder like Access, it's much easier for me to see
incrementally how queries are building out. I mean wham, bam, back
and forth testing queries with sample data sets. MPL is much less
transparent in doing that.

You are obviously much more experienced on that end. If you want to
give us an idea of your approach for data management given current
software capabilities, that would be great. Can you follow this with
something brief?

Thanks,

SteveM