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Pyomo-Optimization Modeling in Python
Preface
Acknowledgements
Contents
Chapter 1 Introduction
Chapter 2 Pyomo Modeling Strategies
Chapter 3 Model Components: Variables, Objectives, and Constraints
Chapter 4 Model Components: Sets and Parameters
Chapter 5 Miscellaneous Model Components and Utility Functions
Chapter 6 Initializing Abstract Models with Data Command Files
Chapter 7 The Pyomo Command-line Interface
Chapter 8 Nonlinear Programming with Pyomo
Chapter 9 Stochastic Programming Extensions
Chapter 10 Scripting and Algorithm Development
Appendix A Installing Coopr
Appendix B A Brief Python Tutorial
Appendix C Pyomo and Coopr: The Bigger Picture
References
Index
Springer Optimization and Its Applications VOLUME 67 Managing Editor Panos M. Pardalos (University of Florida) Editor–Combinatorial Optimization Ding-Zhu Du (University of Texas at Dallas) Advisory Board J. Birge (University of Chicago) C.A. Floudas (Princeton University) F. Giannessi (University of Pisa) H.D. Sherali (Virginia Polytechnic and State University) T. Terlaky (Lehigh University) Y. Ye (Stanford University) Aims and Scope Optimization has been expanding in all directions at an astonishing rate during the last few decades. New algorithmic and theoretical techniques have been developed, the diffusion into other disciplines has proceeded at a rapid pace, and our knowledge of all aspects of the field has grown even more profound. At the same time, one of the most striking trends in opti- mization is the constantly increasing emphasis on the interdisciplinary na- ture of the field. Optimization has been a basic tool in all areas of applied mathematics, engineering, medicine, economics, and other sciences. The series Springer Optimization and Its Applications publishes under- graduate and graduate textbooks, monographs and state-of-the-art exposi- tory work that focus on algorithms for solving optimization problems and also study applications involving such problems. Some of the topics covered include nonlinear optimization (convex and nonconvex), network flow prob- lems, stochastic optimization, optimal control, discrete optimization, multi- objective programming, description of software packages, approximation techniques and heuristic approaches. For further volumes: http://www.springer.com/series/7393
William E. Hart • Carl Laird • Jean-Paul Watson David L. Woodruff Pyomo—Optimization Modeling in Python
William E. Hart Data Analysis and Informatics Department Sandia National Laboratories Albuquerque, NM 87185 USA wehart@sandia.gov Jean-Paul Watson Discrete Mathematics and Complex Systems Department Sandia National Laboratories Albuquerque, NM 87185 USA jwatson@sandia.gov Carl Laird Department of Chemical Engineering Texas A&M College Station, TX 77843 USA carl.laird@tamu.edu David L. Woodruff Graduate School of Management University of California, Davis Davis, CA 95616 USA dlwoodruff@ucdavis.edu ISSN 1931-6828 - ISBN 978-1-4614- 3225 8 DOI 10.1007/978-1-4614- Springer New York Dordrecht Heidelberg London 3226 5 - e-ISBN 978-1-4614- - 3226 5 L ibrary of Congress Control Number: 2012930924 2 © Springer Science+Business Media, LLC 201 All rights reserved. This work may not be translated or copied in whole or in part without the written permission of the publisher (Springer Science+Business Media, LLC, 233 Spring Street, New York, NY 10013, USA), except for brief excerpts in connection with reviews or scholarly analysis. Use in connection with any form of information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or hereafter developed is forbidden. The use in this publication of trade names, trademarks, service marks, and similar terms, even if they are not identified as such, is not to be taken as an expression of opinion as to whether or not they are subject to proprietary rights. Printed on acid-free paper Springer is part of Springer Science+Business Media (www.springer.com)
ForValerie,Christy,MichelleandBarbara.ThankyouforyoursupportandpatienceduringthemanynightsandweekendsthatwehavespentonPyomoandthisbook.
PrefaceThisbookdescribesanewtoolformathematicalmodeling:thePythonOptimizationModelingObjects(Pyomo)software.Pyomosupportstheformulationandanalysisofmathematicalmodelsforcomplexoptimizationapplications.Thiscapabilityiscommonlyassociatedwithalgebraicmodelinglanguages(AMLs),whichsupportthedescriptionandanalysisofmathematicalmodelswithahigh-levellanguage.AlthoughmostAMLsareimplementedincustommodelinglanguages,Pyomo’smodelingobjectsareembeddedwithinPython,afull-featuredhigh-levelprogram-minglanguagethatcontainsarichsetofsupportinglibraries.Modelingisafundamentalprocessinmanyaspectsofscientificresearch,engi-neeringandbusiness,andthewidespreadavailabilityofcomputingresourceshasmadethenumericalanalysisofmathematicalmodelsacommonplaceactivity.Fur-thermore,AMLshaveemergedasakeycapabilityforrobustlyformulatinglargemodelsforcomplex,real-worldapplications[40].AMLssimplifytheprocessofformulatingcomplexmodelsbysimplifyingthemanagementofsparsedataandsupportingthenaturalexpressionofmodelcomponents.Additionally,AMLslikePyomosupportscriptingwithmodelobjectswhichfacilitatesrapiddevelopmentofnewanalysistools.vii
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