sci.op-research

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! ;)
>

Mosel is a modeling language (equivalent in general terms to AMPL or
GAMS). Xpress is Dash Optimization's solver (comparable to Cplex).
Dash has a model-building API (BCL) that is on a par with ILOG's
Concert. So you can write Java or C++ code to do the preprocessing, use
either Concert or BCL to build the model (bypassing GAMS), pass the
model directly to a solver (Cplex or Xpress, assuming the model is
deterministic) and you're off to the races. I've used both product
suites and like them both. As to the stochastic part, AFAIK ILOG does
not have an analog to Xpress-SP.

/Paul