AMPL (A Mathematical Programming Language) is an

algebraic modeling language Algebraic modeling languages (AML) are high-level computer programming languages for describing and solving high complexity problems for large scale mathematical computation (i.e. large scale optimization type problems). One particular advantage of ...

to describe and solve high-complexity problems for large-scale mathematical computing (i.e., large-scale optimization and

scheduling A schedule or a timetable, as a basic time-management tool, consists of a list of times at which possible tasks, events, or actions are intended to take place, or of a sequence of events in the chronological order in which such things are ...

-type problems). It was developed by

Robert Fourer Robert Fourer (born September 2, 1950) is a scientist working in the area of operations research and management science. He is currently President of AMPL Optimization, Inc and is Professor Emeritus of Industrial Engineering and Management Science ...

, David Gay, and

Brian Kernighan Brian Wilson Kernighan (; born 1942) is a Canadian computer scientist. He worked at Bell Labs and contributed to the development of Unix alongside Unix creators Ken Thompson and Dennis Ritchie. Kernighan's name became widely known through co- ...

Bell Laboratories Nokia Bell Labs, originally named Bell Telephone Laboratories (1925–1984), then AT&T Bell Laboratories (1984–1996) and Bell Labs Innovations (1996–2007), is an American industrial research and scientific development company owned by mult ...

. AMPL supports dozens of

solver A solver is a piece of mathematical software, possibly in the form of a stand-alone computer program or as a software library, that 'solves' a mathematical problem. A solver takes problem descriptions in some sort of generic form and calculates t ...

s, both open source and

commercial software Commercial software, or seldom payware, is a computer software that is produced for sale or that serves commercial purposes. Commercial software can be proprietary software or free and open-source software. Background and challenge While sof ...

, including CBC,

CPLEX IBM ILOG CPLEX Optimization Studio (often informally referred to simply as CPLEX) is an optimization software package. In 2004, the work on CPLEX earned the first INFORMS Impact Prize. History The CPLEX Optimizer was named for the simplex me ...

, FortMP, MINOS,

IPOPT IPOPT, short for "Interior Point OPTimizer, pronounced I-P-Opt", is a software library for large scale nonlinear optimization of continuous systems. It is written in Fortran and C and is released under the EPL (formerly CPL). IPOPT implemen ...

SNOPT SNOPT, for Sparse Nonlinear OPTimizer, is a software package for solving large-scale nonlinear optimization problems written by Philip Gill, Walter Murray and Michael Saunders. SNOPT is mainly written in Fortran, but interfaces to C, C++, Pyth ...

KNITRO Artelys Knitro is a commercial software package for solving large scale nonlinear mathematical optimization problems. KNITRO – (the original solver name) short for "Nonlinear Interior point Trust Region Optimization" (the "K" is silent) – wa ...

, and LGO. Problems are passed to solvers as nl files. AMPL is used by more than 100 corporate clients, and by government agencies and academic institutions. One advantage of AMPL is the similarity of its syntax to the mathematical notation of

optimization Mathematical optimization (alternatively spelled ''optimisation'') or mathematical programming is the selection of a best element, with regard to some criterion, from some set of available alternatives. It is generally divided into two subfi ...

problems. This allows for a very concise and readable definition of problems in the domain of

. Many modern solvers available on the NEOS Server (formerly hosted at the Argonne National Laboratory, currently hosted at the

University of Wisconsin, Madison A university () is an educational institution, institution of higher education, higher (or Tertiary education, tertiary) education and research which awards academic degrees in several Discipline (academia), academic disciplines. Universities ty ...

) accept AMPL input. According to the NEOS statistics AMPL is the most popular format for representing mathematical programming problems.

Features

AMPL features a mix of declarative and imperative programming styles. Formulating optimization models occurs via declarative language elements such as sets, scalar and multidimensional parameters, decision variables, objectives and constraints, which allow for concise description of most problems in the domain of mathematical optimization. Procedures and

control flow In computer science, control flow (or flow of control) is the order in which individual statements, instructions or function calls of an imperative program are executed or evaluated. The emphasis on explicit control flow distinguishes an ''im ...

statements are available in AMPL for * the exchange of data with external data sources such as

spreadsheet A spreadsheet is a computer application for computation, organization, analysis and storage of data in tabular form. Spreadsheets were developed as computerized analogs of paper accounting worksheets. The program operates on data entered in c ...

database In computing, a database is an organized collection of data stored and accessed electronically. Small databases can be stored on a file system, while large databases are hosted on computer clusters or cloud storage. The design of databases s ...

XML Extensible Markup Language (XML) is a markup language and file format for storing, transmitting, and reconstructing arbitrary data. It defines a set of rules for encoding documents in a format that is both human-readable and machine-readable ...

and text files * data pre- and post-processing tasks around optimization models * the construction of hybrid algorithms for problem types for which no direct efficient solvers are available. To support re-use and simplify construction of large-scale optimization problems, AMPL allows separation of model and data. AMPL supports a wide range of problem types, among them: * Linear programming *

Quadratic programming Quadratic programming (QP) is the process of solving certain mathematical optimization problems involving quadratic functions. Specifically, one seeks to optimize (minimize or maximize) a multivariate quadratic function subject to linear constr ...

Nonlinear programming In mathematics, nonlinear programming (NLP) is the process of solving an optimization problem where some of the constraints or the objective function are nonlinear. An optimization problem is one of calculation of the extrema (maxima, minima or s ...

* Mixed-integer programming * Mixed-integer quadratic programming with or without

convex Convex or convexity may refer to: Science and technology * Convex lens, in optics Mathematics * Convex set, containing the whole line segment that joins points ** Convex polygon, a polygon which encloses a convex set of points ** Convex polytop ...

quadratic constraints * Mixed-integer nonlinear programming *

Second-order cone programming A second-order cone program (SOCP) is a convex optimization problem of the form :minimize \ f^T x \ :subject to ::\lVert A_i x + b_i \rVert_2 \leq c_i^T x + d_i,\quad i = 1,\dots,m ::Fx = g \ where the problem parameters are f \in \mathbb^n, ...

Global optimization Global optimization is a branch of applied mathematics and numerical analysis that attempts to find the global minima or maxima of a function or a set of functions on a given set. It is usually described as a minimization problem because the max ...

Semidefinite programming Semidefinite programming (SDP) is a subfield of convex optimization concerned with the optimization of a linear objective function (a user-specified function that the user wants to minimize or maximize) over the intersection of the cone of positive ...

problems with bilinear matrix inequalities *

Complementarity theory A complementarity problem is a type of mathematical optimization problem. It is the problem of optimizing (minimizing or maximizing) a function of two vector variables subject to certain requirements (constraints) which include: that the inner pr ...

problems (MPECs) in discrete or continuous variables *

Constraint programming Constraint programming (CP) is a paradigm for solving combinatorial problems that draws on a wide range of techniques from artificial intelligence, computer science, and operations research. In constraint programming, users declaratively state t ...

AMPL invokes a solver in a separate process which has these advantages: * User can interrupt the solution process at any time * Solver errors do not affect the interpreter * 32-bit version of AMPL can be used with a 64-bit solver and vice versa Interaction with the solver is done through a well-defined nl interface.

Availability

AMPL is available for many popular 32- and 64-bit

operating system An operating system (OS) is system software that manages computer hardware, software resources, and provides common services for computer programs. Time-sharing operating systems schedule tasks for efficient use of the system and may also i ...

s including

Linux Linux ( or ) is a family of open-source Unix-like operating systems based on the Linux kernel, an operating system kernel first released on September 17, 1991, by Linus Torvalds. Linux is typically packaged as a Linux distribution, w ...

macOS macOS (; previously OS X and originally Mac OS X) is a Unix operating system developed and marketed by Apple Inc. since 2001. It is the primary operating system for Apple's Mac computers. Within the market of desktop and lapt ...

, Solaris,

AIX Aix or AIX may refer to: Computing * AIX, a line of IBM computer operating systems *An Alternate Index, for a Virtual Storage Access Method Key Sequenced Data Set * Athens Internet Exchange, a European Internet exchange point Places Belgi ...

, and

Windows Windows is a group of several proprietary graphical operating system families developed and marketed by Microsoft. Each family caters to a certain sector of the computing industry. For example, Windows NT for consumers, Windows Server for ser ...

. The translator is proprietary software maintained by AMPL Optimization LLC. However, several online services exist, providing free modeling and solving facilities using AMPL. A free student version with limited functionality and a free full-featured version for academic courses are also available. AMPL can be used from within

Microsoft Excel Microsoft Excel is a spreadsheet developed by Microsoft for Windows, macOS, Android and iOS. It features calculation or computation capabilities, graphing tools, pivot tables, and a macro programming language called Visual Basic for App ...

via the SolverStudio Excel add-in. The AMPL Solver Library (ASL), which allows reading nl files and provides the automatic differentiation, is open-source. It is used in many solvers to implement AMPL connection.

Status history

This table present significant steps in AMPL history.

A sample model

A transportation problem from

George Dantzig George Bernard Dantzig (; November 8, 1914 – May 13, 2005) was an American mathematical scientist who made contributions to industrial engineering, operations research, computer science, economics, and statistics. Dantzig is known for his ...

is used to provide a sample AMPL model. This problem finds the least cost shipping schedule that meets requirements at markets and supplies at factories. set Plants; set Markets; # Capacity of plant p in cases param Capacity; # Demand at market m in cases param Demand; # Distance in thousands of miles param Distance; # Freight in dollars per case per thousand miles param Freight; # Transport cost in thousands of dollars per case param TransportCost := Freight * Distance , m/ 1000; # Shipment quantities in cases var shipment >= 0; # Total transportation costs in thousands of dollars minimize cost: sum TransportCost , m* shipment , m # Observe supply limit at plant p s.t. supply: sum shipment , m<= Capacity # Satisfy demand at market m s.t. demand: sum shipment , m>= Demand data; set Plants := seattle san-diego; set Markets := new-york chicago topeka; param Capacity := seattle 350 san-diego 600; param Demand := new-york 325 chicago 300 topeka 275; param Distance : new-york chicago topeka := seattle 2.5 1.7 1.8 san-diego 2.5 1.8 1.4; param Freight := 90;

Solvers

Here is a partial list of

s supported by AMPL:

References

External links

*
Prof. Fourer's home page
at

Northwestern University Northwestern University is a private research university in Evanston, Illinois. Founded in 1851, Northwestern is the oldest chartered university in Illinois and is ranked among the most prestigious academic institutions in the world. Charte ...

{{DEFAULTSORT:Ampl 1990 software Computer algebra systems Mathematical modeling Mathematical optimization software Numerical programming languages Scripting languages Text-oriented programming languages Programming languages created in 1985 Proprietary cross-platform software