MPC

Mathematical Programming Computation, Volume 8, Issue 2, June 2016

Communication protocols for options and results in a distributed optimization environment

Horand Gassmann, Jun Ma, Kipp Martin

Much has been written about optimization instance formats. The MPS standard for linear mixed-integer programs is well known and has been around for many years. Other extensible formats are available for other optimization categories such as stochastic and nonlinear programming. However, the problem instance is not the only piece of information shared between the instance generator and the solver. Solver options and solver results must also be communicated. To our knowledge there is no commonly accepted format for representing either solver options or solver results. In this paper we propose a framework and theory for solver option and solver result representation in a modern distributed computing environment. A software implementation of the framework is available as an open-source COIN-OR project.

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