Distributed Optimization on the Base of AMPL Modeling Language and Everest Platform

Optimization modeling in science and industry requires the use of state-of-the-art software and high-performance computing resources. A common problem faced by researchers is how to integrate related software and leverage available computing resources in a distributed environment. The paper presents an approach for solving this problem based on unifying remote access to optimization software via RESTful web services and using AMPL (A Mathematical Programming Language) to describe scenarios of computing with optimization models. This approach is implemented in AMPLX toolkit that enables modifying any AMPL script to solve problems by a pool of distributed solvers. The toolkit is based on Everest platform that is used to expose optimization tools as web services and run these tools across distributed resources. The proposed approach and AMPLX toolkit have been verified by a number of decomposition algorithms including branch-and-bound algorithm for a special nonlinear optimization problem.