Optimization with Algebraic Modelling Language and MATLAB
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Is it possible to set up a linear programming problem in MATLAB like the way it is done in AIMMS or other Algebraic Modelling Languages?
If say I want to solve Dantzig's transportation problem, then, in AIMMS I would define the constraint using sets and parameters, something like "sum(supply to New York + supply to Boston) <= capacity in Chicago", and AIMMS will create the appropriate constraint matrix and vector. But in MATLAB I have to fill in numeric values in the constraint matrix and vector. Same goes for objective function and variable bounds.
Does MATLAB have the features that AMLs have which are extremely useful for setting up large scale-able real-world optimisation problems?
回答(1 个)
Alan Weiss
2016-10-5
0 个投票
Currently, MATLAB does not have modeling language support as a built-in feature. People certainly have created interfaces between, say, AMPL and MATLAB, but MathWorks does not currently support these interfaces. I believe that AMPL has documented their interface.
Good luck,
Alan Weiss
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