A MATHEMATICAL PROGRAMMING GENERATOR SYSTEM

Abstract

This paper describes a mathematical programming generator that interprets problem statements written in the algebraic notation found in journal articles and text-books and outputs statements in the 'MPS format’ used by IBM’s MPSX mathematical programming system. The system has been implemented in the APL programming language. Although originally designed for stand-alone use, it is currently being used as a component in an expert system that will help users formulate large linear programming models, The paper describes the syntax of the problem definition language and gives some illustrative examples. There are several unique features. First, the user can define objective function, constraint and right-hand-side coefficients as APL expressions. This leads to concise problem statements and also reduces data storage and processing requirements. Second, the system supports an integrated data base query language. Finally, there are a number of aids for model maintenance and sensitivity analysis. The last section of the paper describes the use of MPGEN in the expert system context.