General Modeling Tips

From beginner to advanced

The previous sections introduced you to optimization modeling in AIMMS. In such a small application, the model structure is quite transparent and the formulation in AIMMS is straightforward. This section discusses issues to consider when your model is larger and more complex.

Separation of model and data

The AIMMS language is geared to strictly separate between model formulation and the supply of its data. While this may seem unnatural at first (when your models are still small), there are several major advantages in using this approach.

  • By formulating the definitions and assignments associated with your problem in a completely symbolic form (i.e. without any reference to numbers or particular set elements) the intention of the expressions present in your model is more apparent. This is especially true when you have chosen clear and descriptive names for all the identifiers in your model.

  • With the separation of model and data it becomes possible to run your model with several data sets. Such data sets may describe completely different problem topologies, all of which is perfectly fine as long as your model formulation has been set up transparently.

  • Keeping your model free from explicit references to numbers or particular set elements improves maintainability considerably. Explicit data references inside assignment statements and constraints are essentially undocumented, and therefore subsequent changes in values are error-prone.

Intellectual challenge

Translating a real-life problem into a working modeling application is not always an easy task. In fact, finding a formulation or implementing a solution method that works in all cases is quite often a demanding (but also a very satisfying) intellectual challenge.

Levels of abstraction

Setting up a transparent model involves incorporating an appropriate level of abstraction. For example, when modeling a specific plant with two production units and two products, you might be tempted to introduce just four dedicated identifiers to store the individual production values. Instead, it is better to introduce a single generic identifier for storing production values for all units and all products. By doing so, you incorporate genericity in your application and it will be possible to re-use the application at a later date for a different plant with minimum reformulation.

Finding the proper level

Finding the proper level of abstraction is not always obvious but it becomes easier as your modeling experience increases. In general, it is a good strategy to re-think the consequences-with an eye on the extensibility of your application-before implementing the most straightforward data structures. In most cases the time spent finding a more generic structure is paid back, because the better structure helps you to formulate and extend the model in a clear and structured way.

From small to large-scale

Transforming a small working demo application into a large scale real-life application may result in problems if care is not taken to specify variables and constraints in an accurate manner. In a small model, there is usually no runtime penalty to poorly specified mathematical programs. In contrast, when working with large multidimensional data sets, a poor formulation of a mathematical program can easily cause that

  • the available memory resources are exhausted, or

  • runtime requirements are not met.

Under these conditions, the physical constraints should be reassessed and appropriate domains, parameter definitions and constraints added as outlined below.

Formulating proper domains of definition

For large applications you should always ask the following questions.

  • Have you adequately constrained the domains of high-dimensional identifiers? Often by reassessing the physical situation the domain range can be further reduced. Usually such domain restrictions can be expressed through logical conditions referring to other (input) identifiers.

  • Can you predict, for whatever reason, that some index combinations are very unlikely to appear in the solution of a mathematical program, even though they should be allowed formally? If so, you might experiment with omitting such combinations from their respective domains of definition, and see how this domain reduction reduces the size of the mathematical program and affects its solution.

As a result of carefully re-designing index domains you may find that your model no longer exhausts available memory resources and runs in an acceptable amount of time.

Example

In the depot location problem discussed in this chapter, the domain of the variable Transport has already restricted to the set of allowed PermittedRoutes, as computed on Example. Thus, the mathematical program will never consider transports on a route that is not desirable. Without this restriction, the mathematical program would consider the transports from every depot d to every customer c. The latter may cause the mathematical program size to explode, when the number of depots and customers become large.

Reformulation of algorithm

Finally, you may run into mathematical programs where the runtime of a solution method does not scale well even after careful domain definition. In this case, it may be necessary to reformulate the problem entirely. One approach may be to decompose the original mathematical program into subprograms, and use these together with a customized sequential solution method to obtain acceptable solutions. You can find pointers to many of such decomposition methods in the AIMMS Modeling Guide.