The Students Guide to AMPL

Amsss, Katterbauer u Produced as part of the course work for applied optimization Prof. Arnold Neumair University of Vienna 2010-02-28

Contents
1 Introduction 1.1 What is AMPL? . . . 1.2 Running AMPL les . 1.3 First Steps . . . . . . 1.3.1 The Files . . . 1.3.2 The methods of . . . . . . . . . . . . . . . . . . . . running . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2 2 2 2 2 3 4 4 5 5 7 7 7 8 8 8 9 9 9 10

2 Writing AMPL programs 2.1 Structure . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2.2 Useful commands . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2.3 Math functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3 FAQ 3.1 What happens when I use the expression T..1? . . . . . . . . . . . . . . 3.2 I have coded set S and param b { S } . How can I let AMPL nd the minimum of the b[i] for all i in S? . . . . . . . . . . . . . . . . . . . 3.3 Why does AMPL appear to hang up and does not accept any input or returns some output . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3.4 Why does the set set S := 20 .. 40 only consist of 3 members? . . . . . 3.5 Is it possible to model a power set, ie the set of all subsets of a set. . . 3.6 How do I get access to the computation time (CPU) by AMPL . . . . . 3.7 How is double summation done? . . . . . . . . . . . . . . . . . . . . . . 3.8 How do I model a multi-period inventory in AMPL, e.g. the constraints Inv[t] = Inv[t-1] + Make[t] -Demand[t] ? . . . . . . . . . . . . . . . . . . 4 Further reading

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1 Introduction
1.1 What is AMPL?
AMPL1 is A Mathematical Programming Language for optimization problems (programs). AMPL is also the name of a piece of software that can parse that language and feed it to a wide variety of solvers, most of which are specialized in a particular eld of optimization.

1.2 Running AMPL les

Local installation AMPL can be downloaded gratis as a student version2 , but with limitations on the number of variables and constraints. Online interactive prompt As a direct alternative to local installation, you can use AMPL online3 subject to the same restrictions as the student version. NEOS To demonstrate the abilities of the solvers, many solver vendors make their solvers available via NEOS4 . Using NEOS requires you to have your .mod and .dat les as well as additional commands ready (no interactive system), but has far superior job handling.

1.3 First Steps

Using AMPL typically involves up to three sets of commands: A .mod le contains all the AMPL commands necessary to dene a model; it may or may not contain constant data. A .dat le contains data for a model; splitting model and data is good practice and eases solving dierent problems sharing a single model. It is written in a subset of the AMPL language. Output commands are strictly speaking not a part of the model; they instruct the AMPL interpreter to actially do something, e. g. to solve the problem or to display the solution. 1.3.1 The Files As a rst example, create three les5 :
1 2

http://www.ampl.com/ http://www.ampl.com/DOWNLOADS/index.html 3 http://ampl.com/cgi-bin/ampl/amplcgi 4 http://www-neos.mcs.anl.gov/ 5 For some applications, the .dat le is not required and its contents are input at an interactive prompt.

Listing 1: example1.mod
# exponent param a ; # bounds param b ; param c ; var x ; # t h e t a r g e t function minimize f : x(a)+ sin ( x ) ; # constraints s u b j e c t t o c1 : x>=b ; s u b j e c t t o c2 : x a + x <= c ;

Listing 2: example1.dat
l e t a := 2 ; l e t b := 3 ; l e t c := 2 5 ;

Listing 3: example1.run
solve ; display x ; display f ;

(Lines starting with a hash sign (#) are comments.) 1.3.2 The methods of running Local installation First, download on the ampl page http://www.ampl.com/DOWNLOADS the le amplcml.zip. Unzip it and it will return a folder amplcml. Open the folder and the folder will contain the program (ampl.exe) and the scrolling-window utility (sw.exe). To run the program, click on sw.exe and it will open a window. Then enter sw: ampl ampl: and you can procede with the normal ampl code that is described in this guide. Online interactive prompt Open the online interactive prompt; you will be presented an AMPL commands and a Model and data input area. In the commands area, paste the contents of the .run le. In the model and data section, paste the contents of your .mod le, followed by a line containing data;, followed by the contents of your .dat le.6 . Then, click solve.
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For simple problems, this layout enables you to keep model and data in a single le, yet separate.

NEOS From the NEOS solver list, select an appropriate solvers (MINOS makes a reasonable default) AMPL Input hyperlink. Choose the .mod, .dat and .run le for Model File, Data File and Commands File, respectively. Then, click submit. All these methods should yield the same (or similar, if versions dont match) results:
MINOS 5 . 5 1 : o p t i m a l s o l u t i o n found . 20 i t e r a t i o n s , o b j e c t i v e 0.9336425135 Nonlin e v a l s : o b j = 6 4 , grad = 6 3 , c o n s t r s = 6 4 , Jac = 6 3 . x = 4.52494 f = 0.933643

2 Writing AMPL programs

2.1 Structure
Most of the AMPL language is purely declarative. The remaining imperative commands are typically collected in the .run le (e. g., the instructions to solve the given problem and display the results). The .mod and .dat les stay purely declarative; as a result, sequence is irrelevant as long as parameters and variables are not used before they are declared. (However, it is common to declare a parameter, use it, and nally (in the .dat le, assign it a value.) A typical AMPL program consists of several of this list: 1. parameter declarations for the shape of the problem (e. g., numbers of items); these correspond to constants or arguments in imperative programming
param N; # number o f nodes param E ; # number o f e d g e s l e t N := 5 ; l e t E := 1 0 ;

2. set declarations (which can later be used as indices or values); these correspond to enums in imperative programming
set ENDS := { s h a f t , t i p } ; # t h e arrow metaphor f o r d i g r a p h s

3. data (which is also a parameter, but often indexed by other parameters or sets); in imperative programming, this is often loaded from les
param edge { e i n 1 . . E , i i n ENDS} ; param e d g e c o s t { e i n 1 . . E } ; # c o s t o f t r a n s p o r t v i a edge e

l e t edge [ 1 , s h a f t ] := 1 ; l e t edge [ 1 , t i p ] := 3 ; l e t e d g e c o s t [ 1 ] := 1 . 0 ;

4. variable declarations; the solvers will try to nd good values for the variables
var u s e e d g e { e i n 1 . . E} b i n a r y ; var x ; var f >= 0 , <= 1 ;

Assigning initial values to variables in the data le can be necessary to avoid singularities resulting from all variables being zero:
l e t x := 4 2 ;

5. constraints that the solvers have to obey

s u b j e c t t o minimumdistance {p1 i n 1 . . N, p2 i n 1 . . N} : abs ( pos [ p1 ] pos [ p2 ] ) >= 1 ;

6. an objective function
minimize c o s t : sum{ e i n 1 . . E} u s e [ e ] e d g e c o s t [ e ] ;

For many programs, the command les structure can be kept very simple:
solve ; display varname , v a r ; # show a l l v e r i a b l e s

2.2 Useful commands

Table 1 lists the most common syntax elements in AMPL.

2.3 Math functions

As a user of AMPL wants to do optimization and therefore math, they need sometimes access to some mathematical functions, like logarithm, absolute values, sine and cosine and that is provided by AMPL. Therefore, a good reference to AMPL and the mathematical functions can be found at AMPL Help Manual Table 2 lists the names of mathematical functions in AMPL.

# param var ; maximize/minimize

subject to mod dat solve display let := in <= sum 1..N reset

set

denes the start of a comment denes a parameter denes a variable, essential for stating which elements vary ends every statement in AMPL starts an objective, an objective looks in the following way: maximize/minimize a name : objective statement starts a constrained, ie subject to a name : constrained statement ending of the model le ending of the data le command to start the optimization process of the model command that displays the value of a parameter, or variable changes a parameter value e.g. let bmin := 12 command for allocating a value to a variable, e.g. param b := 2; inclusion or counting element, e.g. param p {i in P } inequality declarator sums up the terms comming after, e.g. sumi in 1..N displays the counting from 1 to N deletes all former AMPL commands and user is able to enter new or the same model without something being overwritten declaration of elements, can also store names, summation adjusted to the number of elements in the set

Table 1: List of common syntax elements in AMPL

Command abs(x) ceil(x) cos(x) exp(x) oor(x) log(x) x mod y max(x, y, z, ...) min(x, y, z, ...) sin(x) sqrt(x) tan(x)

Function Returns |x| Rounds x up to the next largest integer Returns the cosine of x (x in radians) Returns ex Rounds x down to the next smallest integer Natural logarithm of x The remainder of x in the coset y Returns the largest of x; y; z; Returns the smallest ofx; y; z; Returns the sine of x (x in radians) Returns x for x 0 Returns the sine of x (x in radians)

Table 2: Some mathematical functions in AMPL, quoted from An AMPL Tutorial, CE 4920, http://www.uwyo.edu/sboyles/teaching/ce4920/ampl_ tutorial.pdf.

3 FAQ
3.1 What happens when I use the expression T..1?
Generally speaking, AMPL interprets a . . . b as {a, a + 1, a + 2, . . . , b 1, b}. So for T greater than one, T . . . 1 is the empty set. So to tell AMPL that it shall go from T to one, write T . . . 1 by 1.

3.2 I have coded set S and param b { S } . How can I let AMPL nd the minimum of the b[i] for all i in S?
Generally, AMPL does not posses an operator that extracts the minimum argument from a parameter. Nevertheless, the operator arg min can be dened on ones own. Dene the arg min by {s in S: b[s] = min {i in S} b[i]} This returns a subset of S, that contains all elements of S, which take on the minimum of the b[i] values. However by order the elements in the above set via set b_argmin ordered := {s in S: b[s] = min {i in S} b[i]};] Then the rst element of b_argmin ensures that one extracts a member of S that minimizes b[i].

3.3 Why does AMPL appear to hang up and does not accept any input or returns some output
If you enter solve, write or expand then it might occur that AMPL seems to hang before you obtain some output. In that case, it might be advisable to set option times 1, gentimes 1, in order to get more output recording AMPLs progress. You get some further information about that at Memory. If AMPL appears to hang after one or more lines of a solver, then it is likely to be the case that it takes the solver longer to perform an intermediate step. As the output is solver dependent, you might have a look at the solver documentation.

3.4 Why does the set set S := 20 .. 40 only consist of 3 members?

The reason is as follows. In the model, you have entered set S while in your .dat le you have declared set S := 20 .. 40. Set expressions are not recognized in AMPls data mode and therefore AMPL recognizes 20 .. 70 as a space-delimited list of members of S, with the result that is has found three members: the numbers 20 and 40, and the string ... For dening 20 .. 40 in your data le, you rst declare S in your model by the following param begin; param end > begin; set S := begin .. end; Then state in the data le: param begin := 50; param end := 70;

3.5 Is it possible to model a power set, ie the set of all subsets of a set.
You cannot model a power set directly in AMPL, because AMPL can index model components by objects (numbers and character strings) but not by sets of objects. Though, you might obtain your desired result by constructing a numbered list of subsets. Example Index of all subsets of the set of the rst n natural numbers including 0. You declare: param n integer > 0; set S := 0 .. n - 1; set SS := 0 .. 2**n - 1; set POW {k in SS} := {i in S: (k div 2**i) mod 2 = 1}; The number of subsets of the Set S is therefore 2n . Using a simple bijection argument, the set SS := 0 .. 2n 1 is in one-to-one correspondence to the set of all subsets of S.The indexing follows then in that way that the indexed collection of sets POW is such that POW[k] is the k-th distinct subset of S. Similarily,

set S ordered; param n := card {S}; set SS := 0 .. (2**n - 1); set POW {k in SS} := {i in S: (k div 2**(ord(i)-1)) mod 2 = 1}; In either way, one indexes of the set of all subsets of S. An interesting example is about the travelling salesman problem, see TSP.

3.6 How do I get access to the computation time (CPU) by AMPL

This is answered in the AMPL FAQ, in particular item 6.7.

3.7 How is double summation done?

Ampl provides an easy way of performing a double summation. If j is the j-th class and i is the i-th school, then the number of students in all schools is then computed by sum{ i in classes, j in schools} x[i,j] where x[i,j] denotes the number of students in the i-th class and j-th school.

3.8 How do I model a multi-period inventory in AMPL, e.g. the constraints Inv[t] = Inv[t-1] + Make[t] -Demand[t] ?
An example of a multi-period model is the following Inventory model of a producer of cars and trucks, taken from the website http://www.student.math.uwaterloo.ca/ ~co370/faq.html. The .mod le CTInv.mod is given by set products; # set of products param T > 0; # number of weeks param demand {products,1..T} ; # demand on product each week param inv0 {products}; # amount of initial inventory param prodcost {products,1..T}; # cost per ton produced # of each product in each week param invcost {products}; # carrying cost/ton of inventory param revenue {products}; var Make {products,1..T} >= 0; var Inv {products,0..T} >= 0; # tons produced # tons inventoried

maximize

total_profit:

sum {t in 1..T,p in products}(revenue[p]*demand[p,t] - prodcost[p,t]*Make[p,t] - invcost[p]*Inv[p,t]);

subject to initial {p in products}:

Inv[p,0] = inv0[p];

# Initial inventory must equal given value

subject to balance {t in 1..T, p in products}: Make[p,t] + Inv[p,t-1] = demand[p,t] + Inv[p,t]; # Tons produced and taken from inventory # must equal tons sold and put into inventory

The CTInv.dat le is given by: set products := cars, trucks; param T := 4; # param avail := 1 40 2 40 3 32 4 40 ; # param rate := cars 200 trucks 140 ; param inv0 := param invcost param revenue cars := := 10 trucks 0 ; 3 ; 35 ;

cars 2.5 cars 25

trucks trucks

param prodcost: 1 2 3 4 := cars 10 15 8 12 truck 15 20 15 15 ; param demand: 1 2 3 4 := cars 6000 6000 4000 6500 truck 4000 2500 3500 4200 ;

4 Further reading
Optimisation with AMPL, University of Auckland DES, http://escwiki.esc. auckland.ac.nz/ampl/IntroductionToAMPL: work-in-progress (or, considering the edit dates, rather stalled), and with some accessibility issues (broken internal hyperlinks that can be circumvented by removing whitespace from the URLs),

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but very good for newcomers AMPL and CPLEX tutorial, Gbor Pataki, http://www.or.unc.edu/~pataki/ or41/ampl/amplhandout.pdf: A tutorial jumping right into examples. An AMPL Tutorial, CE 4920, http://www.uwyo.edu/sboyles/teaching/ce4920/ ampl_tutorial.pdf Frequently asked questions about AMPL, CO370 , http://www.student.math. uwaterloo.ca/~co370/faq.html

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