Our Optimisation and Risk
Management webinars for the Financial Services
Sector can be viewed through
Watch
here
The following is
the list of planned webinars
Watch
here
Progress with
Software Tools
AMPL is a leading algebraic
modelling language for creating linear and
non-linear optimisation models, connects to
many solvers and is a well-established tool
used by academics and industry based modellers.
OptiRisk has developed stochastic extensions to
the AMPL language (SAMPL) designed to capture
alternative Stochastic Programming models and
Robust Optimisation formulations. For the
processing of stochastic models, SAMPL connects
to specialised solvers like FortSP, a
decomposition based solver for SP. FortSP in
turn is built around embedded solvers: FortMP,
CPLEX and Gurobi.
The collaboration between
OptiRisk and AMPL has been growing over the
years. Recently the two companies started a
partnership to extend the range of products in
the AMPL family. An IDE and AMPL API have been
developed by OptiRisk in partnership with AMPL
Optimization Inc and added to the product
family.
A list of AML tools based on
AMPL
- AMPL IDE (IP of AMPL Optimization Inc): A
basic GUI for AMPL, based on Eclipse
- AMPL API (IP of AMPL Optimization Inc): A
class library which is used to exploit AMPL
features from multiple programming
environments, such as Java, .NET, Matlab
and R.
- AMPLDev (IP of OptiRisk Systems):
Enhanced GUI for AMPL which includes SAMPL
and is also based on Eclipse.
- AMPL Optimization Inc attended INFORMS
the Practice meeting at San Antonio and
demonstrated AMPL IDE as well as AMPL
API.
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