Algebraic Modelling Language Family

>>Solver Systems
Solver Systems 2018-09-07T10:00:06+00:00

We develop as well as resell Algebraic Modelling Language Family of Products that are used in Mathematical Modelling and Optmisation. Our in-house products include AMPLDev (IDE for AMPL), FortSP (stochastic solver using Bender’s Decomposition that uses embedded solvers like CPLEX, FortMP) and FortMP (solver). The diagram below shows the types of Modellers and Solvers we develop and support and the relationship between them:

Modelling systems
CPLEX

OptiRisk Systems is the ONLY authorised reseller of IBM ILOG CPLEX in the UK and India.

AMPL’s solver interface supports linear, nonlinear, and mixed integer models with no built-in size limitations. This interface is rich enough to support many of the features used by advanced solvers to improve performance and solution accuracy, such as piecewise-linear constructs, representation of network problems, and automatic differentiation of nonlinear functions. To take advantage of these features, solvers must be written to utilize AMPL’s interface. OptiRisk provides support for the usage of AMPL with the CPLEX solver distributed by OptiRisk Systems

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FortMP

Key Features

  • Works seamlessly with modelling systems like AMPL, AMPL Studio, AMPL COM, and is available in a variety of formats and platforms.
  • Modular Design, finely tuned for Serial or Parallel platforms.
  • Can be embedded within other software environments.
  • Available as a static library for all supported platforms and as a Windows DLL. Source code can be made available.

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FortMP

Key Features

  • Solve Large scale Linear Programming (LP) Problems using SSX and Barrier/IPM
  • Solve Large Scale Mixed Integer Programming (MIP) Problems
  • Solve Quadratic Programming (QP) Problems
  • Solve Quadratic Mixed Integer Programming (QMIP) Problems
  • Customisable Solver Control
  • Used in Portfolio Optimization and Asset Liability Management

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FortSP

FortSP is a solver for stochastic programming (SP) problems in which the underlying optimization model is a linear programming problem. It is used as the solver for the SPInE modelling system; FortSP may be used on its own to solve problems presented in SMPS format.
FortSP is available as a standalone program and as a library with interface in the C programming language. It has a powerful plugin system for connecting external solvers through the COIN-OR Open Solver Interface (OSI). These embedded solvers are used to optimize the deterministic equivalent problem and also the sub-problems in the decomposition methods. Currently supported solvers include CLP, CPLEX and FortMP, other OSI-compatible solvers can be easily connected.

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