Changes between Version 6 and Version 7 of WikiStart


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Sep 12, 2018 12:47:05 PM (13 months ago)
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hhijazi
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  • WikiStart

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    6 Gravity is an open source, scalable, memory efficient modeling language for solving mathematical models in Optimization and Machine Learning. It exploits structure to reduce function evaluation time including Jacobian and Hessian computation. Gravity is implemented in C++ with a flexible interface allowing the user to specify the numerical accuracy of variables and parameters and can handle arbitrary Mixed-Integer Nonlinear Programs (MINLPs) as well as Mixed-Integer Semidefinite Programs (MISDPs). It is also designed to offer efficient iterative model solving, convexity detection, multithreading of subproblems, and lazy constraint generation.  When compared to state-of-the-art modeling languages such as JuMP, Gravity is 5 times faster in terms of function evaluation and up to 60 times more memory efficient. Short term goals include Lasserre’s hierarchy implementation for polynomial optimization and automatic symbolic variable elimination for MINLPs.
     6Gravity is an open source, scalable, memory efficient modeling language for solving mathematical models in Optimization and Machine Learning. It exploits structure to reduce function evaluation time including Jacobian and Hessian computation. Gravity is implemented in C++ with a flexible interface allowing the user to specify the numerical accuracy of variables and parameters and can handle arbitrary Mixed-Integer Nonlinear Programs (MINLPs) as well as Semidefinite Programs (SDPs). It is also designed to offer efficient iterative model solving, convexity detection, multithreading of subproblems, and lazy constraint generation.  When compared to state-of-the-art modeling languages such as JuMP, Gravity is 5 times faster in terms of function evaluation and up to 60 times more memory efficient. Short term goals include Lasserre’s hierarchy implementation for polynomial optimization and automatic symbolic variable elimination for MINLPs.
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    88Gravity currently handles MINLPs that can be formulated using the form below: