CAAM 471/571 · Introduction to Linear and Integer Programming

Spring 2014 · Rice University



We will use Matlab and AMPL for programming assignments.

Matlab

We will use Matlab, especially programs from the Matlab Optimization Toolbox. Both are available on machines in computer labs and both are included in the Matab student version.

AMPL

AMPL is a modeling language for expressing mathematical optimization problems. A student version of AMPL as well as some associated optization solvers can be downloaded from http://ampl.com/DOWNLOADS/index.html and choose the appropriate operating system / architecture for your system.

  • ampl: This is the engine that interprets LP and NLP models and mediates between you and the solvers.
  • cplex: This is the AMPL/CPLEX solver for mixed integer/linear programs and quadratic programs.
  • gurobi: This is the AMPL/Gurobi solver for mixed integer/linear programs.
  • minos: This is the AMPL/MINOS solver for linear/nonlinear programs.
  • lpsolve: This is the AMPL/lpsolve solver for linear programs.
  • sw.exe: This is a Windows-only front-end that makes it easier to provoke AMPL and solvers.

Student version AMPL and some solvers (of windows and Mac versions) are made available here locally for your convenience, though their versions may not be up to date.

The installation instructions differ depending on your operating system. See below.

  • Installation instructions for Windows

    You should download and unpack the files

    The directory where you unpack the file is where you will need to run them, unless you understand how to set the PATH environment variables in Windows.

    In the directory where you have unpacked the files, click on sw.exe. This should cause a window to appear. At the prompt, type "ampl": 

      sw: ampl

    This should start AMPL and prompt ampl: should now appear. You can exit AMPL by typing quit.

  • Installation instructions for Mac

    These instructions assume you have a Mac with an Intel chip. You should download and unpack the files

    If your browswer doesn't automagically offer to unpack the ampl_bin.zip files, you can manually unzip the file

    You should then move all the files to a directory that is on your search path for executables or just put the ampl_bin directory on your search path. Then you need to change the script gurobi to something like this, where () indicates text you should replace: 

      #!/bin/sh
  DYLD_LIBRARY_PATH=(directory containing libgurobi51.so)
  export DYLD_LIBRARY_PATH
  exec (complete path name for gurobix) "$@"
    (where 51 is the current version number which may be updated in time.)

  • Installation instructions for other systems

    The AMPL student version for many other operatong systems is available at http://www.netlib.org/ampl/student. The installation on Linux systems is essentially the same as that for MacOSX, except that DYLD_LIBRARY_PATH in the script gurobi is called LD_LIBRARY_PATH.